MAG vs. SCHG

In the year-to-date period, MAG achieves a 5.37% return, which is significantly higher than SCHG's -14.12% return. Over the past 10 years, MAG has underperformed SCHG with an annualized return of 9.87%, while SCHG has yielded a comparatively higher 14.31% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for MAG Silver Corp. (MAG) and Schwab U.S. Large-Cap Growth ETF (SCHG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current MAG Sharpe Ratio is 0.27, which is higher than the SCHG Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of MAG and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MAG's dividend yield for the trailing twelve months is around 1.27%, more than SCHG's 0.47% yield.

The maximum MAG drawdown since its inception was -81.82%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MAG and SCHG. For additional features, visit the drawdowns tool.

MAG Silver Corp. (MAG) has a higher volatility of 21.48% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 16.00%. This indicates that MAG's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.