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MAG vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MAGSCHG
YTD Return28.53%14.27%
1Y Return12.44%40.43%
3Y Return (Ann)-13.78%12.90%
5Y Return (Ann)7.74%19.33%
10Y Return (Ann)6.37%16.13%
Sharpe Ratio0.322.67
Daily Std Dev45.28%15.84%
Max Drawdown-81.82%-34.59%
Current Drawdown-43.54%-0.35%

Correlation

-0.50.00.51.00.2

The correlation between MAG and SCHG is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

MAG vs. SCHG - Performance Comparison

In the year-to-date period, MAG achieves a 28.53% return, which is significantly higher than SCHG's 14.27% return. Over the past 10 years, MAG has underperformed SCHG with an annualized return of 6.37%, while SCHG has yielded a comparatively higher 16.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%December2024FebruaryMarchAprilMay
124.12%
755.86%
MAG
SCHG

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MAG Silver Corp.

Schwab U.S. Large-Cap Growth ETF

Risk-Adjusted Performance

MAG vs. SCHG - Risk-Adjusted Performance Comparison

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.


MAG
Sharpe ratio
The chart of Sharpe ratio for MAG, currently valued at 0.32, compared to the broader market-2.00-1.000.001.002.003.004.000.32
Sortino ratio
The chart of Sortino ratio for MAG, currently valued at 0.82, compared to the broader market-4.00-2.000.002.004.006.000.82
Omega ratio
The chart of Omega ratio for MAG, currently valued at 1.09, compared to the broader market0.501.001.502.001.09
Calmar ratio
The chart of Calmar ratio for MAG, currently valued at 0.22, compared to the broader market0.002.004.006.000.22
Martin ratio
The chart of Martin ratio for MAG, currently valued at 0.79, compared to the broader market-10.000.0010.0020.0030.000.79
SCHG
Sharpe ratio
The chart of Sharpe ratio for SCHG, currently valued at 2.67, compared to the broader market-2.00-1.000.001.002.003.004.002.67
Sortino ratio
The chart of Sortino ratio for SCHG, currently valued at 3.59, compared to the broader market-4.00-2.000.002.004.006.003.59
Omega ratio
The chart of Omega ratio for SCHG, currently valued at 1.46, compared to the broader market0.501.001.502.001.46
Calmar ratio
The chart of Calmar ratio for SCHG, currently valued at 2.31, compared to the broader market0.002.004.006.002.31
Martin ratio
The chart of Martin ratio for SCHG, currently valued at 14.05, compared to the broader market-10.000.0010.0020.0030.0014.05

MAG vs. SCHG - Sharpe Ratio Comparison

The current MAG Sharpe Ratio is 0.32, which is lower than the SCHG Sharpe Ratio of 2.67. The chart below compares the 12-month rolling Sharpe Ratio of MAG and SCHG.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00December2024FebruaryMarchAprilMay
0.32
2.67
MAG
SCHG

Dividends

MAG vs. SCHG - Dividend Comparison

MAG has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.42%.


TTM20232022202120202019201820172016201520142013
MAG
MAG Silver Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.42%0.46%0.55%0.42%0.52%0.82%1.27%1.01%0.82%1.22%1.09%1.07%

Drawdowns

MAG vs. SCHG - Drawdown Comparison

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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-43.54%
-0.35%
MAG
SCHG

Volatility

MAG vs. SCHG - Volatility Comparison

MAG Silver Corp. (MAG) has a higher volatility of 13.09% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.11%. 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.


5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
13.09%
5.11%
MAG
SCHG