Correlation
The correlation between MAG and SI=F is 0.13, 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.
MAG vs. SI=F
Compare and contrast key facts about MAG Silver Corp. (MAG) and Silver (SI=F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MAG or SI=F.
Performance
MAG vs. SI=F - Performance Comparison
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Key characteristics
MAG:
0.84
SI=F:
0.10
MAG:
1.48
SI=F:
0.74
MAG:
1.18
SI=F:
1.10
MAG:
0.84
SI=F:
0.29
MAG:
3.51
SI=F:
1.57
MAG:
12.28%
SI=F:
8.15%
MAG:
48.35%
SI=F:
31.36%
MAG:
-81.82%
SI=F:
-91.54%
MAG:
-19.42%
SI=F:
-31.31%
Returns By Period
In the year-to-date period, MAG achieves a 40.42% return, which is significantly higher than SI=F's 14.16% return. Over the past 10 years, MAG has outperformed SI=F with an annualized return of 9.94%, while SI=F has yielded a comparatively lower 7.18% annualized return.
MAG
40.42%
22.38%
24.41%
40.22%
8.75%
8.90%
9.94%
SI=F
14.16%
-0.58%
9.61%
3.12%
15.46%
12.48%
7.18%
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Risk-Adjusted Performance
MAG vs. SI=F — Risk-Adjusted Performance Rank
MAG
SI=F
MAG vs. SI=F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MAG Silver Corp. (MAG) and Silver (SI=F). 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.
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Drawdowns
MAG vs. SI=F - Drawdown Comparison
The maximum MAG drawdown since its inception was -81.82%, smaller than the maximum SI=F drawdown of -91.54%. Use the drawdown chart below to compare losses from any high point for MAG and SI=F.
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Volatility
MAG vs. SI=F - Volatility Comparison
MAG Silver Corp. (MAG) has a higher volatility of 12.34% compared to Silver (SI=F) at 5.70%. This indicates that MAG's price experiences larger fluctuations and is considered to be riskier than SI=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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