MAG vs. SILJ
Compare and contrast key facts about MAG Silver Corp. (MAG) and ETFMG Prime Junior Silver Miners ETF (SILJ).
SILJ is a passively managed fund by ETFMG that tracks the performance of the Prime Junior Silver Miners & Explorers Index. It was launched on Nov 28, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MAG or SILJ.
Key characteristics
| MAG | SILJ | |
|---|---|---|
| YTD Return | 46.01% | 18.00% |
| 1Y Return | 46.72% | 37.86% |
| 3Y Return (Ann) | -10.04% | -6.44% |
| 5Y Return (Ann) | 8.71% | 3.22% |
| 10Y Return (Ann) | 7.46% | 3.81% |
| Sharpe Ratio | 1.03 | 0.97 |
| Sortino Ratio | 1.66 | 1.54 |
| Omega Ratio | 1.19 | 1.18 |
| Calmar Ratio | 0.71 | 0.65 |
| Martin Ratio | 3.24 | 3.69 |
| Ulcer Index | 14.27% | 10.48% |
| Daily Std Dev | 44.86% | 39.72% |
| Max Drawdown | -81.82% | -79.04% |
| Current Drawdown | -35.86% | -39.19% |
Correlation
The correlation between MAG and SILJ is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
MAG vs. SILJ - Performance Comparison
In the year-to-date period, MAG achieves a 46.01% return, which is significantly higher than SILJ's 18.00% return. Over the past 10 years, MAG has outperformed SILJ with an annualized return of 7.46%, while SILJ has yielded a comparatively lower 3.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MAG vs. SILJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MAG Silver Corp. (MAG) and ETFMG Prime Junior Silver Miners ETF (SILJ). 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.
Dividends
MAG vs. SILJ - Dividend Comparison
MAG has not paid dividends to shareholders, while SILJ's dividend yield for the trailing twelve months is around 0.01%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SILJ ETFMG Prime Junior Silver Miners ETF | 0.01% | 0.01% | 0.06% | 0.36% | 1.23% | 1.45% | 1.65% | 0.00% | 0.52% | 2.45% | 0.00% | 0.10% |
Drawdowns
MAG vs. SILJ - Drawdown Comparison
The maximum MAG drawdown since its inception was -81.82%, roughly equal to the maximum SILJ drawdown of -79.04%. Use the drawdown chart below to compare losses from any high point for MAG and SILJ. For additional features, visit the drawdowns tool.
Volatility
MAG vs. SILJ - Volatility Comparison
MAG Silver Corp. (MAG) and ETFMG Prime Junior Silver Miners ETF (SILJ) have volatilities of 13.35% and 13.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.