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

Correlation

The correlation between MAG and SILJ is 0.15, 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. SILJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MAG Silver Corp. (MAG) and ETFMG Prime Junior Silver Miners ETF (SILJ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MAG:

0.90

SILJ:

0.25

Sortino Ratio

MAG:

1.38

SILJ:

0.62

Omega Ratio

MAG:

1.17

SILJ:

1.07

Calmar Ratio

MAG:

0.75

SILJ:

0.21

Martin Ratio

MAG:

3.16

SILJ:

0.61

Ulcer Index

MAG:

12.13%

SILJ:

15.61%

Daily Std Dev

MAG:

48.31%

SILJ:

42.88%

Max Drawdown

MAG:

-81.82%

SILJ:

-79.05%

Current Drawdown

MAG:

-18.90%

SILJ:

-27.90%

Returns By Period

In the year-to-date period, MAG achieves a 41.33% return, which is significantly higher than SILJ's 31.52% return. Over the past 10 years, MAG has outperformed SILJ with an annualized return of 10.24%, while SILJ has yielded a comparatively lower 6.87% annualized return.


MAG

YTD

41.33%

1M

22.06%

6M

25.05%

1Y

42.90%

3Y*

10.75%

5Y*

9.04%

10Y*

10.24%

SILJ

YTD

31.52%

1M

6.44%

6M

17.99%

1Y

10.71%

3Y*

8.18%

5Y*

3.85%

10Y*

6.87%

*Annualized

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MAG Silver Corp.

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Risk-Adjusted Performance

MAG vs. SILJ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MAG
The Risk-Adjusted Performance Rank of MAG is 7676
Overall Rank
The Sharpe Ratio Rank of MAG is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of MAG is 7474
Sortino Ratio Rank
The Omega Ratio Rank of MAG is 7171
Omega Ratio Rank
The Calmar Ratio Rank of MAG is 7979
Calmar Ratio Rank
The Martin Ratio Rank of MAG is 7979
Martin Ratio Rank

SILJ
The Risk-Adjusted Performance Rank of SILJ is 2828
Overall Rank
The Sharpe Ratio Rank of SILJ is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of SILJ is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SILJ is 3030
Omega Ratio Rank
The Calmar Ratio Rank of SILJ is 2828
Calmar Ratio Rank
The Martin Ratio Rank of SILJ is 2525
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current MAG Sharpe Ratio is 0.90, which is higher than the SILJ Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of MAG and SILJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MAG vs. SILJ - Dividend Comparison

MAG's dividend yield for the trailing twelve months is around 2.13%, less than SILJ's 5.52% yield.


TTM2024202320222021202020192018201720162015
MAG
MAG Silver Corp.
2.13%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
5.52%7.26%0.01%0.06%0.36%1.23%1.45%1.65%0.00%0.52%2.45%

Drawdowns

MAG vs. SILJ - Drawdown Comparison

The maximum MAG drawdown since its inception was -81.82%, roughly equal to the maximum SILJ drawdown of -79.05%. Use the drawdown chart below to compare losses from any high point for MAG and SILJ.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MAG vs. SILJ - Volatility Comparison

MAG Silver Corp. (MAG) has a higher volatility of 12.35% compared to ETFMG Prime Junior Silver Miners ETF (SILJ) at 11.73%. This indicates that MAG's price experiences larger fluctuations and is considered to be riskier than SILJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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