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

Correlation

The correlation between MAG and SIVR is 0.21, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

MAG vs. SIVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MAG Silver Corp. (MAG) and Aberdeen Standard Physical Silver Shares ETF (SIVR). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
207.71%
130.17%
MAG
SIVR

Key characteristics

Sharpe Ratio

MAG:

0.71

SIVR:

0.74

Sortino Ratio

MAG:

1.28

SIVR:

1.19

Omega Ratio

MAG:

1.15

SIVR:

1.15

Calmar Ratio

MAG:

0.67

SIVR:

0.48

Martin Ratio

MAG:

2.82

SIVR:

2.62

Ulcer Index

MAG:

12.20%

SIVR:

8.75%

Daily Std Dev

MAG:

48.72%

SIVR:

31.11%

Max Drawdown

MAG:

-81.82%

SIVR:

-75.85%

Current Drawdown

MAG:

-32.87%

SIVR:

-33.53%

Returns By Period

The year-to-date returns for both stocks are quite close, with MAG having a 16.98% return and SIVR slightly lower at 16.21%. Over the past 10 years, MAG has outperformed SIVR with an annualized return of 9.71%, while SIVR has yielded a comparatively lower 7.15% annualized return.


MAG

YTD

16.98%

1M

-3.47%

6M

-10.93%

1Y

31.80%

5Y*

10.60%

10Y*

9.71%

SIVR

YTD

16.21%

1M

-0.12%

6M

-0.34%

1Y

22.95%

5Y*

16.84%

10Y*

7.15%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MAG vs. SIVR — 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 7575
Overall Rank
The Sharpe Ratio Rank of MAG is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of MAG is 7373
Sortino Ratio Rank
The Omega Ratio Rank of MAG is 7070
Omega Ratio Rank
The Calmar Ratio Rank of MAG is 7878
Calmar Ratio Rank
The Martin Ratio Rank of MAG is 7979
Martin Ratio Rank

SIVR
The Risk-Adjusted Performance Rank of SIVR is 7070
Overall Rank
The Sharpe Ratio Rank of SIVR is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SIVR is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SIVR is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SIVR is 6262
Calmar Ratio Rank
The Martin Ratio Rank of SIVR is 7070
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. SIVR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MAG Silver Corp. (MAG) and Aberdeen Standard Physical Silver Shares ETF (SIVR). 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 chart of Sharpe ratio for MAG, currently valued at 0.71, compared to the broader market-2.00-1.000.001.002.003.00
MAG: 0.71
SIVR: 0.74
The chart of Sortino ratio for MAG, currently valued at 1.28, compared to the broader market-6.00-4.00-2.000.002.004.00
MAG: 1.28
SIVR: 1.19
The chart of Omega ratio for MAG, currently valued at 1.15, compared to the broader market0.501.001.502.00
MAG: 1.15
SIVR: 1.15
The chart of Calmar ratio for MAG, currently valued at 0.67, compared to the broader market0.001.002.003.004.005.00
MAG: 0.67
SIVR: 0.48
The chart of Martin ratio for MAG, currently valued at 2.82, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
MAG: 2.82
SIVR: 2.62

The current MAG Sharpe Ratio is 0.71, which is comparable to the SIVR Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of MAG and SIVR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.71
0.74
MAG
SIVR

Dividends

MAG vs. SIVR - Dividend Comparison

MAG's dividend yield for the trailing twelve months is around 1.15%, while SIVR has not paid dividends to shareholders.


Drawdowns

MAG vs. SIVR - Drawdown Comparison

The maximum MAG drawdown since its inception was -81.82%, which is greater than SIVR's maximum drawdown of -75.85%. Use the drawdown chart below to compare losses from any high point for MAG and SIVR. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%NovemberDecember2025FebruaryMarchApril
-32.87%
-33.53%
MAG
SIVR

Volatility

MAG vs. SIVR - Volatility Comparison

MAG Silver Corp. (MAG) has a higher volatility of 21.35% compared to Aberdeen Standard Physical Silver Shares ETF (SIVR) at 11.50%. This indicates that MAG's price experiences larger fluctuations and is considered to be riskier than SIVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.35%
11.50%
MAG
SIVR