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

Correlation

The correlation between MAG and SLV is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

MAG vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MAG Silver Corp. (MAG) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
20.67%
9.08%
MAG
SLV

Key characteristics

Sharpe Ratio

MAG:

2.13

SLV:

1.47

Sortino Ratio

MAG:

2.79

SLV:

2.08

Omega Ratio

MAG:

1.33

SLV:

1.26

Calmar Ratio

MAG:

1.48

SLV:

0.79

Martin Ratio

MAG:

9.20

SLV:

5.38

Ulcer Index

MAG:

10.51%

SLV:

8.38%

Daily Std Dev

MAG:

45.38%

SLV:

30.65%

Max Drawdown

MAG:

-81.82%

SLV:

-76.28%

Current Drawdown

MAG:

-30.80%

SLV:

-37.98%

Returns By Period

In the year-to-date period, MAG achieves a 20.59% return, which is significantly higher than SLV's 11.32% return. Over the past 10 years, MAG has outperformed SLV with an annualized return of 9.66%, while SLV has yielded a comparatively lower 6.57% annualized return.


MAG

YTD

20.59%

1M

8.11%

6M

21.84%

1Y

87.86%

5Y*

8.77%

10Y*

9.66%

SLV

YTD

11.32%

1M

6.16%

6M

9.24%

1Y

37.03%

5Y*

11.26%

10Y*

6.57%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

MAG vs. SLV — 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 8888
Overall Rank
The Sharpe Ratio Rank of MAG is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of MAG is 8989
Sortino Ratio Rank
The Omega Ratio Rank of MAG is 8585
Omega Ratio Rank
The Calmar Ratio Rank of MAG is 8585
Calmar Ratio Rank
The Martin Ratio Rank of MAG is 9090
Martin Ratio Rank

SLV
The Risk-Adjusted Performance Rank of SLV is 5151
Overall Rank
The Sharpe Ratio Rank of SLV is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SLV is 5757
Sortino Ratio Rank
The Omega Ratio Rank of SLV is 5656
Omega Ratio Rank
The Calmar Ratio Rank of SLV is 3333
Calmar Ratio Rank
The Martin Ratio Rank of SLV is 4949
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. SLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MAG Silver Corp. (MAG) and iShares Silver Trust (SLV). 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.


Sharpe ratio
The chart of Sharpe ratio for MAG, currently valued at 2.13, compared to the broader market-2.000.002.004.002.131.47
The chart of Sortino ratio for MAG, currently valued at 2.79, compared to the broader market-6.00-4.00-2.000.002.004.006.002.792.08
The chart of Omega ratio for MAG, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.26
The chart of Calmar ratio for MAG, currently valued at 1.48, compared to the broader market0.002.004.006.001.480.79
The chart of Martin ratio for MAG, currently valued at 9.20, compared to the broader market-10.000.0010.0020.0030.009.205.38
MAG
SLV

The current MAG Sharpe Ratio is 2.13, which is higher than the SLV Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of MAG and SLV, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
2.13
1.47
MAG
SLV

Dividends

MAG vs. SLV - Dividend Comparison

Neither MAG nor SLV has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MAG vs. SLV - Drawdown Comparison

The maximum MAG drawdown since its inception was -81.82%, which is greater than SLV's maximum drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for MAG and SLV. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%SeptemberOctoberNovemberDecember2025February
-30.80%
-37.98%
MAG
SLV

Volatility

MAG vs. SLV - Volatility Comparison

MAG Silver Corp. (MAG) has a higher volatility of 12.38% compared to iShares Silver Trust (SLV) at 5.12%. This indicates that MAG's price experiences larger fluctuations and is considered to be riskier than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
12.38%
5.12%
MAG
SLV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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