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

Correlation

The correlation between MAG and VUG 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.


-0.50.00.51.00.2

Performance

MAG vs. VUG - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
21.64%
692.25%
MAG
VUG

Key characteristics

Sharpe Ratio

MAG:

0.74

VUG:

2.11

Sortino Ratio

MAG:

1.32

VUG:

2.74

Omega Ratio

MAG:

1.15

VUG:

1.39

Calmar Ratio

MAG:

0.50

VUG:

2.81

Martin Ratio

MAG:

2.90

VUG:

11.02

Ulcer Index

MAG:

11.34%

VUG:

3.31%

Daily Std Dev

MAG:

44.56%

VUG:

17.27%

Max Drawdown

MAG:

-81.82%

VUG:

-50.68%

Current Drawdown

MAG:

-41.65%

VUG:

-2.41%

Returns By Period

In the year-to-date period, MAG achieves a 32.85% return, which is significantly lower than VUG's 34.89% return. Over the past 10 years, MAG has underperformed VUG with an annualized return of 7.83%, while VUG has yielded a comparatively higher 15.88% annualized return.


MAG

YTD

32.85%

1M

-11.80%

6M

15.54%

1Y

29.86%

5Y*

5.55%

10Y*

7.83%

VUG

YTD

34.89%

1M

3.42%

6M

12.16%

1Y

35.02%

5Y*

18.91%

10Y*

15.88%

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Risk-Adjusted Performance

MAG vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MAG Silver Corp. (MAG) and Vanguard Growth ETF (VUG). 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 0.74, compared to the broader market-4.00-2.000.002.000.742.11
The chart of Sortino ratio for MAG, currently valued at 1.32, compared to the broader market-4.00-2.000.002.004.001.322.74
The chart of Omega ratio for MAG, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.39
The chart of Calmar ratio for MAG, currently valued at 0.50, compared to the broader market0.002.004.006.000.502.81
The chart of Martin ratio for MAG, currently valued at 2.90, compared to the broader market-5.000.005.0010.0015.0020.0025.002.9011.02
MAG
VUG

The current MAG Sharpe Ratio is 0.74, which is lower than the VUG Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of MAG and VUG, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.74
2.11
MAG
VUG

Dividends

MAG vs. VUG - Dividend Comparison

MAG has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.33%.


TTM20232022202120202019201820172016201520142013
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%
VUG
Vanguard Growth ETF
0.33%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

MAG vs. VUG - Drawdown Comparison

The maximum MAG drawdown since its inception was -81.82%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for MAG and VUG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-41.65%
-2.41%
MAG
VUG

Volatility

MAG vs. VUG - Volatility Comparison

MAG Silver Corp. (MAG) has a higher volatility of 10.84% compared to Vanguard Growth ETF (VUG) at 4.86%. This indicates that MAG's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
10.84%
4.86%
MAG
VUG
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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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