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NIKL vs. PSLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NIKL vs. PSLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Nickel Miners ETF (NIKL) and Sprott Physical Silver Trust (PSLV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NIKL achieves a -7.50% return, which is significantly lower than PSLV's -0.89% return.


NIKL

1D
0.76%
1M
-13.19%
YTD
-7.50%
6M
4.95%
1Y
27.58%
3Y*
-3.02%
5Y*
10Y*

PSLV

1D
0.90%
1M
-0.64%
YTD
-0.89%
6M
23.11%
1Y
102.24%
3Y*
42.33%
5Y*
18.65%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NIKL vs. PSLV - Yearly Performance Comparison


2026 (YTD)202520242023
NIKL
Sprott Nickel Miners ETF
-7.50%52.05%-22.48%-17.88%
PSLV
Sprott Physical Silver Trust
-0.89%145.08%19.43%2.02%

Correlation

The correlation between NIKL and PSLV is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2023

0.46

The correlation between NIKL and PSLV shifts across timeframes, from 0.46 (all time) to 0.58 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

NIKL vs. PSLV — Risk / Return Rank

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

NIKL
NIKL Risk / Return Rank: 2121
Overall Rank
NIKL Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
NIKL Sortino Ratio Rank: 2222
Sortino Ratio Rank
NIKL Omega Ratio Rank: 2222
Omega Ratio Rank
NIKL Calmar Ratio Rank: 2121
Calmar Ratio Rank
NIKL Martin Ratio Rank: 2020
Martin Ratio Rank

PSLV
PSLV Risk / Return Rank: 4747
Overall Rank
PSLV Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PSLV Sortino Ratio Rank: 3939
Sortino Ratio Rank
PSLV Omega Ratio Rank: 5454
Omega Ratio Rank
PSLV Calmar Ratio Rank: 5252
Calmar Ratio Rank
PSLV Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NIKL vs. PSLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Nickel Miners ETF (NIKL) and Sprott Physical Silver Trust (PSLV). 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.


NIKLPSLVDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.14

1.33

-0.19

Calmar ratioReturn relative to maximum drawdown

0.93

2.53

-1.60

Martin ratioReturn relative to average drawdown

2.23

5.58

-3.36

NIKL vs. PSLV - Sharpe Ratio Comparison

The current NIKL Sharpe Ratio is 0.66, which is lower than the PSLV Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of NIKL and PSLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NIKLPSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.76

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.17

-0.28

Drawdowns

NIKL vs. PSLV - Drawdown Comparison

The maximum NIKL drawdown since its inception was -60.23%, smaller than the maximum PSLV drawdown of -79.38%. Use the drawdown chart below to compare losses from any high point for NIKL and PSLV.


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Drawdown Indicators


NIKLPSLVDifference

Max Drawdown

Largest peak-to-trough decline

-60.23%

-79.38%

+19.15%

Max Drawdown (1Y)

Largest decline over 1 year

-29.87%

-40.65%

+10.78%

Max Drawdown (3Y)

Largest decline over 3 years

-60.23%

-40.65%

-19.58%

Max Drawdown (5Y)

Largest decline over 5 years

-40.65%

Max Drawdown (10Y)

Largest decline over 10 years

-42.79%

Current Drawdown

Current decline from peak

-29.33%

-35.53%

+6.20%

Average Drawdown

Average peak-to-trough decline

-26.58%

-58.15%

+31.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.42%

18.38%

-5.96%

Volatility

NIKL vs. PSLV - Volatility Comparison

The current volatility for Sprott Nickel Miners ETF (NIKL) is 15.35%, while Sprott Physical Silver Trust (PSLV) has a volatility of 16.60%. This indicates that NIKL experiences smaller price fluctuations and is considered to be less risky than PSLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NIKLPSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.35%

16.60%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

35.55%

57.34%

-21.79%

Volatility (1Y)

Calculated over the trailing 1-year period

42.12%

58.49%

-16.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.60%

35.64%

-3.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.60%

31.14%

+1.46%

NIKL vs. PSLV - Expense Ratio Comparison

NIKL has a 0.75% expense ratio, which is higher than PSLV's 0.51% expense ratio.


Dividends

NIKL vs. PSLV - Dividend Comparison

NIKL's dividend yield for the trailing twelve months is around 2.73%, while PSLV has not paid dividends to shareholders.


PositionTTM202520242023
NIKL
Sprott Nickel Miners ETF
2.73%2.53%3.49%19.52%
PSLV
Sprott Physical Silver Trust
0.00%0.00%0.00%0.00%

Frequently Asked Questions


NIKL and PSLV have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSLV has higher volatility (16.60%) compared to NIKL (15.35%). In terms of maximum drawdown, NIKL dropped -60.23% vs PSLV's -79.38%.

On 3-year performance, PSLV leads with 42.33% vs -3.02% for NIKL. On fees, PSLV is cheaper at 0.51% per year. On volatility, NIKL has been the lower-risk option at 15.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PSLV has performed better with a 42.33% return vs -3.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PSLV is cheaper with a 0.51% expense ratio, compared with 0.75% for NIKL.

NIKL has the higher dividend yield at 2.73%, compared with 0.00% for PSLV.

NIKL is categorized as Energy Equities, while PSLV is Silver. NIKL tracks Nasdaq Sprott Nickel Miners Index - Benchmark TR Gross, while PSLV tracks No Index (Physical Silver). Their fees differ too: 0.75% for NIKL and 0.51% for PSLV.

PSLV currently has the higher Sharpe Ratio (1.76 vs 0.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for NIKL and PSLV

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