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PAAS vs. SI=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between PAAS and SI=F is 0.50, 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.


-0.50.00.51.00.5

Performance

PAAS vs. SI=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pan American Silver Corp. (PAAS) and Silver (SI=F). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-8.24%
1.20%
PAAS
SI=F

Key characteristics

Sharpe Ratio

PAAS:

1.02

SI=F:

1.13

Sortino Ratio

PAAS:

1.69

SI=F:

1.61

Omega Ratio

PAAS:

1.19

SI=F:

1.22

Calmar Ratio

PAAS:

0.73

SI=F:

0.64

Martin Ratio

PAAS:

4.03

SI=F:

4.23

Ulcer Index

PAAS:

12.03%

SI=F:

8.21%

Daily Std Dev

PAAS:

47.34%

SI=F:

29.93%

Max Drawdown

PAAS:

-85.10%

SI=F:

-91.54%

Current Drawdown

PAAS:

-40.34%

SI=F:

-37.24%

Returns By Period

In the year-to-date period, PAAS achieves a 5.93% return, which is significantly higher than SI=F's 5.39% return. Over the past 10 years, PAAS has outperformed SI=F with an annualized return of 8.55%, while SI=F has yielded a comparatively lower 4.54% annualized return.


PAAS

YTD

5.93%

1M

-3.56%

6M

-10.56%

1Y

41.40%

5Y*

1.63%

10Y*

8.55%

SI=F

YTD

5.39%

1M

-0.51%

6M

-2.23%

1Y

30.74%

5Y*

9.24%

10Y*

4.54%

*Annualized

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Risk-Adjusted Performance

PAAS vs. SI=F — Risk-Adjusted Performance Rank

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

PAAS
The Risk-Adjusted Performance Rank of PAAS is 7777
Overall Rank
The Sharpe Ratio Rank of PAAS is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of PAAS is 7878
Sortino Ratio Rank
The Omega Ratio Rank of PAAS is 7373
Omega Ratio Rank
The Calmar Ratio Rank of PAAS is 7676
Calmar Ratio Rank
The Martin Ratio Rank of PAAS is 7979
Martin Ratio Rank

SI=F
The Risk-Adjusted Performance Rank of SI=F is 6767
Overall Rank
The Sharpe Ratio Rank of SI=F is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SI=F is 7272
Sortino Ratio Rank
The Omega Ratio Rank of SI=F is 7272
Omega Ratio Rank
The Calmar Ratio Rank of SI=F is 5454
Calmar Ratio Rank
The Martin Ratio Rank of SI=F is 6767
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.

PAAS vs. SI=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pan American Silver Corp. (PAAS) and Silver (SI=F). 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 PAAS, currently valued at 1.46, compared to the broader market-2.000.002.001.461.13
The chart of Sortino ratio for PAAS, currently valued at 2.18, compared to the broader market-4.00-2.000.002.004.002.181.61
The chart of Omega ratio for PAAS, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.22
The chart of Calmar ratio for PAAS, currently valued at 1.00, compared to the broader market0.002.004.006.001.000.64
The chart of Martin ratio for PAAS, currently valued at 6.08, compared to the broader market0.0010.0020.006.084.23
PAAS
SI=F

The current PAAS Sharpe Ratio is 1.02, which is comparable to the SI=F Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of PAAS and SI=F, 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 Ratio0.400.600.801.001.201.401.601.80AugustSeptemberOctoberNovemberDecember2025
1.46
1.13
PAAS
SI=F

Drawdowns

PAAS vs. SI=F - Drawdown Comparison

The maximum PAAS drawdown since its inception was -85.10%, smaller than the maximum SI=F drawdown of -91.54%. Use the drawdown chart below to compare losses from any high point for PAAS and SI=F. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%AugustSeptemberOctoberNovemberDecember2025
-40.34%
-37.24%
PAAS
SI=F

Volatility

PAAS vs. SI=F - Volatility Comparison

Pan American Silver Corp. (PAAS) has a higher volatility of 11.36% compared to Silver (SI=F) at 7.48%. This indicates that PAAS's price experiences larger fluctuations and is considered to be riskier than SI=F 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%AugustSeptemberOctoberNovemberDecember2025
11.36%
7.48%
PAAS
SI=F
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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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