PAAS vs. SI=F
Compare and contrast key facts about Pan American Silver Corp. (PAAS) and Silver (SI=F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PAAS or SI=F.
Key characteristics
| PAAS | SI=F | |
|---|---|---|
| YTD Return | 35.18% | 26.68% |
| 1Y Return | 66.89% | 36.13% |
| 3Y Return (Ann) | -5.74% | 5.26% |
| 5Y Return (Ann) | 5.61% | 10.21% |
| 10Y Return (Ann) | 9.67% | 5.24% |
| Sharpe Ratio | 1.32 | 0.83 |
| Sortino Ratio | 2.04 | 1.30 |
| Omega Ratio | 1.23 | 1.17 |
| Calmar Ratio | 0.93 | 0.45 |
| Martin Ratio | 5.00 | 3.56 |
| Ulcer Index | 12.44% | 6.97% |
| Daily Std Dev | 47.08% | 30.08% |
| Max Drawdown | -85.10% | -91.54% |
| Current Drawdown | -39.87% | -37.38% |
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.
Performance
PAAS vs. SI=F - Performance Comparison
In the year-to-date period, PAAS achieves a 35.18% return, which is significantly higher than SI=F's 26.68% return. Over the past 10 years, PAAS has outperformed SI=F with an annualized return of 9.67%, while SI=F has yielded a comparatively lower 5.24% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
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.
Volatility
PAAS vs. SI=F - Volatility Comparison
Pan American Silver Corp. (PAAS) has a higher volatility of 14.79% compared to Silver (SI=F) at 10.08%. 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.