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PHSP.L vs. SPM.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PHSP.L vs. SPM.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Physical Silver (PHSP.L) and Saipem SpA (SPM.MI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PHSP.L is traded in GBp, while SPM.MI is traded in EUR. To make them comparable, the SPM.MI values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PHSP.L achieves a -3.61% return, which is significantly lower than SPM.MI's 83.74% return. Over the past 10 years, PHSP.L has outperformed SPM.MI with an annualized return of 15.07%, while SPM.MI has yielded a comparatively lower -5.02% annualized return.


PHSP.L

1D
-0.11%
1M
-12.62%
YTD
-3.61%
6M
17.65%
1Y
92.07%
3Y*
37.69%
5Y*
20.50%
10Y*
15.07%

SPM.MI

1D
0.54%
1M
4.45%
YTD
83.74%
6M
80.34%
1Y
98.90%
3Y*
56.93%
5Y*
-2.86%
10Y*
-5.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHSP.L vs. SPM.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHSP.L
WisdomTree Physical Silver
-3.61%129.68%22.85%-6.51%15.50%-12.11%40.85%12.57%-3.55%-5.67%
SPM.MI
Saipem SpA
83.74%9.99%63.24%27.77%-74.33%-22.17%-46.29%26.47%-13.00%-25.83%

Correlation

The correlation between PHSP.L and SPM.MI is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2008

0.15

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Return for Risk

PHSP.L vs. SPM.MI — Risk / Return Rank

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

PHSP.L
PHSP.L Risk / Return Rank: 5050
Overall Rank
PHSP.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
PHSP.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
PHSP.L Omega Ratio Rank: 5757
Omega Ratio Rank
PHSP.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
PHSP.L Martin Ratio Rank: 3636
Martin Ratio Rank

SPM.MI
SPM.MI Risk / Return Rank: 9393
Overall Rank
SPM.MI Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SPM.MI Sortino Ratio Rank: 9292
Sortino Ratio Rank
SPM.MI Omega Ratio Rank: 9191
Omega Ratio Rank
SPM.MI Calmar Ratio Rank: 9494
Calmar Ratio Rank
SPM.MI Martin Ratio Rank: 9393
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.

PHSP.L vs. SPM.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Silver (PHSP.L) and Saipem SpA (SPM.MI). 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.


PHSP.LSPM.MIDifference
Sharpe ratioReturn per unit of total volatility

-1.52

Sortino ratioReturn per unit of downside risk

-1.61

Omega ratioGain probability vs. loss probability

1.32

1.47

-0.15

Calmar ratioReturn relative to maximum drawdown

2.36

7.34

-4.97

Martin ratioReturn relative to average drawdown

5.08

18.00

-12.92

PHSP.L vs. SPM.MI - Sharpe Ratio Comparison

The current PHSP.L Sharpe Ratio is 1.69, which is lower than the SPM.MI Sharpe Ratio of 3.21. The chart below compares the historical Sharpe Ratios of PHSP.L and SPM.MI, 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


PHSP.LSPM.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

3.21

-1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

-0.04

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

-0.09

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

-0.23

+0.35

Drawdowns

PHSP.L vs. SPM.MI - Drawdown Comparison

The maximum PHSP.L drawdown since its inception was -70.04%, smaller than the maximum SPM.MI drawdown of -99.49%. Use the drawdown chart below to compare losses from any high point for PHSP.L and SPM.MI.


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Drawdown Indicators


PHSP.LSPM.MIDifference

Max Drawdown

Largest peak-to-trough decline

-70.04%

-99.49%

+29.45%

Max Drawdown (1Y)

Largest decline over 1 year

-38.75%

-13.74%

-25.01%

Max Drawdown (3Y)

Largest decline over 3 years

-38.75%

-39.92%

+1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-38.75%

-89.45%

+50.70%

Max Drawdown (10Y)

Largest decline over 10 years

-38.75%

-95.78%

+57.03%

Current Drawdown

Current decline from peak

-37.95%

-95.82%

+57.87%

Average Drawdown

Average peak-to-trough decline

-44.04%

-67.21%

+23.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.05%

5.60%

+12.45%

Volatility

PHSP.L vs. SPM.MI - Volatility Comparison

WisdomTree Physical Silver (PHSP.L) has a higher volatility of 15.86% compared to Saipem SpA (SPM.MI) at 11.04%. This indicates that PHSP.L's price experiences larger fluctuations and is considered to be riskier than SPM.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHSP.LSPM.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.86%

11.04%

+4.82%

Volatility (6M)

Calculated over the trailing 6-month period

51.58%

24.77%

+26.81%

Volatility (1Y)

Calculated over the trailing 1-year period

54.42%

31.50%

+22.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.13%

69.72%

-33.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.02%

57.43%

-26.41%

Dividends

PHSP.L vs. SPM.MI - Dividend Comparison

PHSP.L has not paid dividends to shareholders, while SPM.MI's dividend yield for the trailing twelve months is around 3.93%.


PositionTTM202520242023202220212020
PHSP.L
WisdomTree Physical Silver
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPM.MI
Saipem SpA
3.93%7.01%0.00%0.00%0.00%0.00%0.46%

Frequently Asked Questions


PHSP.L and SPM.MI have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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