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PHYS.TO vs. SIVR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PHYS.TO and SIVR is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

PHYS.TO vs. SIVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Physical Gold Trust (PHYS.TO) and Aberdeen Standard Physical Silver Shares ETF (SIVR). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
86.02%
67.84%
PHYS.TO
SIVR

Key characteristics

Sharpe Ratio

PHYS.TO:

2.73

SIVR:

0.72

Sortino Ratio

PHYS.TO:

3.39

SIVR:

1.19

Omega Ratio

PHYS.TO:

1.48

SIVR:

1.14

Calmar Ratio

PHYS.TO:

4.58

SIVR:

0.40

Martin Ratio

PHYS.TO:

14.40

SIVR:

2.99

Ulcer Index

PHYS.TO:

2.64%

SIVR:

7.45%

Daily Std Dev

PHYS.TO:

13.93%

SIVR:

31.04%

Max Drawdown

PHYS.TO:

-27.08%

SIVR:

-75.85%

Current Drawdown

PHYS.TO:

-3.62%

SIVR:

-41.54%

Returns By Period

In the year-to-date period, PHYS.TO achieves a 37.65% return, which is significantly higher than SIVR's 23.76% return.


PHYS.TO

YTD

37.65%

1M

1.65%

6M

17.48%

1Y

38.04%

5Y*

13.33%

10Y*

N/A

SIVR

YTD

23.76%

1M

-4.15%

6M

-0.18%

1Y

21.89%

5Y*

10.80%

10Y*

6.18%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PHYS.TO vs. SIVR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Gold Trust (PHYS.TO) and Aberdeen Standard Physical Silver Shares ETF (SIVR). 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 PHYS.TO, currently valued at 1.70, compared to the broader market-4.00-2.000.002.001.700.73
The chart of Sortino ratio for PHYS.TO, currently valued at 2.19, compared to the broader market-4.00-2.000.002.004.002.191.21
The chart of Omega ratio for PHYS.TO, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.15
The chart of Calmar ratio for PHYS.TO, currently valued at 2.81, compared to the broader market0.002.004.006.002.810.91
The chart of Martin ratio for PHYS.TO, currently valued at 8.71, compared to the broader market-5.000.005.0010.0015.0020.0025.008.713.11
PHYS.TO
SIVR

The current PHYS.TO Sharpe Ratio is 2.73, which is higher than the SIVR Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of PHYS.TO and SIVR, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.70
0.73
PHYS.TO
SIVR

Dividends

PHYS.TO vs. SIVR - Dividend Comparison

Neither PHYS.TO nor SIVR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PHYS.TO vs. SIVR - Drawdown Comparison

The maximum PHYS.TO drawdown since its inception was -27.08%, smaller than the maximum SIVR drawdown of -75.85%. Use the drawdown chart below to compare losses from any high point for PHYS.TO and SIVR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.78%
-15.20%
PHYS.TO
SIVR

Volatility

PHYS.TO vs. SIVR - Volatility Comparison

The current volatility for Sprott Physical Gold Trust (PHYS.TO) is 5.44%, while Aberdeen Standard Physical Silver Shares ETF (SIVR) has a volatility of 7.50%. This indicates that PHYS.TO experiences smaller price fluctuations and is considered to be less risky than SIVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.44%
7.50%
PHYS.TO
SIVR
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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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