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PHYS vs. PSLV.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

PHYS vs. PSLV.TO - Performance Comparison

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

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PHYS vs. PSLV.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PHYS
Sprott Physical Gold Trust
7.33%63.95%26.43%12.98%-1.81%-4.84%23.89%18.14%-5.33%
PSLV.TO
Sprott Physical Silver Trust
3.31%145.62%19.39%-1.85%2.50%-13.71%42.04%17.10%-6.50%
Different Trading Currencies

PHYS is traded in USD, while PSLV.TO is traded in CAD. To make them comparable, the PSLV.TO values have been converted to USD using the latest available exchange rates.

Fundamentals

Market Cap

PHYS:

$16.84B

PSLV.TO:

CA$19.29B

EPS

PHYS:

$12.73

PSLV.TO:

CA$5.19

PE Ratio

PHYS:

2.78

PSLV.TO:

6.55

PEG Ratio

PHYS:

0.03

PSLV.TO:

0.03

PS Ratio

PHYS:

6.95

PSLV.TO:

6.54

PB Ratio

PHYS:

1.05

PSLV.TO:

2.07

Total Revenue (TTM)

PHYS:

$2.38B

PSLV.TO:

CA$2.95B

Gross Profit (TTM)

PHYS:

$4.38B

PSLV.TO:

CA$2.95B

EBITDA (TTM)

PHYS:

$5.95B

PSLV.TO:

CA$2.94B

Returns By Period

In the year-to-date period, PHYS achieves a 7.33% return, which is significantly higher than PSLV.TO's 3.31% return.


PHYS

1D
3.81%
1M
-11.73%
YTD
7.33%
6M
19.65%
1Y
47.30%
3Y*
31.85%
5Y*
21.17%
10Y*
13.41%

PSLV.TO

1D
7.70%
1M
-20.73%
YTD
3.31%
6M
55.96%
1Y
110.38%
3Y*
43.26%
5Y*
22.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PHYS vs. PSLV.TO — Risk / Return Rank

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

PHYS
PHYS Risk / Return Rank: 8484
Overall Rank
PHYS Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PHYS Sortino Ratio Rank: 8080
Sortino Ratio Rank
PHYS Omega Ratio Rank: 8383
Omega Ratio Rank
PHYS Calmar Ratio Rank: 8383
Calmar Ratio Rank
PHYS Martin Ratio Rank: 8888
Martin Ratio Rank

PSLV.TO
PSLV.TO Risk / Return Rank: 8686
Overall Rank
PSLV.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PSLV.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
PSLV.TO Omega Ratio Rank: 8888
Omega Ratio Rank
PSLV.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
PSLV.TO Martin Ratio Rank: 8787
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.

PHYS vs. PSLV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Gold Trust (PHYS) and Sprott Physical Silver Trust (PSLV.TO). 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.


PHYSPSLV.TODifference

Sharpe ratio

Return per unit of total volatility

1.67

1.98

-0.32

Sortino ratio

Return per unit of downside risk

2.05

2.12

-0.07

Omega ratio

Gain probability vs. loss probability

1.31

1.36

-0.05

Calmar ratio

Return relative to maximum drawdown

2.52

2.74

-0.22

Martin ratio

Return relative to average drawdown

9.16

8.80

+0.36

PHYS vs. PSLV.TO - Sharpe Ratio Comparison

The current PHYS Sharpe Ratio is 1.67, which is comparable to the PSLV.TO Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of PHYS and PSLV.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PHYSPSLV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

1.98

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

0.65

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.49

-0.02

Correlation

The correlation between PHYS and PSLV.TO is 0.70, 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.


Dividends

PHYS vs. PSLV.TO - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

PHYS vs. PSLV.TO - Drawdown Comparison

The maximum PHYS drawdown since its inception was -48.16%, which is greater than PSLV.TO's maximum drawdown of -40.70%. Use the drawdown chart below to compare losses from any high point for PHYS and PSLV.TO.


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Drawdown Indicators


PHYSPSLV.TODifference

Max Drawdown

Largest peak-to-trough decline

-48.16%

-41.53%

-6.63%

Max Drawdown (1Y)

Largest decline over 1 year

-19.35%

-39.47%

+20.12%

Max Drawdown (5Y)

Largest decline over 5 years

-21.80%

-39.47%

+17.67%

Max Drawdown (10Y)

Largest decline over 10 years

-23.75%

Current Drawdown

Current decline from peak

-13.41%

-31.06%

+17.65%

Average Drawdown

Average peak-to-trough decline

-21.07%

-15.35%

-5.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.33%

12.69%

-7.36%

Volatility

PHYS vs. PSLV.TO - Volatility Comparison

The current volatility for Sprott Physical Gold Trust (PHYS) is 11.34%, while Sprott Physical Silver Trust (PSLV.TO) has a volatility of 20.45%. This indicates that PHYS experiences smaller price fluctuations and is considered to be less risky than PSLV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHYSPSLV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.34%

20.45%

-9.11%

Volatility (6M)

Calculated over the trailing 6-month period

25.16%

55.64%

-30.48%

Volatility (1Y)

Calculated over the trailing 1-year period

28.55%

55.97%

-27.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.02%

34.43%

-16.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.25%

38.35%

-22.10%

Financials

PHYS vs. PSLV.TO - Financials Comparison

This section allows you to compare key financial metrics between Sprott Physical Gold Trust and Sprott Physical Silver Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-500.00M0.00500.00M1.00B1.50B2.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
115.06M
2.06B
(PHYS) Total Revenue
(PSLV.TO) Total Revenue
Please note, different currencies. PHYS values in USD, PSLV.TO values in CAD