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PLG vs. SLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PLG and SLV is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

PLG vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Platinum Group Metals Ltd. (PLG) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PLG:

-0.33

SLV:

0.09

Sortino Ratio

PLG:

0.31

SLV:

0.61

Omega Ratio

PLG:

1.03

SLV:

1.08

Calmar Ratio

PLG:

-0.13

SLV:

0.18

Martin Ratio

PLG:

-0.40

SLV:

0.98

Ulcer Index

PLG:

33.06%

SLV:

8.96%

Daily Std Dev

PLG:

77.62%

SLV:

29.79%

Max Drawdown

PLG:

-99.81%

SLV:

-76.28%

Current Drawdown

PLG:

-99.69%

SLV:

-36.56%

Returns By Period

The year-to-date returns for both investments are quite close, with PLG having a 13.28% return and SLV slightly higher at 13.86%. Over the past 10 years, PLG has underperformed SLV with an annualized return of -28.70%, while SLV has yielded a comparatively higher 6.49% annualized return.


PLG

YTD

13.28%

1M

18.85%

6M

-10.49%

1Y

-25.26%

3Y*

-10.16%

5Y*

-0.68%

10Y*

-28.70%

SLV

YTD

13.86%

1M

-0.70%

6M

9.22%

1Y

2.53%

3Y*

13.77%

5Y*

12.47%

10Y*

6.49%

*Annualized

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Platinum Group Metals Ltd.

iShares Silver Trust

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PLG vs. SLV — Risk-Adjusted Performance Rank

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

PLG
The Risk-Adjusted Performance Rank of PLG is 4141
Overall Rank
The Sharpe Ratio Rank of PLG is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of PLG is 4444
Sortino Ratio Rank
The Omega Ratio Rank of PLG is 4343
Omega Ratio Rank
The Calmar Ratio Rank of PLG is 4242
Calmar Ratio Rank
The Martin Ratio Rank of PLG is 4242
Martin Ratio Rank

SLV
The Risk-Adjusted Performance Rank of SLV is 3030
Overall Rank
The Sharpe Ratio Rank of SLV is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of SLV is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SLV is 3232
Omega Ratio Rank
The Calmar Ratio Rank of SLV is 2727
Calmar Ratio Rank
The Martin Ratio Rank of SLV is 3434
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.

PLG vs. SLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Platinum Group Metals Ltd. (PLG) and iShares Silver Trust (SLV). 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.


The current PLG Sharpe Ratio is -0.33, which is lower than the SLV Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of PLG and SLV, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PLG vs. SLV - Dividend Comparison

Neither PLG nor SLV has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PLG vs. SLV - Drawdown Comparison

The maximum PLG drawdown since its inception was -99.81%, which is greater than SLV's maximum drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for PLG and SLV.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PLG vs. SLV - Volatility Comparison

Platinum Group Metals Ltd. (PLG) has a higher volatility of 19.07% compared to iShares Silver Trust (SLV) at 6.53%. This indicates that PLG's price experiences larger fluctuations and is considered to be riskier than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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