PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PLG vs. SLVP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PLG and SLVP is 0.39, 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.


-0.50.00.51.00.4

Performance

PLG vs. SLVP - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
2.56%
11.31%
PLG
SLVP

Key characteristics

Sharpe Ratio

PLG:

0.48

SLVP:

1.84

Sortino Ratio

PLG:

1.27

SLVP:

2.51

Omega Ratio

PLG:

1.14

SLVP:

1.30

Calmar Ratio

PLG:

0.39

SLVP:

1.12

Martin Ratio

PLG:

1.61

SLVP:

6.36

Ulcer Index

PLG:

24.08%

SLVP:

11.26%

Daily Std Dev

PLG:

81.34%

SLVP:

38.90%

Max Drawdown

PLG:

-99.81%

SLVP:

-80.47%

Current Drawdown

PLG:

-99.70%

SLVP:

-37.43%

Returns By Period

In the year-to-date period, PLG achieves a 7.81% return, which is significantly lower than SLVP's 18.54% return. Over the past 10 years, PLG has underperformed SLVP with an annualized return of -30.21%, while SLVP has yielded a comparatively higher 5.22% annualized return.


PLG

YTD

7.81%

1M

6.15%

6M

2.22%

1Y

33.98%

5Y*

-7.54%

10Y*

-30.21%

SLVP

YTD

18.54%

1M

10.06%

6M

11.30%

1Y

64.85%

5Y*

7.42%

10Y*

5.22%

*Annualized

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

PLG vs. SLVP — 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 6262
Overall Rank
The Sharpe Ratio Rank of PLG is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of PLG is 6464
Sortino Ratio Rank
The Omega Ratio Rank of PLG is 5858
Omega Ratio Rank
The Calmar Ratio Rank of PLG is 6262
Calmar Ratio Rank
The Martin Ratio Rank of PLG is 6262
Martin Ratio Rank

SLVP
The Risk-Adjusted Performance Rank of SLVP is 6262
Overall Rank
The Sharpe Ratio Rank of SLVP is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of SLVP is 7272
Sortino Ratio Rank
The Omega Ratio Rank of SLVP is 6666
Omega Ratio Rank
The Calmar Ratio Rank of SLVP is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SLVP is 5656
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. SLVP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Platinum Group Metals Ltd. (PLG) and iShares MSCI Global Silver Miners ETF (SLVP). 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 PLG, currently valued at 0.48, compared to the broader market-2.000.002.004.000.481.84
The chart of Sortino ratio for PLG, currently valued at 1.27, compared to the broader market-6.00-4.00-2.000.002.004.006.001.272.51
The chart of Omega ratio for PLG, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.30
The chart of Calmar ratio for PLG, currently valued at 0.39, compared to the broader market0.002.004.006.000.391.12
The chart of Martin ratio for PLG, currently valued at 1.61, compared to the broader market-10.000.0010.0020.0030.001.616.36
PLG
SLVP

The current PLG Sharpe Ratio is 0.48, which is lower than the SLVP Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of PLG and SLVP, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.48
1.84
PLG
SLVP

Dividends

PLG vs. SLVP - Dividend Comparison

PLG has not paid dividends to shareholders, while SLVP's dividend yield for the trailing twelve months is around 0.88%.


TTM20242023202220212020201920182017201620152014
PLG
Platinum Group Metals Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SLVP
iShares MSCI Global Silver Miners ETF
0.88%1.05%0.87%0.64%1.62%2.39%2.02%1.27%0.85%2.32%0.71%2.03%

Drawdowns

PLG vs. SLVP - Drawdown Comparison

The maximum PLG drawdown since its inception was -99.81%, which is greater than SLVP's maximum drawdown of -80.47%. Use the drawdown chart below to compare losses from any high point for PLG and SLVP. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%SeptemberOctoberNovemberDecember2025February
-99.17%
-37.43%
PLG
SLVP

Volatility

PLG vs. SLVP - Volatility Comparison

Platinum Group Metals Ltd. (PLG) has a higher volatility of 19.95% compared to iShares MSCI Global Silver Miners ETF (SLVP) at 10.40%. This indicates that PLG's price experiences larger fluctuations and is considered to be riskier than SLVP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
19.95%
10.40%
PLG
SLVP
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab