PortfoliosLab logo
PSLV vs. AG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PSLV and AG is 0.16, 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

PSLV vs. AG - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

PSLV:

0.40

AG:

-0.26

Sortino Ratio

PSLV:

0.42

AG:

-0.15

Omega Ratio

PSLV:

1.05

AG:

0.98

Calmar Ratio

PSLV:

0.08

AG:

-0.28

Martin Ratio

PSLV:

0.54

AG:

-0.99

Ulcer Index

PSLV:

8.57%

AG:

22.95%

Daily Std Dev

PSLV:

29.84%

AG:

62.11%

Max Drawdown

PSLV:

-79.38%

AG:

-90.20%

Current Drawdown

PSLV:

-49.07%

AG:

-76.72%

Fundamentals

Market Cap

PSLV:

$5.93B

AG:

$2.85B

EPS

PSLV:

$3.04

AG:

-$0.28

PEG Ratio

PSLV:

0.00

AG:

0.00

PS Ratio

PSLV:

3.80

AG:

4.09

PB Ratio

PSLV:

0.95

AG:

1.18

Total Revenue (TTM)

PSLV:

$860.60M

AG:

$701.46M

Gross Profit (TTM)

PSLV:

-$75.09M

AG:

$184.61M

EBITDA (TTM)

PSLV:

$279.91M

AG:

$211.65M

Returns By Period

In the year-to-date period, PSLV achieves a 16.68% return, which is significantly higher than AG's 7.49% return. Over the past 10 years, PSLV has outperformed AG with an annualized return of 5.75%, while AG has yielded a comparatively lower 1.86% annualized return.


PSLV

YTD

16.68%

1M

1.44%

6M

7.24%

1Y

10.94%

3Y*

14.15%

5Y*

12.42%

10Y*

5.75%

AG

YTD

7.49%

1M

-4.77%

6M

-6.48%

1Y

-17.57%

3Y*

-10.29%

5Y*

-8.66%

10Y*

1.86%

*Annualized

Compare stocks, funds, or ETFs

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


Sprott Physical Silver Trust

First Majestic Silver Corp.

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

Risk-Adjusted Performance

PSLV vs. AG — Risk-Adjusted Performance Rank

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

PSLV
The Risk-Adjusted Performance Rank of PSLV is 5656
Overall Rank
The Sharpe Ratio Rank of PSLV is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of PSLV is 4949
Sortino Ratio Rank
The Omega Ratio Rank of PSLV is 4949
Omega Ratio Rank
The Calmar Ratio Rank of PSLV is 5656
Calmar Ratio Rank
The Martin Ratio Rank of PSLV is 5959
Martin Ratio Rank

AG
The Risk-Adjusted Performance Rank of AG is 3333
Overall Rank
The Sharpe Ratio Rank of AG is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of AG is 3333
Sortino Ratio Rank
The Omega Ratio Rank of AG is 3333
Omega Ratio Rank
The Calmar Ratio Rank of AG is 3434
Calmar Ratio Rank
The Martin Ratio Rank of AG is 2828
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.

PSLV vs. AG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Silver Trust (PSLV) and First Majestic Silver Corp. (AG). 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 PSLV Sharpe Ratio is 0.40, which is higher than the AG Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of PSLV and AG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

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

PSLV vs. AG - Dividend Comparison

PSLV has not paid dividends to shareholders, while AG's dividend yield for the trailing twelve months is around 0.33%.


TTM2024202320222021
PSLV
Sprott Physical Silver Trust
0.00%0.00%0.00%0.00%0.00%
AG
First Majestic Silver Corp.
0.33%0.33%0.34%0.31%0.14%

Drawdowns

PSLV vs. AG - Drawdown Comparison

The maximum PSLV drawdown since its inception was -79.38%, smaller than the maximum AG drawdown of -90.20%. Use the drawdown chart below to compare losses from any high point for PSLV and AG.


Loading data...

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

Volatility

PSLV vs. AG - Volatility Comparison

The current volatility for Sprott Physical Silver Trust (PSLV) is 6.82%, while First Majestic Silver Corp. (AG) has a volatility of 18.44%. This indicates that PSLV experiences smaller price fluctuations and is considered to be less risky than AG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

PSLV vs. AG - Financials Comparison

This section allows you to compare key financial metrics between Sprott Physical Silver Trust and First Majestic Silver Corp.. 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


-500.00M0.00500.00M1.00B20212022202320242025
929.19M
245.99M
(PSLV) Total Revenue
(AG) Total Revenue
Values in USD except per share items