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

Correlation

The correlation between PSLV and AG is 0.68, 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.


-0.50.00.51.00.7

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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-5.99%
-14.58%
PSLV
AG

Key characteristics

Sharpe Ratio

PSLV:

0.61

AG:

-0.24

Sortino Ratio

PSLV:

1.05

AG:

0.06

Omega Ratio

PSLV:

1.13

AG:

1.01

Calmar Ratio

PSLV:

0.28

AG:

-0.17

Martin Ratio

PSLV:

2.62

AG:

-0.65

Ulcer Index

PSLV:

7.17%

AG:

22.13%

Daily Std Dev

PSLV:

30.79%

AG:

59.84%

Max Drawdown

PSLV:

-79.38%

AG:

-90.20%

Current Drawdown

PSLV:

-55.99%

AG:

-78.50%

Fundamentals

Market Cap

PSLV:

$5.30B

AG:

$1.78B

EPS

PSLV:

$0.23

AG:

-$0.26

PEG Ratio

PSLV:

0.00

AG:

0.00

Total Revenue (TTM)

PSLV:

$622.00M

AG:

$524.81M

Gross Profit (TTM)

PSLV:

$604.69M

AG:

$55.16M

EBITDA (TTM)

PSLV:

$1.16B

AG:

$81.85M

Returns By Period

In the year-to-date period, PSLV achieves a 20.42% return, which is significantly higher than AG's -11.12% return. Over the past 10 years, PSLV has outperformed AG with an annualized return of 4.88%, while AG has yielded a comparatively lower 1.80% annualized return.


PSLV

YTD

20.42%

1M

-7.51%

6M

-5.99%

1Y

18.51%

5Y*

9.17%

10Y*

4.88%

AG

YTD

-11.12%

1M

-18.17%

6M

-14.58%

1Y

-10.39%

5Y*

-11.90%

10Y*

1.80%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for PSLV, currently valued at 0.61, compared to the broader market-4.00-2.000.002.000.61-0.24
The chart of Sortino ratio for PSLV, currently valued at 1.05, compared to the broader market-4.00-2.000.002.004.001.050.06
The chart of Omega ratio for PSLV, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.01
The chart of Calmar ratio for PSLV, currently valued at 0.28, compared to the broader market0.002.004.006.000.28-0.17
The chart of Martin ratio for PSLV, currently valued at 2.62, compared to the broader market0.0010.0020.002.62-0.65
PSLV
AG

The current PSLV Sharpe Ratio is 0.61, which is higher than the AG Sharpe Ratio of -0.24. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.61
-0.24
PSLV
AG

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%.


TTM202320222021
PSLV
Sprott Physical Silver Trust
0.00%0.00%0.00%0.00%
AG
First Majestic Silver Corp.
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. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-55.99%
-78.50%
PSLV
AG

Volatility

PSLV vs. AG - Volatility Comparison

The current volatility for Sprott Physical Silver Trust (PSLV) is 7.26%, while First Majestic Silver Corp. (AG) has a volatility of 15.65%. 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.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.26%
15.65%
PSLV
AG

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


Values in USD except per share items
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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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