PSLV vs. GOLD
Compare and contrast key facts about Sprott Physical Silver Trust (PSLV) and Barrick Gold Corporation (GOLD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSLV or GOLD.
Key characteristics
| PSLV | GOLD | |
|---|---|---|
| YTD Return | 28.59% | -4.23% |
| 1Y Return | 37.07% | 15.16% |
| 3Y Return (Ann) | 5.68% | -3.55% |
| 5Y Return (Ann) | 10.77% | 3.11% |
| 10Y Return (Ann) | 4.77% | 5.21% |
| Sharpe Ratio | 1.21 | 0.43 |
| Sortino Ratio | 1.79 | 0.81 |
| Omega Ratio | 1.22 | 1.10 |
| Calmar Ratio | 0.56 | 0.21 |
| Martin Ratio | 5.30 | 1.51 |
| Ulcer Index | 7.06% | 9.56% |
| Daily Std Dev | 30.97% | 33.87% |
| Max Drawdown | -79.38% | -88.52% |
| Current Drawdown | -53.01% | -61.17% |
Fundamentals
| PSLV | GOLD | |
|---|---|---|
| Market Cap | $5.32B | $30.44B |
| EPS | $0.23 | $0.90 |
| PE Ratio | 5.02 | 18.91 |
| PEG Ratio | 0.00 | 2.34 |
| Total Revenue (TTM) | $271.07M | $9.04B |
| Gross Profit (TTM) | $253.77M | $2.92B |
| EBITDA (TTM) | $1.16B | $2.63B |
Correlation
The correlation between PSLV and GOLD is 0.64, 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.
Performance
PSLV vs. GOLD - Performance Comparison
In the year-to-date period, PSLV achieves a 28.59% return, which is significantly higher than GOLD's -4.23% return. Over the past 10 years, PSLV has underperformed GOLD with an annualized return of 4.77%, while GOLD has yielded a comparatively higher 5.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PSLV vs. GOLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Silver Trust (PSLV) and Barrick Gold Corporation (GOLD). 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.
Dividends
PSLV vs. GOLD - Dividend Comparison
PSLV has not paid dividends to shareholders, while GOLD's dividend yield for the trailing twelve months is around 2.35%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSLV Sprott Physical Silver Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOLD Barrick Gold Corporation | 2.35% | 2.21% | 3.78% | 4.11% | 1.36% | 0.70% | 1.40% | 0.83% | 0.50% | 1.89% | 1.86% | 2.83% |
Drawdowns
PSLV vs. GOLD - Drawdown Comparison
The maximum PSLV drawdown since its inception was -79.38%, smaller than the maximum GOLD drawdown of -88.52%. Use the drawdown chart below to compare losses from any high point for PSLV and GOLD. For additional features, visit the drawdowns tool.
Volatility
PSLV vs. GOLD - Volatility Comparison
Sprott Physical Silver Trust (PSLV) has a higher volatility of 10.52% compared to Barrick Gold Corporation (GOLD) at 9.85%. This indicates that PSLV's price experiences larger fluctuations and is considered to be riskier than GOLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
PSLV vs. GOLD - Financials Comparison
This section allows you to compare key financial metrics between Sprott Physical Silver Trust and Barrick Gold Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities