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

Performance

PSLV vs. GOLD - Performance Comparison

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

-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-2.23%
0.64%
PSLV
GOLD

Returns By Period

In the year-to-date period, PSLV achieves a 30.20% return, which is significantly higher than GOLD's -0.29% return. Over the past 10 years, PSLV has underperformed GOLD with an annualized return of 4.80%, while GOLD has yielded a comparatively higher 5.16% annualized return.


PSLV

YTD

30.20%

1M

-6.82%

6M

-2.23%

1Y

31.83%

5Y (annualized)

10.98%

10Y (annualized)

4.80%

GOLD

YTD

-0.29%

1M

-15.30%

6M

0.63%

1Y

14.89%

5Y (annualized)

3.97%

10Y (annualized)

5.16%

Fundamentals


PSLVGOLD
Market Cap$5.32B$30.07B
EPS$0.23$0.95
PE Ratio5.0218.11
PEG Ratio0.002.34
Total Revenue (TTM)$271.07M$12.41B
Gross Profit (TTM)$253.77M$4.12B
EBITDA (TTM)$1.16B$5.97B

Key characteristics


PSLVGOLD
Sharpe Ratio0.980.46
Sortino Ratio1.520.84
Omega Ratio1.181.11
Calmar Ratio0.460.23
Martin Ratio4.181.55
Ulcer Index7.27%9.95%
Daily Std Dev30.94%33.92%
Max Drawdown-79.38%-88.52%
Current Drawdown-52.42%-59.57%

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Correlation

-0.50.00.51.00.6

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.

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.


Sharpe ratio
The chart of Sharpe ratio for PSLV, currently valued at 0.98, compared to the broader market-4.00-2.000.002.004.000.980.46
The chart of Sortino ratio for PSLV, currently valued at 1.52, compared to the broader market-4.00-2.000.002.004.001.520.84
The chart of Omega ratio for PSLV, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.11
The chart of Calmar ratio for PSLV, currently valued at 0.46, compared to the broader market0.002.004.006.000.460.23
The chart of Martin ratio for PSLV, currently valued at 4.18, compared to the broader market-10.000.0010.0020.0030.004.181.55
PSLV
GOLD

The current PSLV Sharpe Ratio is 0.98, which is higher than the GOLD Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of PSLV and GOLD, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.98
0.46
PSLV
GOLD

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 2.26%.


TTM20232022202120202019201820172016201520142013
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
2.26%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.


-60.00%-55.00%-50.00%JuneJulyAugustSeptemberOctoberNovember
-52.42%
-59.57%
PSLV
GOLD

Volatility

PSLV vs. GOLD - Volatility Comparison

The current volatility for Sprott Physical Silver Trust (PSLV) is 9.53%, while Barrick Gold Corporation (GOLD) has a volatility of 10.23%. This indicates that PSLV experiences smaller price fluctuations and is considered to be less risky than GOLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
9.53%
10.23%
PSLV
GOLD

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items