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

Correlation

The correlation between PSLV and GOLD is 0.17, 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.


-0.50.00.51.0
Correlation: 0.2

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.

-60.00%-40.00%-20.00%0.00%20.00%NovemberDecember2025FebruaryMarchApril
12.45%
-47.82%
PSLV
GOLD

Key characteristics

Sharpe Ratio

PSLV:

0.73

GOLD:

0.60

Sortino Ratio

PSLV:

1.16

GOLD:

1.05

Omega Ratio

PSLV:

1.15

GOLD:

1.13

Calmar Ratio

PSLV:

0.38

GOLD:

0.32

Martin Ratio

PSLV:

2.68

GOLD:

1.66

Ulcer Index

PSLV:

8.44%

GOLD:

12.54%

Daily Std Dev

PSLV:

30.84%

GOLD:

34.76%

Max Drawdown

PSLV:

-79.38%

GOLD:

-88.51%

Current Drawdown

PSLV:

-48.94%

GOLD:

-55.10%

Fundamentals

Market Cap

PSLV:

$5.85B

GOLD:

$34.33B

EPS

PSLV:

$0.23

GOLD:

$1.22

PE Ratio

PSLV:

6.58

GOLD:

15.62

PEG Ratio

PSLV:

0.00

GOLD:

1.50

PS Ratio

PSLV:

7.08

GOLD:

2.66

PB Ratio

PSLV:

1.12

GOLD:

1.35

Total Revenue (TTM)

PSLV:

-$68.60M

GOLD:

$10.17B

Gross Profit (TTM)

PSLV:

-$75.09M

GOLD:

$4.03B

EBITDA (TTM)

PSLV:

$700.86M

GOLD:

$5.71B

Returns By Period

In the year-to-date period, PSLV achieves a 16.99% return, which is significantly lower than GOLD's 25.93% return. Over the past 10 years, PSLV has underperformed GOLD with an annualized return of 5.84%, while GOLD has yielded a comparatively higher 6.22% annualized return.


PSLV

YTD

16.99%

1M

-1.57%

6M

-0.79%

1Y

22.32%

5Y*

14.98%

10Y*

5.84%

GOLD

YTD

25.93%

1M

0.31%

6M

-3.39%

1Y

20.12%

5Y*

-3.87%

10Y*

6.22%

*Annualized

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Risk-Adjusted Performance

PSLV vs. GOLD — 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 7373
Overall Rank
The Sharpe Ratio Rank of PSLV is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of PSLV is 7171
Sortino Ratio Rank
The Omega Ratio Rank of PSLV is 6969
Omega Ratio Rank
The Calmar Ratio Rank of PSLV is 6969
Calmar Ratio Rank
The Martin Ratio Rank of PSLV is 7878
Martin Ratio Rank

GOLD
The Risk-Adjusted Performance Rank of GOLD is 6969
Overall Rank
The Sharpe Ratio Rank of GOLD is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of GOLD is 6868
Sortino Ratio Rank
The Omega Ratio Rank of GOLD is 6565
Omega Ratio Rank
The Calmar Ratio Rank of GOLD is 6767
Calmar Ratio Rank
The Martin Ratio Rank of GOLD is 7171
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. 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.


The chart of Sharpe ratio for PSLV, currently valued at 0.73, compared to the broader market-2.00-1.000.001.002.003.00
PSLV: 0.73
GOLD: 0.60
The chart of Sortino ratio for PSLV, currently valued at 1.16, compared to the broader market-6.00-4.00-2.000.002.004.00
PSLV: 1.16
GOLD: 1.05
The chart of Omega ratio for PSLV, currently valued at 1.15, compared to the broader market0.501.001.502.00
PSLV: 1.15
GOLD: 1.13
The chart of Calmar ratio for PSLV, currently valued at 0.38, compared to the broader market0.001.002.003.004.005.00
PSLV: 0.38
GOLD: 0.32
The chart of Martin ratio for PSLV, currently valued at 2.68, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
PSLV: 2.68
GOLD: 1.66

The current PSLV Sharpe Ratio is 0.73, which is comparable to the GOLD Sharpe Ratio of 0.60. 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 Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.73
0.60
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 2.06%.


TTM20242023202220212020201920182017201620152014
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
2.06%2.58%2.21%3.78%4.11%1.36%0.70%1.40%0.83%0.50%1.90%1.86%

Drawdowns

PSLV vs. GOLD - Drawdown Comparison

The maximum PSLV drawdown since its inception was -79.38%, smaller than the maximum GOLD drawdown of -88.51%. Use the drawdown chart below to compare losses from any high point for PSLV and GOLD. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%NovemberDecember2025FebruaryMarchApril
-48.94%
-55.10%
PSLV
GOLD

Volatility

PSLV vs. GOLD - Volatility Comparison

The current volatility for Sprott Physical Silver Trust (PSLV) is 11.67%, while Barrick Gold Corporation (GOLD) has a volatility of 15.89%. 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%16.00%NovemberDecember2025FebruaryMarchApril
11.67%
15.89%
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