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

Correlation

The correlation between PSLV and SLV 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. SLV - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
12.45%
26.44%
PSLV
SLV

Key characteristics

Sharpe Ratio

PSLV:

0.73

SLV:

0.73

Sortino Ratio

PSLV:

1.16

SLV:

1.18

Omega Ratio

PSLV:

1.15

SLV:

1.15

Calmar Ratio

PSLV:

0.38

SLV:

0.46

Martin Ratio

PSLV:

2.68

SLV:

2.56

Ulcer Index

PSLV:

8.44%

SLV:

8.81%

Daily Std Dev

PSLV:

30.84%

SLV:

30.95%

Max Drawdown

PSLV:

-79.38%

SLV:

-76.28%

Current Drawdown

PSLV:

-48.94%

SLV:

-35.34%

Returns By Period

In the year-to-date period, PSLV achieves a 16.99% return, which is significantly higher than SLV's 16.07% return. Over the past 10 years, PSLV has underperformed SLV with an annualized return of 5.84%, while SLV has yielded a comparatively higher 6.93% annualized return.


PSLV

YTD

16.99%

1M

-1.57%

6M

-0.79%

1Y

22.32%

5Y*

14.98%

10Y*

5.84%

SLV

YTD

16.07%

1M

-0.07%

6M

-0.42%

1Y

22.73%

5Y*

16.61%

10Y*

6.93%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

PSLV vs. SLV — 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

SLV
The Risk-Adjusted Performance Rank of SLV is 6969
Overall Rank
The Sharpe Ratio Rank of SLV is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SLV is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SLV is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SLV is 6161
Calmar Ratio Rank
The Martin Ratio Rank of SLV is 6969
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. SLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Silver Trust (PSLV) and iShares Silver Trust (SLV). 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
SLV: 0.73
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
SLV: 1.18
The chart of Omega ratio for PSLV, currently valued at 1.15, compared to the broader market0.501.001.502.00
PSLV: 1.15
SLV: 1.15
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
SLV: 0.46
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
SLV: 2.56

The current PSLV Sharpe Ratio is 0.73, which is comparable to the SLV Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of PSLV and SLV, 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 Ratio0.501.001.50NovemberDecember2025FebruaryMarchApril
0.73
0.73
PSLV
SLV

Dividends

PSLV vs. SLV - Dividend Comparison

Neither PSLV nor SLV has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PSLV vs. SLV - Drawdown Comparison

The maximum PSLV drawdown since its inception was -79.38%, roughly equal to the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for PSLV and SLV. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%NovemberDecember2025FebruaryMarchApril
-48.94%
-35.34%
PSLV
SLV

Volatility

PSLV vs. SLV - Volatility Comparison

Sprott Physical Silver Trust (PSLV) and iShares Silver Trust (SLV) have volatilities of 11.67% and 11.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.67%
11.62%
PSLV
SLV