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

Correlation

The correlation between PSLV and SLV is 0.16, 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.


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.

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Key characteristics

Sharpe Ratio

PSLV:

0.39

SLV:

0.39

Sortino Ratio

PSLV:

0.79

SLV:

0.81

Omega Ratio

PSLV:

1.10

SLV:

1.10

Calmar Ratio

PSLV:

0.23

SLV:

0.28

Martin Ratio

PSLV:

1.54

SLV:

1.51

Ulcer Index

PSLV:

8.57%

SLV:

8.94%

Daily Std Dev

PSLV:

30.70%

SLV:

30.80%

Max Drawdown

PSLV:

-79.38%

SLV:

-76.28%

Current Drawdown

PSLV:

-51.20%

SLV:

-38.11%

Returns By Period

In the year-to-date period, PSLV achieves a 11.81% return, which is significantly higher than SLV's 11.09% return. Over the past 10 years, PSLV has underperformed SLV with an annualized return of 4.85%, while SLV has yielded a comparatively higher 5.75% annualized return.


PSLV

YTD

11.81%

1M

-1.01%

6M

5.89%

1Y

11.81%

5Y*

12.10%

10Y*

4.85%

SLV

YTD

11.09%

1M

-0.44%

6M

5.94%

1Y

11.94%

5Y*

13.59%

10Y*

5.75%

*Annualized

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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 6363
Overall Rank
The Sharpe Ratio Rank of PSLV is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of PSLV is 5959
Sortino Ratio Rank
The Omega Ratio Rank of PSLV is 5757
Omega Ratio Rank
The Calmar Ratio Rank of PSLV is 6262
Calmar Ratio Rank
The Martin Ratio Rank of PSLV is 6969
Martin Ratio Rank

SLV
The Risk-Adjusted Performance Rank of SLV is 4141
Overall Rank
The Sharpe Ratio Rank of SLV is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of SLV is 4747
Sortino Ratio Rank
The Omega Ratio Rank of SLV is 4242
Omega Ratio Rank
The Calmar Ratio Rank of SLV is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SLV is 4444
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 current PSLV Sharpe Ratio is 0.39, which is comparable to the SLV Sharpe Ratio of 0.39. 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.


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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.


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Volatility

PSLV vs. SLV - Volatility Comparison

Sprott Physical Silver Trust (PSLV) and iShares Silver Trust (SLV) have volatilities of 7.02% and 6.80%, 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.


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