PSLV vs. ^TNX
Compare and contrast key facts about Sprott Physical Silver Trust (PSLV) and Treasury Yield 10 Years (^TNX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSLV or ^TNX.
Key characteristics
| PSLV | ^TNX | |
|---|---|---|
| YTD Return | 30.94% | 11.38% |
| 1Y Return | 37.76% | -7.00% |
| 3Y Return (Ann) | 7.63% | 44.55% |
| 5Y Return (Ann) | 11.41% | 17.42% |
| 10Y Return (Ann) | 5.18% | 6.22% |
| Sharpe Ratio | 1.23 | -0.20 |
| Sortino Ratio | 1.82 | -0.14 |
| Omega Ratio | 1.22 | 0.99 |
| Calmar Ratio | 0.57 | -0.09 |
| Martin Ratio | 5.45 | -0.40 |
| Ulcer Index | 6.99% | 11.87% |
| Daily Std Dev | 30.94% | 23.41% |
| Max Drawdown | -79.38% | -93.78% |
| Current Drawdown | -52.15% | -46.33% |
Correlation
The correlation between PSLV and ^TNX is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
PSLV vs. ^TNX - Performance Comparison
In the year-to-date period, PSLV achieves a 30.94% return, which is significantly higher than ^TNX's 11.38% return. Over the past 10 years, PSLV has underperformed ^TNX with an annualized return of 5.18%, while ^TNX has yielded a comparatively higher 6.22% 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. ^TNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Silver Trust (PSLV) and Treasury Yield 10 Years (^TNX). 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.
Drawdowns
PSLV vs. ^TNX - Drawdown Comparison
The maximum PSLV drawdown since its inception was -79.38%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for PSLV and ^TNX. For additional features, visit the drawdowns tool.
Volatility
PSLV vs. ^TNX - Volatility Comparison
Sprott Physical Silver Trust (PSLV) has a higher volatility of 10.49% compared to Treasury Yield 10 Years (^TNX) at 6.18%. This indicates that PSLV's price experiences larger fluctuations and is considered to be riskier than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.