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PXJ vs. SILJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PXJ and SILJ is 0.21, 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

PXJ vs. SILJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Oil & Gas Services ETF (PXJ) and ETFMG Prime Junior Silver Miners ETF (SILJ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PXJ:

-0.77

SILJ:

0.25

Sortino Ratio

PXJ:

-0.98

SILJ:

0.62

Omega Ratio

PXJ:

0.87

SILJ:

1.07

Calmar Ratio

PXJ:

-0.33

SILJ:

0.21

Martin Ratio

PXJ:

-1.55

SILJ:

0.61

Ulcer Index

PXJ:

17.94%

SILJ:

15.61%

Daily Std Dev

PXJ:

35.11%

SILJ:

42.88%

Max Drawdown

PXJ:

-94.88%

SILJ:

-79.05%

Current Drawdown

PXJ:

-82.61%

SILJ:

-27.90%

Returns By Period

In the year-to-date period, PXJ achieves a -16.23% return, which is significantly lower than SILJ's 31.52% return. Over the past 10 years, PXJ has underperformed SILJ with an annualized return of -10.66%, while SILJ has yielded a comparatively higher 6.87% annualized return.


PXJ

YTD

-16.23%

1M

3.84%

6M

-21.80%

1Y

-28.08%

3Y*

1.71%

5Y*

15.61%

10Y*

-10.66%

SILJ

YTD

31.52%

1M

10.58%

6M

17.99%

1Y

11.59%

3Y*

8.18%

5Y*

3.85%

10Y*

6.87%

*Annualized

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PXJ vs. SILJ - Expense Ratio Comparison

PXJ has a 0.63% expense ratio, which is lower than SILJ's 0.69% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PXJ vs. SILJ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PXJ
The Risk-Adjusted Performance Rank of PXJ is 22
Overall Rank
The Sharpe Ratio Rank of PXJ is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of PXJ is 11
Sortino Ratio Rank
The Omega Ratio Rank of PXJ is 11
Omega Ratio Rank
The Calmar Ratio Rank of PXJ is 44
Calmar Ratio Rank
The Martin Ratio Rank of PXJ is 11
Martin Ratio Rank

SILJ
The Risk-Adjusted Performance Rank of SILJ is 2828
Overall Rank
The Sharpe Ratio Rank of SILJ is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of SILJ is 3333
Sortino Ratio Rank
The Omega Ratio Rank of SILJ is 3030
Omega Ratio Rank
The Calmar Ratio Rank of SILJ is 2727
Calmar Ratio Rank
The Martin Ratio Rank of SILJ is 2525
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.

PXJ vs. SILJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Oil & Gas Services ETF (PXJ) and ETFMG Prime Junior Silver Miners ETF (SILJ). 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 PXJ Sharpe Ratio is -0.77, which is lower than the SILJ Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of PXJ and SILJ, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PXJ vs. SILJ - Dividend Comparison

PXJ's dividend yield for the trailing twelve months is around 4.09%, less than SILJ's 5.52% yield.


TTM20242023202220212020201920182017201620152014
PXJ
Invesco Dynamic Oil & Gas Services ETF
4.09%3.33%2.00%0.66%2.38%4.73%0.39%1.02%2.76%1.19%2.36%1.12%
SILJ
ETFMG Prime Junior Silver Miners ETF
5.52%7.26%0.01%0.06%0.36%1.23%1.45%1.65%0.00%0.52%2.45%0.00%

Drawdowns

PXJ vs. SILJ - Drawdown Comparison

The maximum PXJ drawdown since its inception was -94.88%, which is greater than SILJ's maximum drawdown of -79.05%. Use the drawdown chart below to compare losses from any high point for PXJ and SILJ.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PXJ vs. SILJ - Volatility Comparison

The current volatility for Invesco Dynamic Oil & Gas Services ETF (PXJ) is 7.14%, while ETFMG Prime Junior Silver Miners ETF (SILJ) has a volatility of 11.73%. This indicates that PXJ experiences smaller price fluctuations and is considered to be less risky than SILJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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