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RGLD vs. SI=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between RGLD and SI=F is 0.05, 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: 0.1

Performance

RGLD vs. SI=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royal Gold, Inc. (RGLD) and Silver (SI=F). The values are adjusted to include any dividend payments, if applicable.

0.00%5,000.00%10,000.00%15,000.00%NovemberDecember2025FebruaryMarchApril
17,047.92%
560.60%
RGLD
SI=F

Key characteristics

Sharpe Ratio

RGLD:

1.88

SI=F:

0.38

Sortino Ratio

RGLD:

2.38

SI=F:

0.70

Omega Ratio

RGLD:

1.33

SI=F:

1.10

Calmar Ratio

RGLD:

3.20

SI=F:

0.27

Martin Ratio

RGLD:

8.97

SI=F:

1.44

Ulcer Index

RGLD:

5.61%

SI=F:

8.30%

Daily Std Dev

RGLD:

26.82%

SI=F:

31.73%

Max Drawdown

RGLD:

-96.43%

SI=F:

-91.54%

Current Drawdown

RGLD:

-4.07%

SI=F:

-32.08%

Returns By Period

In the year-to-date period, RGLD achieves a 36.48% return, which is significantly higher than SI=F's 12.89% return. Over the past 10 years, RGLD has outperformed SI=F with an annualized return of 12.06%, while SI=F has yielded a comparatively lower 5.76% annualized return.


RGLD

YTD

36.48%

1M

11.19%

6M

19.70%

1Y

45.31%

5Y*

8.52%

10Y*

12.06%

SI=F

YTD

12.89%

1M

-5.43%

6M

-1.76%

1Y

21.18%

5Y*

13.78%

10Y*

5.76%

*Annualized

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Risk-Adjusted Performance

RGLD vs. SI=F — Risk-Adjusted Performance Rank

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

RGLD
The Risk-Adjusted Performance Rank of RGLD is 9393
Overall Rank
The Sharpe Ratio Rank of RGLD is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of RGLD is 9090
Sortino Ratio Rank
The Omega Ratio Rank of RGLD is 9090
Omega Ratio Rank
The Calmar Ratio Rank of RGLD is 9797
Calmar Ratio Rank
The Martin Ratio Rank of RGLD is 9494
Martin Ratio Rank

SI=F
The Risk-Adjusted Performance Rank of SI=F is 7878
Overall Rank
The Sharpe Ratio Rank of SI=F is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of SI=F is 7979
Sortino Ratio Rank
The Omega Ratio Rank of SI=F is 7979
Omega Ratio Rank
The Calmar Ratio Rank of SI=F is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SI=F is 7878
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.

RGLD vs. SI=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Royal Gold, Inc. (RGLD) and Silver (SI=F). 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 RGLD, currently valued at 1.67, compared to the broader market-2.00-1.000.001.002.003.00
RGLD: 1.67
SI=F: 0.38
The chart of Sortino ratio for RGLD, currently valued at 2.18, compared to the broader market-6.00-4.00-2.000.002.004.00
RGLD: 2.18
SI=F: 0.70
The chart of Omega ratio for RGLD, currently valued at 1.32, compared to the broader market0.501.001.502.00
RGLD: 1.32
SI=F: 1.10
The chart of Calmar ratio for RGLD, currently valued at 2.81, compared to the broader market0.001.002.003.004.005.00
RGLD: 2.81
SI=F: 0.27
The chart of Martin ratio for RGLD, currently valued at 7.45, compared to the broader market-5.000.005.0010.0015.0020.00
RGLD: 7.45
SI=F: 1.44

The current RGLD Sharpe Ratio is 1.88, which is higher than the SI=F Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of RGLD and SI=F, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.67
0.38
RGLD
SI=F

Drawdowns

RGLD vs. SI=F - Drawdown Comparison

The maximum RGLD drawdown since its inception was -96.43%, which is greater than SI=F's maximum drawdown of -91.54%. Use the drawdown chart below to compare losses from any high point for RGLD and SI=F. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.07%
-32.08%
RGLD
SI=F

Volatility

RGLD vs. SI=F - Volatility Comparison

The current volatility for Royal Gold, Inc. (RGLD) is 12.22%, while Silver (SI=F) has a volatility of 14.55%. This indicates that RGLD experiences smaller price fluctuations and is considered to be less risky than SI=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.22%
14.55%
RGLD
SI=F