SAMG vs. SI=F

Last updated Jun 3, 2026

SAMG (Silvercrest Asset Management Group Inc.) is a stock, while SI=F (Silver) is an asset. Over the past 10 years, SAMG returned 4.19%/yr vs 16.75%/yr for SI=F. At a 0.04 correlation, their price movements are largely independent.

Performance

SAMG vs. SI=F - Performance Comparison

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

Returns By Period

In the year-to-date period, SAMG achieves a -22.64% return, which is significantly lower than SI=F's 9.06% return. Over the past 10 years, SAMG has underperformed SI=F with an annualized return of 4.19%, while SI=F has yielded a comparatively higher 16.75% annualized return.

SAMG

• 1D: -0.17%
• 1M: -11.54%
• YTD: -22.64%
• 6M: -17.73%
• 1Y: -15.01%
• 3Y*: -13.32%
• 5Y*: -3.55%
• 10Y*: 4.19%

SI=F

• 1D: 2.32%
• 1M: 0.74%
• YTD: 9.06%
• 6M: 31.17%
• 1Y: 121.94%
• 3Y*: 47.79%
• 5Y*: 22.87%
• 10Y*: 16.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SAMG vs. SI=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SAMG Silvercrest Asset Management Group Inc.	-22.64%	-13.00%	13.34%	-5.65%	13.58%	28.82%	16.48%	-0.55%	-14.49%	26.39%
SI=F Silver	9.06%	141.44%	21.41%	0.19%	2.95%	-11.59%	47.38%	15.32%	-9.36%	7.23%

Correlation

The correlation between SAMG and SI=F is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.00
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.11
Correlation (10Y) Calculated over the trailing 10-year period	0.06
Correlation (All Time) Calculated using the full available price history since Jun 28, 2013	0.04

The correlation between SAMG and SI=F shifts across timeframes, from 0.00 (1 year) to 0.10 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

SAMG vs. SI=F — Risk / Return Rank

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

SAMG

SAMG Risk / Return Rank: 17
SAMG Sharpe Ratio Rank: 17
SAMG Sortino Ratio Rank: 17
SAMG Omega Ratio Rank: 18
SAMG Calmar Ratio Rank: 23
SAMG Martin Ratio Rank: 12

SI=F

SI=F Risk / Return Rank: 70
SI=F Sharpe Ratio Rank: 67
SI=F Sortino Ratio Rank: 67
SI=F Omega Ratio Rank: 70
SI=F Calmar Ratio Rank: 81
SI=F Martin Ratio Rank: 67

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SAMG vs. SI=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Silvercrest Asset Management Group Inc. (SAMG) 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.

	SAMG	SI=F	Difference
Sharpe ratio Return per unit of total volatility	-0.55	1.58	-2.13
Sortino ratio Return per unit of downside risk	-0.62	1.95	-2.58
Omega ratio Gain probability vs. loss probability	0.93	1.33	-0.40
Calmar ratio Return relative to maximum drawdown	-0.50	2.52	-3.03
Martin ratio Return relative to average drawdown	-1.23	4.99	-6.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SAMG vs. SI=F - Sharpe Ratio Comparison

The current SAMG Sharpe Ratio is -0.55, which is lower than the SI=F Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of SAMG and SI=F, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SAMG	SI=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.55	1.58	-2.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.11	0.56	-0.67
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.10	0.47	-0.37
Sharpe Ratio (All Time) Calculated using the full available price history	0.10	0.22	-0.12

Drawdowns

SAMG vs. SI=F - Drawdown Comparison

The maximum SAMG drawdown since its inception was -54.78%, smaller than the maximum SI=F drawdown of -91.54%. Use the drawdown chart below to compare losses from any high point for SAMG and SI=F.

Drawdown Indicators

	SAMG	SI=F	Difference
Max Drawdown Largest peak-to-trough decline	-54.78%	-91.54%	+36.76%
Max Drawdown (1Y) Largest decline over 1 year	-31.49%	-41.21%	+9.72%
Max Drawdown (3Y) Largest decline over 3 years	-42.90%	-41.21%	-1.69%
Max Drawdown (5Y) Largest decline over 5 years	-42.90%	-41.21%	-1.69%
Max Drawdown (10Y) Largest decline over 10 years	-54.78%	-43.13%	-11.65%
Current Drawdown Current decline from peak	-40.80%	-33.13%	-7.67%
Average Drawdown Average peak-to-trough decline	-18.32%	-61.04%	+42.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.80%	20.83%	-8.03%

Volatility

SAMG vs. SI=F - Volatility Comparison

The current volatility for Silvercrest Asset Management Group Inc. (SAMG) is 10.40%, while Silver (SI=F) has a volatility of 14.83%. This indicates that SAMG 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.

Volatility by Period

	SAMG	SI=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.40%	14.83%	-4.43%
Volatility (6M) Calculated over the trailing 6-month period	20.78%	60.91%	-40.13%
Volatility (1Y) Calculated over the trailing 1-year period	27.22%	60.09%	-32.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.27%	37.97%	-4.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.80%	33.59%	+7.21%

Frequently Asked Questions

Can I hold both SAMG and SI=F in my portfolio?

SAMG and SI=F have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SAMG or SI=F?

SI=F has higher volatility (14.83%) compared to SAMG (10.40%). In terms of maximum drawdown, SAMG dropped -54.78% vs SI=F's -91.54%.

Which has better risk-adjusted returns?

SI=F currently has the higher Sharpe Ratio (1.58 vs -0.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.