SAMG vs. SI=F
Compare and contrast key facts about Silvercrest Asset Management Group Inc. (SAMG) and Silver (SI=F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAMG or SI=F.
Key characteristics
| SAMG | SI=F | |
|---|---|---|
| YTD Return | 10.26% | 30.53% |
| 1Y Return | 15.02% | 36.91% |
| 3Y Return (Ann) | 7.16% | 7.37% |
| 5Y Return (Ann) | 12.05% | 10.87% |
| 10Y Return (Ann) | 6.02% | 5.84% |
| Sharpe Ratio | 0.40 | 1.20 |
| Sortino Ratio | 0.79 | 1.75 |
| Omega Ratio | 1.10 | 1.24 |
| Calmar Ratio | 0.39 | 0.66 |
| Martin Ratio | 1.44 | 5.27 |
| Ulcer Index | 9.27% | 6.88% |
| Daily Std Dev | 33.67% | 30.04% |
| Max Drawdown | -54.78% | -91.54% |
| Current Drawdown | -14.43% | -35.47% |
Correlation
The correlation between SAMG and SI=F is 0.03, 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
SAMG vs. SI=F - Performance Comparison
In the year-to-date period, SAMG achieves a 10.26% return, which is significantly lower than SI=F's 30.53% return. Both investments have delivered pretty close results over the past 10 years, with SAMG having a 6.02% annualized return and SI=F not far behind at 5.84%. 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
SAMG vs. SI=F - Risk-Adjusted Performance 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.
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. For additional features, visit the drawdowns tool.
Volatility
SAMG vs. SI=F - Volatility Comparison
Silvercrest Asset Management Group Inc. (SAMG) and Silver (SI=F) have volatilities of 9.76% and 9.95%, 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.