SAMG vs. SI=F

Last updated Aug 1, 2026

SAMG (Silvercrest Asset Management Group Inc.) is a stock, while SI=F (Silver Futures) is an asset. Over the past 10 years, SAMG returned 2.98%/yr vs 10.83%/yr for SI=F. Their 0.04 correlation means their historical movements had little consistent relationship.

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 Futures (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 -29.99% return, which is significantly lower than SI=F's -17.62% return. Over the past 10 years, SAMG has underperformed SI=F with an annualized return of 2.98%, while SI=F has yielded a comparatively higher 10.83% annualized return.

SAMG

• 1D: 3.84%
• 1M: -2.37%
• 6M: -27.85%
• YTD: -29.99%
• 1Y: -31.18%
• 3Y*: -16.67%
• 5Y*: -4.06%
• 10Y*: 2.98%
• ALL TIME*: 3.38%

SI=F

• 1D: -1.77%
• 1M: -4.73%
• 6M: -26.20%
• YTD: -17.62%
• 1Y: 57.05%
• 3Y*: 33.64%
• 5Y*: 17.75%
• 10Y*: 10.83%
• ALL TIME*: 9.95%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SAMG Silvercrest Asset Management Group Inc.	$618.38K	$559.56K	$592.45K
SI=F Silver Futures	$174.90K	$95.56K	$68.34K

SAMG vs. SI=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SAMG Silvercrest Asset Management Group Inc.	-29.99%	-13.00%	13.34%	-5.65%	13.58%	28.82%	16.48%	-0.55%	-14.49%	26.39%
SI=F Silver Futures	-17.62%	142.34%	21.33%	-0.04%	2.29%	-11.41%	47.70%	15.52%	-9.54%	7.05%

Correlation

The correlation between SAMG and SI=F is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.07
Correlation (3Y) Balances recent behavior with more history.	0.09
Correlation (5Y) Shows whether the relationship held over a longer period.	0.11
Correlation (10Y) Provides a long-term view across more market conditions.	0.07
Correlation (All Time) Calculated using the full available price history since Jun 27, 2013	0.04

Return for Risk

SAMG vs. SI=F — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SAMG

SAMG Risk / Return Rank: 7
SAMG Sharpe Ratio Rank: 5
SAMG Sortino Ratio Rank: 8
SAMG Omega Ratio Rank: 8
SAMG Calmar Ratio Rank: 10
SAMG Martin Ratio Rank: 2

SI=F

SI=F Risk / Return Rank: 37
SI=F Sharpe Ratio Rank: 29
SI=F Sortino Ratio Rank: 39
SI=F Omega Ratio Rank: 62
SI=F Calmar Ratio Rank: 30
SI=F Martin Ratio Rank: 25

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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 Futures (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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SAMG	SI=F	Difference
Sharpe ratio: Return per unit of total volatility	-0.98	0.89	-1.88
Sortino ratio: Return per unit of downside risk	-1.39	1.40	-2.79
Omega ratio: Gain probability vs. loss probability	0.83	1.22	-0.38
Calmar ratio: Return relative to maximum drawdown	-0.86	1.13	-1.99
Martin ratio: Return relative to average drawdown	-1.75	2.18	-3.93

SAMG vs. SI=F - Sharpe Ratio Comparison

The current SAMG Sharpe Ratio is -0.98, which is lower than the SI=F Sharpe Ratio of 0.89. 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.

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 -75.85%. 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%	-75.85%	+21.07%
Max Drawdown (1Y) Largest decline over 1 year	-38.97%	-51.43%	+12.46%
Max Drawdown (3Y) Largest decline over 3 years	-44.45%	-51.43%	+6.98%
Max Drawdown (5Y) Largest decline over 5 years	-49.13%	-51.43%	+2.30%
Max Drawdown (10Y) Largest decline over 10 years	-54.78%	-51.43%	-3.35%
Current Drawdown Current decline from peak	-46.42%	-49.80%	+3.38%
Average Drawdown Average peak-to-trough decline	-18.65%	-36.22%	+17.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.97%	26.71%	-7.74%

Volatility

SAMG vs. SI=F - Volatility Comparison

Silvercrest Asset Management Group Inc. (SAMG) has a higher volatility of 12.05% compared to Silver Futures (SI=F) at 11.20%. This indicates that SAMG's price experiences larger fluctuations and is considered to be riskier 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	12.05%	11.20%	+0.85%
Volatility (6M) Calculated over the trailing 6-month period	28.01%	55.38%	-27.37%
Volatility (1Y) Calculated over the trailing 1-year period	33.88%	65.35%	-31.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.71%	39.17%	-5.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.28%	34.43%	+6.85%

Frequently Asked Questions

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

SAMG and SI=F have a correlation of 0.07, 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?

SAMG has higher volatility (12.05%) compared to SI=F (11.20%). In terms of maximum drawdown, SAMG dropped -54.78% vs SI=F's -75.85%.

Which has better risk-adjusted returns?

SI=F currently has the higher Sharpe Ratio (0.89 vs -0.98), 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.