PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SBOW vs. SI=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Key characteristics


SBOWSI=F

Correlation

-0.50.00.51.00.1

The correlation between SBOW 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.

Performance

SBOW vs. SI=F - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
9.03%
17.26%
SBOW
SI=F

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for SilverBow Resources, Inc. (SBOW) 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.


SBOW
Sharpe ratio
The chart of Sharpe ratio for SBOW, currently valued at 0.48, compared to the broader market-4.00-2.000.002.000.48
Sortino ratio
The chart of Sortino ratio for SBOW, currently valued at 0.91, compared to the broader market-4.00-2.000.002.004.000.91
Omega ratio
The chart of Omega ratio for SBOW, currently valued at 1.14, compared to the broader market0.501.001.501.14
Calmar ratio
The chart of Calmar ratio for SBOW, currently valued at 0.34, compared to the broader market0.002.004.006.000.34
Martin ratio
The chart of Martin ratio for SBOW, currently valued at 1.62, compared to the broader market-10.000.0010.0020.0030.001.62
SI=F
Sharpe ratio
The chart of Sharpe ratio for SI=F, currently valued at 1.48, compared to the broader market-4.00-2.000.002.001.48
Sortino ratio
The chart of Sortino ratio for SI=F, currently valued at 2.06, compared to the broader market-4.00-2.000.002.004.002.06
Omega ratio
The chart of Omega ratio for SI=F, currently valued at 1.28, compared to the broader market0.501.001.501.28
Calmar ratio
The chart of Calmar ratio for SI=F, currently valued at 1.76, compared to the broader market0.002.004.006.001.76
Martin ratio
The chart of Martin ratio for SI=F, currently valued at 5.06, compared to the broader market-10.000.0010.0020.0030.005.06

SBOW vs. SI=F - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.50MayJuneJulyAugustSeptemberOctober
0.48
1.48
SBOW
SI=F

Drawdowns

SBOW vs. SI=F - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptemberOctober
-22.44%
-0.24%
SBOW
SI=F

Volatility

SBOW vs. SI=F - Volatility Comparison

The current volatility for SilverBow Resources, Inc. (SBOW) is 0.00%, while Silver (SI=F) has a volatility of 8.76%. This indicates that SBOW 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.


0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober0
8.76%
SBOW
SI=F