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

Correlation

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.


-0.50.00.51.00.1

Performance

SBOW vs. SI=F - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-3.10%
-2.57%
SBOW
SI=F

Key characteristics

Returns By Period


SBOW

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SI=F

YTD

24.81%

1M

-3.78%

6M

1.63%

1Y

23.29%

5Y*

9.64%

10Y*

5.24%

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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.


Sharpe ratio
The chart of Sharpe ratio for SBOW, currently valued at 1.52, compared to the broader market-4.00-2.000.002.001.521.07
The chart of Sortino ratio for SBOW, currently valued at 2.44, compared to the broader market-4.00-2.000.002.004.002.441.56
The chart of Omega ratio for SBOW, currently valued at 1.44, compared to the broader market0.501.001.502.001.441.21
The chart of Calmar ratio for SBOW, currently valued at 0.93, compared to the broader market0.002.004.006.000.931.30
The chart of Martin ratio for SBOW, currently valued at 7.49, compared to the broader market0.0010.0020.007.494.45
SBOW
SI=F


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.52
1.07
SBOW
SI=F

Drawdowns

SBOW vs. SI=F - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-22.44%
-13.91%
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 7.92%. 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%JulyAugustSeptemberOctoberNovemberDecember0
7.92%
SBOW
SI=F
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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