SCM vs. SLVP
SCM (Stellus Capital Investment Corporation) is a stock, while SLVP (iShares MSCI Global Silver and Metals Miners ETF) is Silver fund tracking the MSCI ACWI Select Silver Miners Investable Market Index. Over the past 10 years, SCM returned 9.80%/yr vs 13.67%/yr for SLVP. At a 0.10 correlation, their price movements are largely independent.
Performance
SCM vs. SLVP - Performance Comparison
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Returns By Period
In the year-to-date period, SCM achieves a -27.58% return, which is significantly lower than SLVP's 2.25% return. Over the past 10 years, SCM has underperformed SLVP with an annualized return of 9.80%, while SLVP has yielded a comparatively higher 13.67% annualized return.
SCM
- 1D
- -3.13%
- 1M
- -10.05%
- YTD
- -27.58%
- 6M
- -24.66%
- 1Y
- -25.51%
- 3Y*
- -3.65%
- 5Y*
- 2.19%
- 10Y*
- 9.80%
SLVP
- 1D
- -5.14%
- 1M
- 1.42%
- YTD
- 2.25%
- 6M
- 13.09%
- 1Y
- 112.07%
- 3Y*
- 52.07%
- 5Y*
- 15.97%
- 10Y*
- 13.67%
SCM vs. SLVP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCM Stellus Capital Investment Corporation | -27.58% | 3.74% | 20.35% | 8.71% | 10.60% | 30.12% | -14.12% | 21.00% | 9.57% | 20.26% |
SLVP iShares MSCI Global Silver and Metals Miners ETF | 2.25% | 202.84% | 14.47% | -2.31% | -18.06% | -23.53% | 56.45% | 37.71% | -22.10% | 4.53% |
Correlation
The correlation between SCM and SLVP is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2012 | 0.10 |
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Return for Risk
SCM vs. SLVP — Risk / Return Rank
SCM
SLVP
SCM vs. SLVP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellus Capital Investment Corporation (SCM) and iShares MSCI Global Silver and Metals Miners ETF (SLVP). 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.
| SCM | SLVP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.15 | ||
| Sortino ratioReturn per unit of downside risk | -3.75 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.33 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 3.36 | -4.03 |
| Martin ratioReturn relative to average drawdown | -1.28 | 8.53 | -9.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCM | SLVP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.02 | 2.12 | -3.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.38 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.32 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.09 | +0.11 |
Drawdowns
SCM vs. SLVP - Drawdown Comparison
The maximum SCM drawdown since its inception was -66.06%, smaller than the maximum SLVP drawdown of -80.47%. Use the drawdown chart below to compare losses from any high point for SCM and SLVP.
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Drawdown Indicators
| SCM | SLVP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.06% | -80.47% | +14.41% |
Max Drawdown (1Y)Largest decline over 1 year | -38.26% | -33.57% | -4.69% |
Max Drawdown (3Y)Largest decline over 3 years | -38.26% | -33.57% | -4.69% |
Max Drawdown (5Y)Largest decline over 5 years | -38.26% | -54.78% | +16.52% |
Max Drawdown (10Y)Largest decline over 10 years | -66.06% | -62.03% | -4.03% |
Current DrawdownCurrent decline from peak | -36.16% | -26.25% | -9.91% |
Average DrawdownAverage peak-to-trough decline | -9.66% | -46.82% | +37.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.97% | 13.18% | +6.79% |
Volatility
SCM vs. SLVP - Volatility Comparison
The current volatility for Stellus Capital Investment Corporation (SCM) is 6.29%, while iShares MSCI Global Silver and Metals Miners ETF (SLVP) has a volatility of 17.59%. This indicates that SCM experiences smaller price fluctuations and is considered to be less risky than SLVP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCM | SLVP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 17.59% | -11.30% |
Volatility (6M)Calculated over the trailing 6-month period | 21.37% | 43.22% | -21.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.09% | 53.06% | -27.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.12% | 42.76% | -20.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.76% | 42.24% | -5.48% |
Dividends
SCM vs. SLVP - Dividend Comparison
SCM's dividend yield for the trailing twelve months is around 17.28%, more than SLVP's 1.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCM Stellus Capital Investment Corporation | 17.28% | 12.62% | 11.62% | 12.45% | 8.14% | 8.29% | 10.57% | 9.55% | 10.50% | 10.35% | 11.27% | 14.10% |
SLVP iShares MSCI Global Silver and Metals Miners ETF | 1.74% | 1.78% | 1.05% | 0.88% | 0.63% | 1.63% | 2.39% | 2.03% | 1.28% | 0.85% | 2.32% | 0.72% |
Frequently Asked Questions
SCM and SLVP have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SLVP has higher volatility (17.59%) compared to SCM (6.29%). In terms of maximum drawdown, SCM dropped -66.06% vs SLVP's -80.47%.
SLVP currently has the higher Sharpe Ratio (2.12 vs -1.02), 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.
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