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

Correlation

The correlation between SI=F and AG is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

SI=F vs. AG - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
1.39%
-57.03%
SI=F
AG

Key characteristics

Sharpe Ratio

SI=F:

0.98

AG:

-0.17

Sortino Ratio

SI=F:

1.45

AG:

0.17

Omega Ratio

SI=F:

1.20

AG:

1.02

Calmar Ratio

SI=F:

0.55

AG:

-0.12

Martin Ratio

SI=F:

4.09

AG:

-0.46

Ulcer Index

SI=F:

7.34%

AG:

22.22%

Daily Std Dev

SI=F:

29.79%

AG:

59.68%

Max Drawdown

SI=F:

-91.54%

AG:

-90.20%

Current Drawdown

SI=F:

-38.97%

AG:

-78.46%

Returns By Period

In the year-to-date period, SI=F achieves a 23.45% return, which is significantly higher than AG's -10.96% return. Over the past 10 years, SI=F has outperformed AG with an annualized return of 5.35%, while AG has yielded a comparatively lower 1.93% annualized return.


SI=F

YTD

23.45%

1M

-4.05%

6M

0.29%

1Y

20.74%

5Y*

9.16%

10Y*

5.35%

AG

YTD

-10.96%

1M

-16.51%

6M

-11.08%

1Y

-13.35%

5Y*

-11.86%

10Y*

1.93%

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

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

This table presents a comparison of risk-adjusted performance metrics for Silver (SI=F) and First Majestic Silver Corp. (AG). 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 SI=F, currently valued at 0.98, compared to the broader market0.000.501.001.502.000.980.31
The chart of Sortino ratio for SI=F, currently valued at 1.45, compared to the broader market0.000.501.001.502.002.501.450.88
The chart of Omega ratio for SI=F, currently valued at 1.20, compared to the broader market1.001.101.201.301.201.11
The chart of Calmar ratio for SI=F, currently valued at 0.55, compared to the broader market0.001.002.003.000.550.21
The chart of Martin ratio for SI=F, currently valued at 4.09, compared to the broader market0.002.004.006.008.0010.004.090.89
SI=F
AG

The current SI=F Sharpe Ratio is 0.98, which is higher than the AG Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of SI=F and AG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.98
0.31
SI=F
AG

Drawdowns

SI=F vs. AG - Drawdown Comparison

The maximum SI=F drawdown since its inception was -91.54%, roughly equal to the maximum AG drawdown of -90.20%. Use the drawdown chart below to compare losses from any high point for SI=F and AG. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-38.97%
-78.46%
SI=F
AG

Volatility

SI=F vs. AG - Volatility Comparison

The current volatility for Silver (SI=F) is 9.20%, while First Majestic Silver Corp. (AG) has a volatility of 15.67%. This indicates that SI=F experiences smaller price fluctuations and is considered to be less risky than AG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.20%
15.67%
SI=F
AG
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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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