SI=F vs. BTC-USD
Compare and contrast key facts about Silver (SI=F) and Bitcoin (BTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SI=F or BTC-USD.
Key characteristics
| SI=F | BTC-USD | |
|---|---|---|
| YTD Return | 24.35% | 114.32% |
| 1Y Return | 29.15% | 154.90% |
| 3Y Return (Ann) | 4.61% | 11.43% |
| 5Y Return (Ann) | 9.83% | 60.55% |
| 10Y Return (Ann) | 5.12% | 72.52% |
| Sharpe Ratio | 0.82 | 1.07 |
| Sortino Ratio | 1.27 | 1.78 |
| Omega Ratio | 1.17 | 1.17 |
| Calmar Ratio | 0.45 | 0.91 |
| Martin Ratio | 3.45 | 4.39 |
| Ulcer Index | 7.06% | 13.18% |
| Daily Std Dev | 30.00% | 44.55% |
| Max Drawdown | -91.54% | -93.07% |
| Current Drawdown | -38.53% | 0.00% |
Correlation
The correlation between SI=F and BTC-USD is 0.06, 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
SI=F vs. BTC-USD - Performance Comparison
In the year-to-date period, SI=F achieves a 24.35% return, which is significantly lower than BTC-USD's 114.32% return. Over the past 10 years, SI=F has underperformed BTC-USD with an annualized return of 5.12%, while BTC-USD has yielded a comparatively higher 72.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. BTC-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Silver (SI=F) and Bitcoin (BTC-USD). 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.
Drawdowns
SI=F vs. BTC-USD - Drawdown Comparison
The maximum SI=F drawdown since its inception was -91.54%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for SI=F and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
SI=F vs. BTC-USD - Volatility Comparison
The current volatility for Silver (SI=F) is 10.29%, while Bitcoin (BTC-USD) has a volatility of 15.73%. This indicates that SI=F experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.