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 | 34.30% | 54.22% |
| 1Y Return | 41.99% | 147.34% |
| 3Y Return (Ann) | 10.27% | 15.56% |
| 5Y Return (Ann) | 10.44% | 51.21% |
| 10Y Return (Ann) | 5.09% | 67.48% |
| Sharpe Ratio | 1.31 | 1.72 |
| Daily Std Dev | 29.05% | 43.35% |
| Max Drawdown | -91.54% | -93.07% |
| Current Drawdown | -33.61% | -10.81% |
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 34.30% return, which is significantly lower than BTC-USD's 54.22% return. Over the past 10 years, SI=F has underperformed BTC-USD with an annualized return of 5.09%, while BTC-USD has yielded a comparatively higher 67.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 9.86%, while Bitcoin (BTC-USD) has a volatility of 11.66%. 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.