SI=F vs. CLILF

Last updated Jun 13, 2026

SI=F (Silver Futures) is an asset, while CLILF (CapitaLand Investment Limited) is a stock. At a 0.02 correlation, their price movements are largely independent.

Performance

SI=F vs. CLILF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Silver Futures (SI=F) and CapitaLand Investment Limited (CLILF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SI=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CLILF

• 1D: 0.00%
• 1M: -4.23%
• YTD: 6.49%
• 6M: 33.67%
• 1Y: 15.00%
• 3Y*: -5.11%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SI=F vs. CLILF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SI=F Silver Futures	0.00%	0.00%	0.00%	0.00%	1.09%
CLILF CapitaLand Investment Limited	6.49%	-3.06%	-1.09%	-23.92%	6.00%

Correlation

The correlation between SI=F and CLILF is 0.02, 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 (All Time) Calculated using the full available price history since Jan 31, 2022	0.02

Return for Risk

SI=F vs. CLILF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SI=F

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CLILF

CLILF Risk / Return Rank: 58
CLILF Sharpe Ratio Rank: 51
CLILF Sortino Ratio Rank: 53
CLILF Omega Ratio Rank: 77
CLILF Calmar Ratio Rank: 55
CLILF Martin Ratio Rank: 54

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SI=F vs. CLILF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Silver Futures (SI=F) and CapitaLand Investment Limited (CLILF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SI=F	CLILF	Difference
Sharpe ratio: Return per unit of total volatility	—	0.24	—
Sortino ratio: Return per unit of downside risk	—	0.90	—
Omega ratio: Gain probability vs. loss probability	—	1.26	—
Calmar ratio: Return relative to maximum drawdown	—	0.52	—
Martin ratio: Return relative to average drawdown	—	1.03	—

Drawdowns

Drawdown Indicators

	SI=F	CLILF	Difference
Max Drawdown Largest peak-to-trough decline	—	-66.07%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-29.26%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-45.96%	—
Current Drawdown Current decline from peak	—	-53.74%	—
Average Drawdown Average peak-to-trough decline	—	-44.07%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	14.66%	—

Volatility

Volatility by Period

	SI=F	CLILF	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	10.69%	—
Volatility (6M) Calculated over the trailing 6-month period	—	54.59%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	62.76%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	79.89%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	79.89%	—

Frequently Asked Questions

Can I hold both SI=F and CLILF in my portfolio?

SI=F and CLILF have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.