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SI=F vs. FLIN
Performance
Return for Risk
Drawdowns
Volatility

Performance

SI=F vs. FLIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Silver Futures (SI=F) and Franklin FTSE India ETF (FLIN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SI=F

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

FLIN

1D
1.11%
1M
-0.40%
YTD
-10.29%
6M
-8.41%
1Y
-10.13%
3Y*
5.77%
5Y*
3.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SI=F vs. FLIN - Yearly Performance Comparison


2026 (YTD)2025202420232022
SI=F
Silver Futures
0.00%0.00%0.00%0.00%1.09%
FLIN
Franklin FTSE India ETF
-10.29%2.40%10.33%20.58%-5.81%

Correlation

The correlation between SI=F and FLIN 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

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Return for Risk

SI=F vs. FLIN — 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.


FLIN
FLIN Risk / Return Rank: 33
Overall Rank
FLIN Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FLIN Sortino Ratio Rank: 44
Sortino Ratio Rank
FLIN Omega Ratio Rank: 44
Omega Ratio Rank
FLIN Calmar Ratio Rank: 55
Calmar Ratio Rank
FLIN Martin Ratio Rank: 22
Martin Ratio Rank
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. FLIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Silver Futures (SI=F) and Franklin FTSE India ETF (FLIN). 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=FFLINDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.88

Calmar ratioReturn relative to maximum drawdown

-0.61

Martin ratioReturn relative to average drawdown

-1.44

SI=F vs. FLIN - Sharpe Ratio Comparison


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Drawdowns

SI=F vs. FLIN - Drawdown Comparison


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Drawdown Indicators


SI=FFLINDifference

Max Drawdown

Largest peak-to-trough decline

-41.90%

Max Drawdown (1Y)

Largest decline over 1 year

-18.79%

Max Drawdown (3Y)

Largest decline over 3 years

-22.85%

Max Drawdown (5Y)

Largest decline over 5 years

-22.85%

Current Drawdown

Current decline from peak

-17.41%

Average Drawdown

Average peak-to-trough decline

-8.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.93%

Volatility

SI=F vs. FLIN - Volatility Comparison


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Volatility by Period


SI=FFLINDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

Volatility (1Y)

Calculated over the trailing 1-year period

15.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.43%

Frequently Asked Questions


SI=F and FLIN 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.

Portfolio Optimizer

Find the right allocation for SI=F and FLIN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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