Correlation
The correlation between SI=F and GC=F is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
SI=F vs. GC=F
Compare and contrast key facts about Silver (SI=F) and Gold (GC=F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SI=F or GC=F.
Performance
SI=F vs. GC=F - Performance Comparison
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Key characteristics
SI=F:
0.15
GC=F:
2.29
SI=F:
0.64
GC=F:
2.87
SI=F:
1.08
GC=F:
1.38
SI=F:
0.24
GC=F:
5.08
SI=F:
1.27
GC=F:
13.95
SI=F:
8.24%
GC=F:
2.91%
SI=F:
31.56%
GC=F:
18.20%
SI=F:
-91.54%
GC=F:
-44.36%
SI=F:
-31.29%
GC=F:
-2.95%
Returns By Period
In the year-to-date period, SI=F achieves a 14.19% return, which is significantly lower than GC=F's 25.92% return. Over the past 10 years, SI=F has underperformed GC=F with an annualized return of 7.17%, while GC=F has yielded a comparatively higher 10.78% annualized return.
SI=F
14.19%
1.16%
9.24%
4.90%
14.68%
13.14%
7.17%
GC=F
25.92%
0.86%
26.34%
41.93%
21.38%
14.08%
10.78%
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Risk-Adjusted Performance
SI=F vs. GC=F — Risk-Adjusted Performance Rank
SI=F
GC=F
SI=F vs. GC=F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Silver (SI=F) and Gold (GC=F). 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.
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Drawdowns
SI=F vs. GC=F - Drawdown Comparison
The maximum SI=F drawdown since its inception was -91.54%, which is greater than GC=F's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for SI=F and GC=F.
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Volatility
SI=F vs. GC=F - Volatility Comparison
The current volatility for Silver (SI=F) is 5.68%, while Gold (GC=F) has a volatility of 7.82%. This indicates that SI=F experiences smaller price fluctuations and is considered to be less risky than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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