SI=F vs. MAG

Last updated Apr 2, 2026

Compare and contrast key facts about Silver (SI=F) and MAG Silver Corp. (MAG).

Performance

SI=F vs. MAG - Performance Comparison

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

SI=F vs. MAG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SI=F Silver	6.11%	141.44%	21.41%	0.19%	2.95%	-11.59%	47.38%	15.32%	-9.36%	7.23%
MAG MAG Silver Corp.	0.00%	85.31%	30.64%	-33.40%	-0.26%	-23.64%	73.31%	62.19%	-40.94%	12.06%

Returns By Period

SI=F

• 1D: 6.16%
• 1M: -15.68%
• YTD: 6.11%
• 6M: 58.42%
• 1Y: 118.37%
• 3Y*: 45.65%
• 5Y*: 24.59%
• 10Y*: 17.41%

MAG

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

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

Return for Risk

SI=F vs. MAG — Risk / Return Rank

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

SI=F

SI=F Risk / Return Rank: 78
SI=F Sharpe Ratio Rank: 76
SI=F Sortino Ratio Rank: 77
SI=F Omega Ratio Rank: 88
SI=F Calmar Ratio Rank: 86
SI=F Martin Ratio Rank: 64

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. MAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Silver (SI=F) and MAG Silver Corp. (MAG). 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.

	SI=F	MAG	Difference
Sharpe ratio Return per unit of total volatility	1.56	—	—
Sortino ratio Return per unit of downside risk	1.93	—	—
Omega ratio Gain probability vs. loss probability	1.34	—	—
Calmar ratio Return relative to maximum drawdown	3.09	—	—
Martin ratio Return relative to average drawdown	8.80	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SI=F	MAG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.56	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	—	—

Correlation

The correlation between SI=F and MAG is 0.19, 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.

Drawdowns

Drawdown Indicators

	SI=F	MAG	Difference
Max Drawdown Largest peak-to-trough decline	-91.54%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-41.00%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-41.00%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-43.13%	—	—
Current Drawdown Current decline from peak	-34.94%	—	—
Average Drawdown Average peak-to-trough decline	-61.14%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	14.41%	—	—

Volatility

Volatility by Period

	SI=F	MAG	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.12%	—	—
Volatility (6M) Calculated over the trailing 6-month period	62.49%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	58.92%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.21%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.13%	—	—