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SI=F vs. PAAS
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SI=F and PAAS is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

SI=F vs. PAAS - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
5.18%
-5.59%
SI=F
PAAS

Key characteristics

Sharpe Ratio

SI=F:

1.25

PAAS:

1.07

Sortino Ratio

SI=F:

1.76

PAAS:

1.74

Omega Ratio

SI=F:

1.24

PAAS:

1.20

Calmar Ratio

SI=F:

0.71

PAAS:

0.75

Martin Ratio

SI=F:

4.71

PAAS:

4.60

Ulcer Index

SI=F:

8.25%

PAAS:

10.90%

Daily Std Dev

SI=F:

30.07%

PAAS:

47.01%

Max Drawdown

SI=F:

-91.54%

PAAS:

-84.94%

Current Drawdown

SI=F:

-35.08%

PAAS:

-39.84%

Returns By Period

In the year-to-date period, SI=F achieves a 9.02% return, which is significantly higher than PAAS's 6.08% return. Over the past 10 years, SI=F has underperformed PAAS with an annualized return of 4.74%, while PAAS has yielded a comparatively higher 8.72% annualized return.


SI=F

YTD

9.02%

1M

3.20%

6M

5.18%

1Y

39.18%

5Y*

9.71%

10Y*

4.74%

PAAS

YTD

6.08%

1M

-2.50%

6M

-5.59%

1Y

60.88%

5Y*

2.14%

10Y*

8.72%

*Annualized

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Risk-Adjusted Performance

SI=F vs. PAAS — Risk-Adjusted Performance Rank

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

SI=F
The Risk-Adjusted Performance Rank of SI=F is 6666
Overall Rank
The Sharpe Ratio Rank of SI=F is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of SI=F is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SI=F is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SI=F is 5555
Calmar Ratio Rank
The Martin Ratio Rank of SI=F is 6767
Martin Ratio Rank

PAAS
The Risk-Adjusted Performance Rank of PAAS is 7777
Overall Rank
The Sharpe Ratio Rank of PAAS is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of PAAS is 7777
Sortino Ratio Rank
The Omega Ratio Rank of PAAS is 7171
Omega Ratio Rank
The Calmar Ratio Rank of PAAS is 7575
Calmar Ratio Rank
The Martin Ratio Rank of PAAS is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SI=F vs. PAAS - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for SI=F, currently valued at 1.25, compared to the broader market0.000.501.001.502.001.251.52
The chart of Sortino ratio for SI=F, currently valued at 1.76, compared to the broader market0.501.001.502.002.501.762.23
The chart of Omega ratio for SI=F, currently valued at 1.24, compared to the broader market1.101.201.301.401.241.27
The chart of Calmar ratio for SI=F, currently valued at 0.71, compared to the broader market0.001.002.003.004.000.711.04
The chart of Martin ratio for SI=F, currently valued at 4.71, compared to the broader market0.002.004.006.008.0010.004.716.25
SI=F
PAAS

The current SI=F Sharpe Ratio is 1.25, which is comparable to the PAAS Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SI=F and PAAS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.400.600.801.001.201.401.601.80AugustSeptemberOctoberNovemberDecember2025
1.25
1.52
SI=F
PAAS

Drawdowns

SI=F vs. PAAS - Drawdown Comparison

The maximum SI=F drawdown since its inception was -91.54%, which is greater than PAAS's maximum drawdown of -84.94%. Use the drawdown chart below to compare losses from any high point for SI=F and PAAS. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%AugustSeptemberOctoberNovemberDecember2025
-35.08%
-39.84%
SI=F
PAAS

Volatility

SI=F vs. PAAS - Volatility Comparison

The current volatility for Silver (SI=F) is 6.82%, while Pan American Silver Corp. (PAAS) has a volatility of 9.37%. This indicates that SI=F experiences smaller price fluctuations and is considered to be less risky than PAAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
6.82%
9.37%
SI=F
PAAS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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