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

Correlation

The correlation between SI=F and PAAS is 0.08, 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.


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.

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Key characteristics

Sharpe Ratio

SI=F:

0.15

PAAS:

0.33

Sortino Ratio

SI=F:

0.64

PAAS:

0.76

Omega Ratio

SI=F:

1.08

PAAS:

1.10

Calmar Ratio

SI=F:

0.24

PAAS:

0.31

Martin Ratio

SI=F:

1.27

PAAS:

1.26

Ulcer Index

SI=F:

8.24%

PAAS:

11.97%

Daily Std Dev

SI=F:

31.56%

PAAS:

51.22%

Max Drawdown

SI=F:

-91.54%

PAAS:

-85.10%

Current Drawdown

SI=F:

-31.29%

PAAS:

-32.30%

Returns By Period

In the year-to-date period, SI=F achieves a 14.19% return, which is significantly lower than PAAS's 20.21% return. Over the past 10 years, SI=F has underperformed PAAS with an annualized return of 7.17%, while PAAS has yielded a comparatively higher 11.40% annualized return.


SI=F

YTD

14.19%

1M

1.16%

6M

9.24%

1Y

4.90%

3Y*

14.68%

5Y*

13.14%

10Y*

7.17%

PAAS

YTD

20.21%

1M

-4.97%

6M

11.91%

1Y

16.64%

3Y*

4.33%

5Y*

-0.32%

10Y*

11.40%

*Annualized

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Silver

Pan American Silver Corp.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 5353
Overall Rank
The Sharpe Ratio Rank of SI=F is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of SI=F is 5252
Sortino Ratio Rank
The Omega Ratio Rank of SI=F is 5656
Omega Ratio Rank
The Calmar Ratio Rank of SI=F is 4949
Calmar Ratio Rank
The Martin Ratio Rank of SI=F is 5858
Martin Ratio Rank

PAAS
The Risk-Adjusted Performance Rank of PAAS is 6363
Overall Rank
The Sharpe Ratio Rank of PAAS is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of PAAS is 6060
Sortino Ratio Rank
The Omega Ratio Rank of PAAS is 5858
Omega Ratio Rank
The Calmar Ratio Rank of PAAS is 6666
Calmar Ratio Rank
The Martin Ratio Rank of PAAS is 6868
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.


The current SI=F Sharpe Ratio is 0.15, which is lower than the PAAS Sharpe Ratio of 0.33. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 -85.10%. Use the drawdown chart below to compare losses from any high point for SI=F and PAAS.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SI=F vs. PAAS - Volatility Comparison

The current volatility for Silver (SI=F) is 5.68%, while Pan American Silver Corp. (PAAS) has a volatility of 21.55%. 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.


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