SI=F vs. PAAS
Compare and contrast key facts about Silver (SI=F) and Pan American Silver Corp. (PAAS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SI=F or PAAS.
Key characteristics
| SI=F | PAAS | |
|---|---|---|
| YTD Return | 24.35% | 34.12% |
| 1Y Return | 29.15% | 57.09% |
| 3Y Return (Ann) | 4.61% | -5.97% |
| 5Y Return (Ann) | 9.83% | 4.98% |
| 10Y Return (Ann) | 5.12% | 9.58% |
| Sharpe Ratio | 0.82 | 1.44 |
| Sortino Ratio | 1.27 | 2.16 |
| Omega Ratio | 1.17 | 1.25 |
| Calmar Ratio | 0.45 | 1.02 |
| Martin Ratio | 3.45 | 5.42 |
| Ulcer Index | 7.06% | 12.52% |
| Daily Std Dev | 30.00% | 47.04% |
| Max Drawdown | -91.54% | -85.10% |
| Current Drawdown | -38.53% | -40.34% |
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.
Performance
SI=F vs. PAAS - Performance Comparison
In the year-to-date period, SI=F achieves a 24.35% return, which is significantly lower than PAAS's 34.12% return. Over the past 10 years, SI=F has underperformed PAAS with an annualized return of 5.12%, while PAAS has yielded a comparatively higher 9.58% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
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. For additional features, visit the drawdowns tool.
Volatility
SI=F vs. PAAS - Volatility Comparison
The current volatility for Silver (SI=F) is 10.29%, while Pan American Silver Corp. (PAAS) has a volatility of 14.97%. 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.