SI=F vs. RGLD
Compare and contrast key facts about Silver (SI=F) and Royal Gold, Inc. (RGLD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SI=F or RGLD.
Key characteristics
| SI=F | RGLD | |
|---|---|---|
| YTD Return | 24.35% | 16.95% |
| 1Y Return | 29.15% | 27.80% |
| 3Y Return (Ann) | 4.61% | 10.82% |
| 5Y Return (Ann) | 9.83% | 5.19% |
| 10Y Return (Ann) | 5.12% | 8.87% |
| Sharpe Ratio | 0.82 | 1.24 |
| Sortino Ratio | 1.27 | 1.79 |
| Omega Ratio | 1.17 | 1.22 |
| Calmar Ratio | 0.45 | 1.15 |
| Martin Ratio | 3.45 | 5.68 |
| Ulcer Index | 7.06% | 5.91% |
| Daily Std Dev | 30.00% | 27.16% |
| Max Drawdown | -91.54% | -96.43% |
| Current Drawdown | -38.53% | -9.45% |
Correlation
The correlation between SI=F and RGLD is 0.34, 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. RGLD - Performance Comparison
In the year-to-date period, SI=F achieves a 24.35% return, which is significantly higher than RGLD's 16.95% return. Over the past 10 years, SI=F has underperformed RGLD with an annualized return of 5.12%, while RGLD has yielded a comparatively higher 8.87% 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. RGLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Silver (SI=F) and Royal Gold, Inc. (RGLD). 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. RGLD - Drawdown Comparison
The maximum SI=F drawdown since its inception was -91.54%, smaller than the maximum RGLD drawdown of -96.43%. Use the drawdown chart below to compare losses from any high point for SI=F and RGLD. For additional features, visit the drawdowns tool.
Volatility
SI=F vs. RGLD - Volatility Comparison
Silver (SI=F) has a higher volatility of 10.29% compared to Royal Gold, Inc. (RGLD) at 8.28%. This indicates that SI=F's price experiences larger fluctuations and is considered to be riskier than RGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.