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

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.


-0.50.00.51.00.3

Performance

SI=F vs. RGLD - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%JulyAugustSeptemberOctoberNovemberDecember
493.56%
12,651.10%
SI=F
RGLD

Key characteristics

Sharpe Ratio

SI=F:

0.98

RGLD:

0.47

Sortino Ratio

SI=F:

1.45

RGLD:

0.82

Omega Ratio

SI=F:

1.20

RGLD:

1.10

Calmar Ratio

SI=F:

0.55

RGLD:

0.44

Martin Ratio

SI=F:

4.09

RGLD:

2.04

Ulcer Index

SI=F:

7.34%

RGLD:

6.23%

Daily Std Dev

SI=F:

29.79%

RGLD:

27.17%

Max Drawdown

SI=F:

-91.54%

RGLD:

-96.43%

Current Drawdown

SI=F:

-38.97%

RGLD:

-13.26%

Returns By Period

In the year-to-date period, SI=F achieves a 23.45% return, which is significantly higher than RGLD's 12.03% return. Over the past 10 years, SI=F has underperformed RGLD with an annualized return of 5.35%, while RGLD has yielded a comparatively higher 9.63% annualized return.


SI=F

YTD

23.45%

1M

-4.05%

6M

0.29%

1Y

20.74%

5Y*

9.16%

10Y*

5.35%

RGLD

YTD

12.03%

1M

-9.95%

6M

7.82%

1Y

11.23%

5Y*

4.38%

10Y*

9.63%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for SI=F, currently valued at 0.98, compared to the broader market0.000.501.001.502.000.980.63
The chart of Sortino ratio for SI=F, currently valued at 1.45, compared to the broader market0.000.501.001.502.002.501.451.03
The chart of Omega ratio for SI=F, currently valued at 1.20, compared to the broader market1.001.101.201.301.201.13
The chart of Calmar ratio for SI=F, currently valued at 0.55, compared to the broader market0.001.002.003.000.550.57
The chart of Martin ratio for SI=F, currently valued at 4.09, compared to the broader market0.002.004.006.008.0010.004.093.14
SI=F
RGLD

The current SI=F Sharpe Ratio is 0.98, which is higher than the RGLD Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of SI=F and RGLD, 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 Ratio0.400.600.801.001.201.401.60JulyAugustSeptemberOctoberNovemberDecember
0.98
0.63
SI=F
RGLD

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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-38.97%
-13.26%
SI=F
RGLD

Volatility

SI=F vs. RGLD - Volatility Comparison

Silver (SI=F) and Royal Gold, Inc. (RGLD) have volatilities of 9.20% and 9.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
9.20%
9.27%
SI=F
RGLD
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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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