SI=F vs. SAMG

Last updated Jun 4, 2026

SI=F (Silver) is an asset, while SAMG (Silvercrest Asset Management Group Inc.) is a stock. Over the past 10 years, SI=F returned 16.53%/yr vs 3.75%/yr for SAMG. At a 0.04 correlation, their price movements are largely independent.

Performance

SI=F vs. SAMG - Performance Comparison

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

Returns By Period

In the year-to-date period, SI=F achieves a 7.02% return, which is significantly higher than SAMG's -25.85% return. Over the past 10 years, SI=F has outperformed SAMG with an annualized return of 16.53%, while SAMG has yielded a comparatively lower 3.75% annualized return.

SI=F

• 1D: 0.40%
• 1M: 2.77%
• YTD: 7.02%
• 6M: 28.89%
• 1Y: 118.16%
• 3Y*: 46.86%
• 5Y*: 22.41%
• 10Y*: 16.53%

SAMG

• 1D: -4.15%
• 1M: -15.53%
• YTD: -25.85%
• 6M: -23.06%
• 1Y: -21.01%
• 3Y*: -14.54%
• 5Y*: -3.91%
• 10Y*: 3.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SI=F vs. SAMG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SI=F Silver	7.02%	141.44%	21.41%	0.19%	2.95%	-11.59%	47.38%	15.32%	-9.36%	7.23%
SAMG Silvercrest Asset Management Group Inc.	-25.85%	-13.00%	13.34%	-5.65%	13.58%	28.82%	16.48%	-0.55%	-14.49%	26.39%

Correlation

The correlation between SI=F and SAMG is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.11
Correlation (10Y) Calculated over the trailing 10-year period	0.06
Correlation (All Time) Calculated using the full available price history since Jun 28, 2013	0.04

Return for Risk

SI=F vs. SAMG — Risk / Return Rank

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

SI=F

SI=F Risk / Return Rank: 68
SI=F Sharpe Ratio Rank: 67
SI=F Sortino Ratio Rank: 67
SI=F Omega Ratio Rank: 70
SI=F Calmar Ratio Rank: 72
SI=F Martin Ratio Rank: 67

SAMG

SAMG Risk / Return Rank: 11
SAMG Sharpe Ratio Rank: 9
SAMG Sortino Ratio Rank: 12
SAMG Omega Ratio Rank: 13
SAMG Calmar Ratio Rank: 17
SAMG Martin Ratio Rank: 3

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SI=F vs. SAMG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Silver (SI=F) and Silvercrest Asset Management Group Inc. (SAMG). 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.

	SI=F	SAMG	Difference
Sharpe ratio Return per unit of total volatility	1.53	-0.77	+2.30
Sortino ratio Return per unit of downside risk	1.92	-0.96	+2.88
Omega ratio Gain probability vs. loss probability	1.32	0.89	+0.44
Calmar ratio Return relative to maximum drawdown	2.22	-0.66	+2.88
Martin ratio Return relative to average drawdown	4.79	-1.62	+6.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SI=F vs. SAMG - Sharpe Ratio Comparison

The current SI=F Sharpe Ratio is 1.53, which is higher than the SAMG Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of SI=F and SAMG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SI=F	SAMG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.53	-0.77	+2.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	-0.12	+0.67
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	0.09	+0.38
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.09	+0.12

Drawdowns

SI=F vs. SAMG - Drawdown Comparison

The maximum SI=F drawdown since its inception was -91.54%, which is greater than SAMG's maximum drawdown of -54.78%. Use the drawdown chart below to compare losses from any high point for SI=F and SAMG.

Drawdown Indicators

	SI=F	SAMG	Difference
Max Drawdown Largest peak-to-trough decline	-91.54%	-54.78%	-36.76%
Max Drawdown (1Y) Largest decline over 1 year	-41.21%	-31.92%	-9.29%
Max Drawdown (3Y) Largest decline over 3 years	-41.21%	-43.26%	+2.05%
Max Drawdown (5Y) Largest decline over 5 years	-41.21%	-43.26%	+2.05%
Max Drawdown (10Y) Largest decline over 10 years	-43.13%	-54.78%	+11.65%
Current Drawdown Current decline from peak	-34.38%	-43.26%	+8.88%
Average Drawdown Average peak-to-trough decline	-61.04%	-18.33%	-42.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.84%	12.96%	+7.88%

Volatility

SI=F vs. SAMG - Volatility Comparison

Silver (SI=F) has a higher volatility of 14.62% compared to Silvercrest Asset Management Group Inc. (SAMG) at 10.96%. This indicates that SI=F's price experiences larger fluctuations and is considered to be riskier than SAMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SI=F	SAMG	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.62%	10.96%	+3.66%
Volatility (6M) Calculated over the trailing 6-month period	60.87%	21.17%	+39.70%
Volatility (1Y) Calculated over the trailing 1-year period	60.06%	27.51%	+32.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.96%	33.22%	+4.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.58%	40.82%	-7.24%

Frequently Asked Questions

Can I hold both SI=F and SAMG in my portfolio?

SI=F and SAMG have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SI=F or SAMG?

SI=F has higher volatility (14.62%) compared to SAMG (10.96%). In terms of maximum drawdown, SI=F dropped -91.54% vs SAMG's -54.78%.

Which has better risk-adjusted returns?

SI=F currently has the higher Sharpe Ratio (1.53 vs -0.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.