SI=F vs. SAMG

Last updated Aug 1, 2026

SI=F (Silver Futures) is an asset, while SAMG (Silvercrest Asset Management Group Inc.) is a stock. Over the past 10 years, SI=F returned 10.83%/yr vs 2.98%/yr for SAMG. Their 0.04 correlation means their historical movements had little consistent relationship.

Performance

SI=F vs. SAMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Silver Futures (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 -17.62% return, which is significantly higher than SAMG's -29.99% return. Over the past 10 years, SI=F has outperformed SAMG with an annualized return of 10.83%, while SAMG has yielded a comparatively lower 2.98% annualized return.

SI=F

• 1D: -1.77%
• 1M: -4.73%
• 6M: -26.20%
• YTD: -17.62%
• 1Y: 57.05%
• 3Y*: 33.64%
• 5Y*: 17.75%
• 10Y*: 10.83%
• ALL TIME*: 9.95%

SAMG

• 1D: 3.84%
• 1M: -2.37%
• 6M: -27.85%
• YTD: -29.99%
• 1Y: -31.18%
• 3Y*: -16.67%
• 5Y*: -4.06%
• 10Y*: 2.98%
• ALL TIME*: 3.38%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SAMG Silvercrest Asset Management Group Inc.	$618.38K	$559.56K	$592.45K
SI=F Silver Futures	$174.90K	$95.56K	$68.34K

SI=F vs. SAMG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SI=F Silver Futures	-17.62%	142.34%	21.33%	-0.04%	2.29%	-11.41%	47.70%	15.52%	-9.54%	7.05%
SAMG Silvercrest Asset Management Group Inc.	-29.99%	-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 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.07
Correlation (3Y) Balances recent behavior with more history.	0.09
Correlation (5Y) Shows whether the relationship held over a longer period.	0.11
Correlation (10Y) Provides a long-term view across more market conditions.	0.07
Correlation (All Time) Calculated using the full available price history since Jun 27, 2013	0.04

Return for Risk

SI=F vs. SAMG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SI=F

SI=F Risk / Return Rank: 37
SI=F Sharpe Ratio Rank: 29
SI=F Sortino Ratio Rank: 39
SI=F Omega Ratio Rank: 62
SI=F Calmar Ratio Rank: 30
SI=F Martin Ratio Rank: 25

SAMG

SAMG Risk / Return Rank: 7
SAMG Sharpe Ratio Rank: 5
SAMG Sortino Ratio Rank: 8
SAMG Omega Ratio Rank: 8
SAMG Calmar Ratio Rank: 10
SAMG Martin Ratio Rank: 2

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

This table presents a comparison of risk-adjusted performance metrics for Silver Futures (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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SI=F	SAMG	Difference
Sharpe ratio: Return per unit of total volatility	0.89	-0.98	+1.88
Sortino ratio: Return per unit of downside risk	1.40	-1.39	+2.79
Omega ratio: Gain probability vs. loss probability	1.22	0.83	+0.38
Calmar ratio: Return relative to maximum drawdown	1.13	-0.86	+1.99
Martin ratio: Return relative to average drawdown	2.18	-1.75	+3.93

SI=F vs. SAMG - Sharpe Ratio Comparison

The current SI=F Sharpe Ratio is 0.89, which is higher than the SAMG Sharpe Ratio of -0.98. 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.

Drawdowns

SI=F vs. SAMG - Drawdown Comparison

The maximum SI=F drawdown since its inception was -75.85%, 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	-75.85%	-54.78%	-21.07%
Max Drawdown (1Y) Largest decline over 1 year	-51.43%	-38.97%	-12.46%
Max Drawdown (3Y) Largest decline over 3 years	-51.43%	-44.45%	-6.98%
Max Drawdown (5Y) Largest decline over 5 years	-51.43%	-49.13%	-2.30%
Max Drawdown (10Y) Largest decline over 10 years	-51.43%	-54.78%	+3.35%
Current Drawdown Current decline from peak	-49.80%	-46.42%	-3.38%
Average Drawdown Average peak-to-trough decline	-36.22%	-18.65%	-17.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.71%	18.97%	+7.74%

Volatility

SI=F vs. SAMG - Volatility Comparison

The current volatility for Silver Futures (SI=F) is 11.20%, while Silvercrest Asset Management Group Inc. (SAMG) has a volatility of 12.05%. This indicates that SI=F experiences smaller price fluctuations and is considered to be less risky 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	11.20%	12.05%	-0.85%
Volatility (6M) Calculated over the trailing 6-month period	55.38%	28.01%	+27.37%
Volatility (1Y) Calculated over the trailing 1-year period	65.35%	33.88%	+31.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.17%	33.71%	+5.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.43%	41.28%	-6.85%

Frequently Asked Questions

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

SI=F and SAMG have a correlation of 0.07, 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?

SAMG has higher volatility (12.05%) compared to SI=F (11.20%). In terms of maximum drawdown, SI=F dropped -75.85% vs SAMG's -54.78%.

Which has better risk-adjusted returns?

SI=F currently has the higher Sharpe Ratio (0.89 vs -0.98), 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.