SI=F vs. SAMG
Compare and contrast key facts about Silver (SI=F) and Silvercrest Asset Management Group Inc. (SAMG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SI=F or SAMG.
Key characteristics
| SI=F | SAMG | |
|---|---|---|
| YTD Return | 34.30% | 2.88% |
| 1Y Return | 41.99% | 9.24% |
| 3Y Return (Ann) | 10.27% | 5.56% |
| 5Y Return (Ann) | 10.44% | 11.24% |
| 10Y Return (Ann) | 5.09% | 6.40% |
| Sharpe Ratio | 1.31 | 0.24 |
| Daily Std Dev | 29.05% | 34.06% |
| Max Drawdown | -91.54% | -54.78% |
| Current Drawdown | -33.61% | -20.16% |
Correlation
The correlation between SI=F and SAMG is 0.03, 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. SAMG - Performance Comparison
In the year-to-date period, SI=F achieves a 34.30% return, which is significantly higher than SAMG's 2.88% return. Over the past 10 years, SI=F has underperformed SAMG with an annualized return of 5.09%, while SAMG has yielded a comparatively higher 6.40% 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. SAMG - Risk-Adjusted Performance 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.
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. For additional features, visit the drawdowns tool.
Volatility
SI=F vs. SAMG - Volatility Comparison
Silver (SI=F) has a higher volatility of 9.83% compared to Silvercrest Asset Management Group Inc. (SAMG) at 8.13%. 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.