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

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.


-0.50.00.51.0
Correlation: 0.0

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.

60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
57.55%
109.61%
SI=F
SAMG

Key characteristics

Sharpe Ratio

SI=F:

0.10

SAMG:

0.25

Sortino Ratio

SI=F:

0.36

SAMG:

0.59

Omega Ratio

SI=F:

1.05

SAMG:

1.07

Calmar Ratio

SI=F:

0.08

SAMG:

0.22

Martin Ratio

SI=F:

0.39

SAMG:

1.24

Ulcer Index

SI=F:

8.68%

SAMG:

6.29%

Daily Std Dev

SI=F:

31.68%

SAMG:

31.61%

Max Drawdown

SI=F:

-91.54%

SAMG:

-54.78%

Current Drawdown

SI=F:

-39.85%

SAMG:

-25.31%

Returns By Period

In the year-to-date period, SI=F achieves a -0.04% return, which is significantly higher than SAMG's -15.09% return. Both investments have delivered pretty close results over the past 10 years, with SI=F having a 4.63% annualized return and SAMG not far ahead at 4.71%.


SI=F

YTD

-0.04%

1M

-11.78%

6M

-9.02%

1Y

7.70%

5Y*

12.34%

10Y*

4.63%

SAMG

YTD

-15.09%

1M

-10.36%

6M

-6.51%

1Y

7.78%

5Y*

16.26%

10Y*

4.71%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SI=F vs. SAMG — Risk-Adjusted Performance Rank

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

SI=F
The Risk-Adjusted Performance Rank of SI=F is 6060
Overall Rank
The Sharpe Ratio Rank of SI=F is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SI=F is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SI=F is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SI=F is 5555
Calmar Ratio Rank
The Martin Ratio Rank of SI=F is 5858
Martin Ratio Rank

SAMG
The Risk-Adjusted Performance Rank of SAMG is 6464
Overall Rank
The Sharpe Ratio Rank of SAMG is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of SAMG is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SAMG is 5757
Omega Ratio Rank
The Calmar Ratio Rank of SAMG is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SAMG is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for SI=F, currently valued at 0.10, compared to the broader market-0.500.000.501.001.502.00
SI=F: 0.10
SAMG: 0.26
The chart of Sortino ratio for SI=F, currently valued at 0.36, compared to the broader market-1.000.001.002.00
SI=F: 0.36
SAMG: 0.59
The chart of Omega ratio for SI=F, currently valued at 1.05, compared to the broader market0.901.001.101.201.30
SI=F: 1.05
SAMG: 1.07
The chart of Calmar ratio for SI=F, currently valued at 0.20, compared to the broader market0.001.002.003.00
SI=F: 0.20
SAMG: 0.25
The chart of Martin ratio for SI=F, currently valued at 0.39, compared to the broader market0.002.004.006.008.00
SI=F: 0.39
SAMG: 1.19

The current SI=F Sharpe Ratio is 0.10, which is lower than the SAMG Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of SI=F and SAMG, 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 Ratio0.200.400.600.801.001.201.40NovemberDecember2025FebruaryMarchApril
0.10
0.26
SI=F
SAMG

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.47%
-25.31%
SI=F
SAMG

Volatility

SI=F vs. SAMG - Volatility Comparison

Silver (SI=F) has a higher volatility of 13.14% compared to Silvercrest Asset Management Group Inc. (SAMG) at 7.35%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.14%
7.35%
SI=F
SAMG
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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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