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

Key characteristics


SI=FSBOW

Correlation

-0.50.00.51.00.1

The correlation between SI=F and SBOW is 0.05, 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. SBOW - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%AprilMayJuneJulyAugustSeptember
30.11%
7.86%
SI=F
SBOW

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Risk-Adjusted Performance

SI=F vs. SBOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Silver (SI=F) and SilverBow Resources, Inc. (SBOW). 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
Sharpe ratio
The chart of Sharpe ratio for SI=F, currently valued at 1.31, compared to the broader market-0.500.000.501.001.502.002.501.31
Sortino ratio
The chart of Sortino ratio for SI=F, currently valued at 1.86, compared to the broader market0.001.002.003.001.86
Omega ratio
The chart of Omega ratio for SI=F, currently valued at 1.25, compared to the broader market1.001.101.201.301.401.25
Calmar ratio
The chart of Calmar ratio for SI=F, currently valued at 1.56, compared to the broader market0.001.002.003.004.005.001.56
Martin ratio
The chart of Martin ratio for SI=F, currently valued at 4.51, compared to the broader market0.002.004.006.008.0010.0012.0014.004.51
SBOW
Sharpe ratio
The chart of Sharpe ratio for SBOW, currently valued at 0.23, compared to the broader market-0.500.000.501.001.502.002.500.23
Sortino ratio
The chart of Sortino ratio for SBOW, currently valued at 0.57, compared to the broader market0.001.002.003.000.57
Omega ratio
The chart of Omega ratio for SBOW, currently valued at 1.09, compared to the broader market1.001.101.201.301.401.09
Calmar ratio
The chart of Calmar ratio for SBOW, currently valued at 0.16, compared to the broader market0.001.002.003.004.005.000.16
Martin ratio
The chart of Martin ratio for SBOW, currently valued at 0.74, compared to the broader market0.002.004.006.008.0010.0012.0014.000.74

SI=F vs. SBOW - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.50AprilMayJuneJulyAugustSeptember
1.31
0.23
SI=F
SBOW

Drawdowns

SI=F vs. SBOW - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember0
-22.44%
SI=F
SBOW

Volatility

SI=F vs. SBOW - Volatility Comparison

Silver (SI=F) has a higher volatility of 9.83% compared to SilverBow Resources, Inc. (SBOW) at 0.00%. This indicates that SI=F's price experiences larger fluctuations and is considered to be riskier than SBOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
9.83%
0
SI=F
SBOW