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

Correlation

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.


-0.50.00.51.00.1

Performance

SI=F vs. SBOW - Performance Comparison

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

50.00%60.00%70.00%80.00%90.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
69.50%
60.09%
SI=F
SBOW

Key characteristics

Returns By Period


SI=F

YTD

23.45%

1M

-4.05%

6M

0.29%

1Y

20.74%

5Y*

9.16%

10Y*

5.35%

SBOW

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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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.


Sharpe ratio
The chart of Sharpe ratio for SI=F, currently valued at 0.98, compared to the broader market0.000.501.001.502.000.981.51
The chart of Sortino ratio for SI=F, currently valued at 1.45, compared to the broader market0.000.501.001.502.002.501.452.43
The chart of Omega ratio for SI=F, currently valued at 1.20, compared to the broader market1.001.101.201.301.201.44
The chart of Calmar ratio for SI=F, currently valued at 1.21, compared to the broader market0.001.002.003.001.210.92
The chart of Martin ratio for SI=F, currently valued at 4.09, compared to the broader market0.002.004.006.008.0010.004.097.44
SI=F
SBOW


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.98
1.51
SI=F
SBOW

Drawdowns

SI=F vs. SBOW - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.85%
-22.44%
SI=F
SBOW

Volatility

SI=F vs. SBOW - Volatility Comparison

Silver (SI=F) has a higher volatility of 9.20% 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%JulyAugustSeptemberOctoberNovemberDecember
9.20%
0
SI=F
SBOW
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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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