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

Correlation

The correlation between SI=F and SBOW is 0.13, 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 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.

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Key characteristics

Returns By Period


SI=F

YTD

14.19%

1M

1.16%

6M

9.24%

1Y

4.90%

3Y*

14.68%

5Y*

13.14%

10Y*

7.17%

SBOW

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Silver

SilverBow Resources, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SI=F vs. SBOW — 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 5353
Overall Rank
The Sharpe Ratio Rank of SI=F is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of SI=F is 5252
Sortino Ratio Rank
The Omega Ratio Rank of SI=F is 5656
Omega Ratio Rank
The Calmar Ratio Rank of SI=F is 4949
Calmar Ratio Rank
The Martin Ratio Rank of SI=F is 5858
Martin Ratio Rank

SBOW
The Risk-Adjusted Performance Rank of SBOW is 3838
Overall Rank
The Sharpe Ratio Rank of SBOW is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of SBOW is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SBOW is 3535
Omega Ratio Rank
The Calmar Ratio Rank of SBOW is 3939
Calmar Ratio Rank
The Martin Ratio Rank of SBOW is 4242
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. 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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

SI=F vs. SBOW - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SI=F vs. SBOW - Volatility Comparison


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