SI=F vs. ZIJMY
SI=F (Silver Futures) is an asset, while ZIJMY (Zijin Mining Group Co Ltd ADR) is a stock. At a 0.02 correlation, their price movements are largely independent.
Performance
SI=F vs. ZIJMY - Performance Comparison
Loading charts...
Returns By Period
SI=F
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ZIJMY
- 1D
- 5.32%
- 1M
- -13.28%
- YTD
- -10.10%
- 6M
- -5.26%
- 1Y
- 59.92%
- 3Y*
- 42.92%
- 5Y*
- 22.96%
- 10Y*
- 33.32%
SI=F vs. ZIJMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SI=F Silver Futures | 0.00% | 0.00% | 0.00% | 0.00% | 1.09% |
ZIJMY Zijin Mining Group Co Ltd ADR | -10.10% | 151.45% | 20.87% | 15.79% | 6.73% |
Correlation
The correlation between SI=F and ZIJMY is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 31, 2022 | 0.02 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SI=F vs. ZIJMY — Risk / Return Rank
SI=F
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ZIJMY
SI=F vs. ZIJMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Silver Futures (SI=F) and Zijin Mining Group Co Ltd ADR (ZIJMY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SI=F | ZIJMY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.22 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.72 | — |
| Martin ratioReturn relative to average drawdown | — | 4.60 | — |
Loading charts...
Drawdowns
SI=F vs. ZIJMY - Drawdown Comparison
Loading charts...
Drawdown Indicators
| SI=F | ZIJMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -61.63% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -35.61% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -35.61% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -43.04% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.32% | — |
Current DrawdownCurrent decline from peak | — | -30.20% | — |
Average DrawdownAverage peak-to-trough decline | — | -23.14% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 13.26% | — |
Volatility
SI=F vs. ZIJMY - Volatility Comparison
Loading charts...
Volatility by Period
| SI=F | ZIJMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 16.22% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 38.95% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 49.33% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 45.05% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 46.95% | — |
Frequently Asked Questions
SI=F and ZIJMY have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for SI=F and ZIJMY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer