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SII vs. EWY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SII vs. EWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Inc (SII) and iShares MSCI South Korea ETF (EWY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SII achieves a 31.49% return, which is significantly lower than EWY's 119.05% return.


SII

1D
-3.97%
1M
-1.66%
YTD
31.49%
6M
41.86%
1Y
116.48%
3Y*
58.29%
5Y*
26.10%
10Y*

EWY

1D
-0.73%
1M
30.18%
YTD
119.05%
6M
134.13%
1Y
251.82%
3Y*
51.99%
5Y*
20.31%
10Y*
17.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SII vs. EWY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SII
Sprott Inc
31.49%137.17%27.39%5.00%-24.09%59.43%-11.70%
EWY
iShares MSCI South Korea ETF
119.05%95.33%-20.48%19.05%-26.59%-7.58%51.60%

Correlation

The correlation between SII and EWY is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2020

0.37

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Return for Risk

SII vs. EWY — Risk / Return Rank

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

SII
SII Risk / Return Rank: 8989
Overall Rank
SII Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SII Sortino Ratio Rank: 8888
Sortino Ratio Rank
SII Omega Ratio Rank: 8888
Omega Ratio Rank
SII Calmar Ratio Rank: 9090
Calmar Ratio Rank
SII Martin Ratio Rank: 8888
Martin Ratio Rank

EWY
EWY Risk / Return Rank: 9696
Overall Rank
EWY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
EWY Sortino Ratio Rank: 9595
Sortino Ratio Rank
EWY Omega Ratio Rank: 9595
Omega Ratio Rank
EWY Calmar Ratio Rank: 9797
Calmar Ratio Rank
EWY Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SII vs. EWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Inc (SII) and iShares MSCI South Korea ETF (EWY). 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.


SIIEWYDifference
Sharpe ratioReturn per unit of total volatility

-3.48

Sortino ratioReturn per unit of downside risk

-2.23

Omega ratioGain probability vs. loss probability

1.41

1.74

-0.34

Calmar ratioReturn relative to maximum drawdown

4.71

10.99

-6.28

Martin ratioReturn relative to average drawdown

11.04

40.91

-29.87

SII vs. EWY - Sharpe Ratio Comparison

The current SII Sharpe Ratio is 2.55, which is lower than the EWY Sharpe Ratio of 6.02. The chart below compares the historical Sharpe Ratios of SII and EWY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SIIEWYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.55

6.02

-3.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.71

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.33

+0.44

Drawdowns

SII vs. EWY - Drawdown Comparison

The maximum SII drawdown since its inception was -47.81%, smaller than the maximum EWY drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for SII and EWY.


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Drawdown Indicators


SIIEWYDifference

Max Drawdown

Largest peak-to-trough decline

-47.81%

-74.14%

+26.33%

Max Drawdown (1Y)

Largest decline over 1 year

-24.87%

-23.08%

-1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-24.87%

-27.36%

+2.49%

Max Drawdown (5Y)

Largest decline over 5 years

-47.81%

-48.55%

+0.74%

Max Drawdown (10Y)

Largest decline over 10 years

-49.73%

Current Drawdown

Current decline from peak

-22.81%

-1.73%

-21.08%

Average Drawdown

Average peak-to-trough decline

-21.06%

-20.13%

-0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.59%

6.19%

+4.40%

Volatility

SII vs. EWY - Volatility Comparison

Sprott Inc (SII) has a higher volatility of 22.93% compared to iShares MSCI South Korea ETF (EWY) at 20.32%. This indicates that SII's price experiences larger fluctuations and is considered to be riskier than EWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIIEWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.93%

20.32%

+2.61%

Volatility (6M)

Calculated over the trailing 6-month period

39.36%

37.41%

+1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

46.00%

42.10%

+3.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.47%

28.83%

+8.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.42%

27.37%

+10.05%

Dividends

SII vs. EWY - Dividend Comparison

SII's dividend yield for the trailing twelve months is around 1.17%, more than EWY's 0.96% yield.


PositionTTM20252024202320222021202020192018201720162015
EWY
iShares MSCI South Korea ETF
0.96%2.10%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%
SII
Sprott Inc
1.17%1.33%2.49%2.95%3.00%2.22%1.66%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SII and EWY have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SII has higher volatility (22.93%) compared to EWY (20.32%). In terms of maximum drawdown, SII dropped -47.81% vs EWY's -74.14%.

EWY currently has the higher Sharpe Ratio (6.02 vs 2.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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