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SII vs. INFL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SII vs. INFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Inc (SII) and Horizon Kinetics Inflation Beneficiaries ETF (INFL). 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 16.59% return, which is significantly higher than INFL's 10.49% return.


SII

1D
-3.85%
1M
-9.12%
YTD
16.59%
6M
12.81%
1Y
77.79%
3Y*
56.39%
5Y*
26.91%
10Y*

INFL

1D
-0.93%
1M
-7.92%
YTD
10.49%
6M
9.44%
1Y
18.20%
3Y*
19.92%
5Y*
11.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SII vs. INFL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SII
Sprott Inc
16.59%137.17%27.39%5.00%-24.09%55.94%
INFL
Horizon Kinetics Inflation Beneficiaries ETF
10.49%18.30%23.34%1.62%2.65%25.22%

Correlation

The correlation between SII and INFL is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

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

0.56

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

0.56

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2021

0.56

The correlation between SII and INFL has been stable across timeframes, ranging from 0.56 to 0.56 - a consistent structural relationship.

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Return for Risk

SII vs. INFL — Risk / Return Rank

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

SII
SII Risk / Return Rank: 8181
Overall Rank
SII Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SII Sortino Ratio Rank: 8080
Sortino Ratio Rank
SII Omega Ratio Rank: 8080
Omega Ratio Rank
SII Calmar Ratio Rank: 7979
Calmar Ratio Rank
SII Martin Ratio Rank: 8181
Martin Ratio Rank

INFL
INFL Risk / Return Rank: 3333
Overall Rank
INFL Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
INFL Sortino Ratio Rank: 2929
Sortino Ratio Rank
INFL Omega Ratio Rank: 3131
Omega Ratio Rank
INFL Calmar Ratio Rank: 3535
Calmar Ratio Rank
INFL Martin Ratio Rank: 3535
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. INFL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Inc (SII) and Horizon Kinetics Inflation Beneficiaries ETF (INFL). 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.


SIIINFLDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.29

1.20

+0.09

Calmar ratioReturn relative to maximum drawdown

2.44

1.67

+0.77

Martin ratioReturn relative to average drawdown

6.38

5.11

+1.27

SII vs. INFL - Sharpe Ratio Comparison

The current SII Sharpe Ratio is 1.63, which is higher than the INFL Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of SII and INFL, 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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Drawdowns

SII vs. INFL - Drawdown Comparison

The maximum SII drawdown since its inception was -47.81%, which is greater than INFL's maximum drawdown of -21.30%. Use the drawdown chart below to compare losses from any high point for SII and INFL.


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Drawdown Indicators


SIIINFLDifference

Max Drawdown

Largest peak-to-trough decline

-47.81%

-21.30%

-26.51%

Max Drawdown (1Y)

Largest decline over 1 year

-32.00%

-10.92%

-21.08%

Max Drawdown (3Y)

Largest decline over 3 years

-32.00%

-15.56%

-16.44%

Max Drawdown (5Y)

Largest decline over 5 years

-47.81%

-21.30%

-26.51%

Current Drawdown

Current decline from peak

-31.56%

-10.92%

-20.64%

Average Drawdown

Average peak-to-trough decline

-21.10%

-5.13%

-15.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.23%

3.57%

+8.66%

Volatility

SII vs. INFL - Volatility Comparison

Sprott Inc (SII) has a higher volatility of 15.17% compared to Horizon Kinetics Inflation Beneficiaries ETF (INFL) at 5.08%. This indicates that SII's price experiences larger fluctuations and is considered to be riskier than INFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIIINFLDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.17%

5.08%

+10.09%

Volatility (6M)

Calculated over the trailing 6-month period

41.36%

12.83%

+28.53%

Volatility (1Y)

Calculated over the trailing 1-year period

48.01%

16.18%

+31.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.90%

17.78%

+20.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.86%

17.68%

+20.18%

Dividends

SII vs. INFL - Dividend Comparison

SII's dividend yield for the trailing twelve months is around 1.32%, more than INFL's 0.96% yield.


PositionTTM202520242023202220212020
INFL
Horizon Kinetics Inflation Beneficiaries ETF
0.96%1.26%1.77%1.60%1.65%0.91%0.00%
SII
Sprott Inc
1.32%1.33%2.49%2.95%3.00%2.22%1.66%

Frequently Asked Questions


SII and INFL have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SII has higher volatility (15.17%) compared to INFL (5.08%). In terms of maximum drawdown, SII dropped -47.81% vs INFL's -21.30%.

SII currently has the higher Sharpe Ratio (1.63 vs 1.13), 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.

Portfolio Optimizer

Find the right allocation for SII and INFL

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