SII vs. PHYS
SII (Sprott Inc) and PHYS (Sprott Physical Gold Trust) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 5 years, SII returned 25.88%/yr vs 16.33%/yr for PHYS. Their 0.50 correlation means they have sometimes moved together and sometimes differently.
Performance
SII vs. PHYS - Performance Comparison
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Returns By Period
In the year-to-date period, SII achieves a 5.79% return, which is significantly higher than PHYS's -7.36% return.
SII
- 1D
- -3.43%
- 1M
- -10.41%
- 6M
- -15.56%
- YTD
- 5.79%
- 1Y
- 56.98%
- 3Y*
- 50.62%
- 5Y*
- 25.88%
- 10Y*
- —
- ALL TIME*
- 21.50%
PHYS
- 1D
- -1.61%
- 1M
- -1.58%
- 6M
- -16.10%
- YTD
- -7.36%
- 1Y
- 19.21%
- 3Y*
- 26.62%
- 5Y*
- 16.33%
- 10Y*
- 10.41%
- ALL TIME*
- 7.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $99.27M | $92.43M | $105.75M | |
SII Sprott Inc | $12.82M | $17.25M | $21.64M |
SII vs. PHYS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SII Sprott Inc | 5.79% | 137.17% | 27.39% | 5.00% | -24.09% | 59.43% | -19.45% |
PHYS Sprott Physical Gold Trust | -7.36% | 63.95% | 26.43% | 12.98% | -1.81% | -4.84% | 6.12% |
Correlation
The correlation between SII and PHYS is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.63 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2020 | 0.50 |
The correlation between SII and PHYS shifts across timeframes, from 0.50 (all time) to 0.63 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
SII:
$2.66B
PHYS:
$14.58B
SII:
$3.62
PHYS:
$11.83
SII:
28.47
PHYS:
2.59
SII:
0.76
PHYS:
0.03
SII:
6.38
PHYS:
13.72
SII:
5.01
PHYS:
0.85
SII:
$377.77M
PHYS:
$1.06B
SII:
$278.09M
PHYS:
$3.03B
SII:
$120.39M
PHYS:
$5.61B
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Return for Risk
SII vs. PHYS — Risk / Return Rank
SII
PHYS
SII vs. PHYS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Inc (SII) and Sprott Physical Gold Trust (PHYS). 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.
| SII | PHYS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.16 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 0.81 | +0.65 |
| Martin ratioReturn relative to average drawdown | 3.42 | 1.75 | +1.67 |
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Drawdowns
SII vs. PHYS - Drawdown Comparison
The maximum SII drawdown since its inception was -47.81%, roughly equal to the maximum PHYS drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for SII and PHYS.
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Drawdown Indicators
| SII | PHYS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.81% | -48.16% | +0.35% |
Max Drawdown (1Y)Largest decline over 1 year | -38.01% | -26.75% | -11.26% |
Max Drawdown (3Y)Largest decline over 3 years | -38.01% | -26.75% | -11.26% |
Max Drawdown (5Y)Largest decline over 5 years | -47.81% | -26.75% | -21.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.75% | — |
Current DrawdownCurrent decline from peak | -37.90% | -25.26% | -12.64% |
Average DrawdownAverage peak-to-trough decline | -21.34% | -21.02% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.20% | 12.35% | +3.85% |
Volatility
SII vs. PHYS - Volatility Comparison
Sprott Inc (SII) has a higher volatility of 11.55% compared to Sprott Physical Gold Trust (PHYS) at 6.62%. This indicates that SII's price experiences larger fluctuations and is considered to be riskier than PHYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SII | PHYS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.55% | 6.62% | +4.93% |
Volatility (6M)Calculated over the trailing 6-month period | 41.12% | 24.29% | +16.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.36% | 28.93% | +20.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.20% | 18.81% | +19.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.00% | 16.44% | +21.56% |
Dividends
SII vs. PHYS - Dividend Comparison
SII's dividend yield for the trailing twelve months is around 1.46%, while PHYS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
PHYS Sprott Physical Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SII Sprott Inc | 1.46% | 1.33% | 2.49% | 2.95% | 3.00% | 2.22% | 1.66% |
Financials
SII vs. PHYS - Financials Comparison
This section allows you to compare key financial metrics between Sprott Inc and Sprott Physical Gold Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SII and PHYS have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SII has higher volatility (11.55%) compared to PHYS (6.62%). In terms of maximum drawdown, SII dropped -47.81% vs PHYS's -48.16%.
SII currently has the higher Sharpe Ratio (1.12 vs 0.75), 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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