SII vs. SETM
SII (Sprott Inc) is a stock, while SETM (Sprott Critical Materials ETF) is Materials fund tracking the Nasdaq Sprott Critical Materials Index. Over the past 3 years, SII returned 50.62%/yr vs 18.39%/yr for SETM. Their 0.59 correlation means they have sometimes moved together and sometimes differently.
Performance
SII vs. SETM - 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 SETM's -1.66% 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%
SETM
- 1D
- -2.30%
- 1M
- -8.93%
- 6M
- -18.02%
- YTD
- -1.66%
- 1Y
- 55.17%
- 3Y*
- 18.39%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 11.18%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.56M | $4.68M | $7.65M | |
SII Sprott Inc | $12.82M | $17.25M | $21.64M |
SII vs. SETM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SII Sprott Inc | 5.79% | 137.17% | 27.39% | -12.51% |
SETM Sprott Critical Materials ETF | -1.66% | 95.27% | -13.24% | -13.11% |
Correlation
The correlation between SII and SETM is 0.69, 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. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023 | 0.59 |
The correlation between SII and SETM has been stable across timeframes, ranging from 0.59 to 0.69 - a consistent structural relationship.
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Return for Risk
SII vs. SETM — Risk / Return Rank
SII
SETM
SII vs. SETM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Inc (SII) and Sprott Critical Materials ETF (SETM). 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 | SETM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.91 | -0.45 |
| Martin ratioReturn relative to average drawdown | 3.42 | 4.72 | -1.30 |
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Drawdowns
SII vs. SETM - Drawdown Comparison
The maximum SII drawdown since its inception was -47.81%, which is greater than SETM's maximum drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for SII and SETM.
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Drawdown Indicators
| SII | SETM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.81% | -42.81% | -5.00% |
Max Drawdown (1Y)Largest decline over 1 year | -38.01% | -30.05% | -7.96% |
Max Drawdown (3Y)Largest decline over 3 years | -38.01% | -42.81% | +4.80% |
Max Drawdown (5Y)Largest decline over 5 years | -47.81% | — | — |
Current DrawdownCurrent decline from peak | -37.90% | -28.34% | -9.56% |
Average DrawdownAverage peak-to-trough decline | -21.34% | -15.34% | -6.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.20% | 12.14% | +4.06% |
Volatility
SII vs. SETM - Volatility Comparison
Sprott Inc (SII) and Sprott Critical Materials ETF (SETM) have volatilities of 11.55% and 12.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SII | SETM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.55% | 12.15% | -0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 41.12% | 37.35% | +3.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.36% | 46.79% | +2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.20% | 37.25% | +0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.00% | 37.25% | +0.75% |
Dividends
SII vs. SETM - Dividend Comparison
SII's dividend yield for the trailing twelve months is around 1.46%, less than SETM's 1.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
SETM Sprott Critical Materials ETF | 1.59% | 1.56% | 2.07% | 2.47% | 0.00% | 0.00% | 0.00% |
SII Sprott Inc | 1.46% | 1.33% | 2.49% | 2.95% | 3.00% | 2.22% | 1.66% |
Frequently Asked Questions
SII and SETM have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SETM has higher volatility (12.15%) compared to SII (11.55%). In terms of maximum drawdown, SII dropped -47.81% vs SETM's -42.81%.
SETM currently has the higher Sharpe Ratio (1.23 vs 1.12), 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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