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SIL vs. CPNG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIL vs. CPNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Silver Miners ETF (SIL) and Coupang, Inc. (CPNG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SIL achieves a -2.20% return, which is significantly higher than CPNG's -28.70% return.


SIL

1D
3.27%
1M
-10.83%
YTD
-2.20%
6M
0.10%
1Y
69.43%
3Y*
46.50%
5Y*
12.56%
10Y*
9.80%

CPNG

1D
-2.49%
1M
4.34%
YTD
-28.70%
6M
-34.37%
1Y
-40.14%
3Y*
0.44%
5Y*
-15.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIL vs. CPNG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SIL
Global X Silver Miners ETF
-2.20%166.16%14.62%1.31%-22.83%-9.72%
CPNG
Coupang, Inc.
-28.70%7.32%35.76%10.06%-49.93%-53.73%

Correlation

The correlation between SIL and CPNG is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.21

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

0.20

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2021

0.19

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Return for Risk

SIL vs. CPNG — Risk / Return Rank

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

SIL
SIL Risk / Return Rank: 4141
Overall Rank
SIL Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SIL Sortino Ratio Rank: 3939
Sortino Ratio Rank
SIL Omega Ratio Rank: 4343
Omega Ratio Rank
SIL Calmar Ratio Rank: 4444
Calmar Ratio Rank
SIL Martin Ratio Rank: 3737
Martin Ratio Rank

CPNG
CPNG Risk / Return Rank: 1010
Overall Rank
CPNG Sharpe Ratio Rank: 77
Sharpe Ratio Rank
CPNG Sortino Ratio Rank: 99
Sortino Ratio Rank
CPNG Omega Ratio Rank: 88
Omega Ratio Rank
CPNG Calmar Ratio Rank: 1515
Calmar Ratio Rank
CPNG Martin Ratio Rank: 1212
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.

SIL vs. CPNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Silver Miners ETF (SIL) and Coupang, Inc. (CPNG). 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.


SILCPNGDifference
Sharpe ratioReturn per unit of total volatility

+2.29

Sortino ratioReturn per unit of downside risk

+3.08

Omega ratioGain probability vs. loss probability

1.25

0.83

+0.41

Calmar ratioReturn relative to maximum drawdown

1.91

-0.74

+2.65

Martin ratioReturn relative to average drawdown

5.09

-1.32

+6.41

SIL vs. CPNG - Sharpe Ratio Comparison

The current SIL Sharpe Ratio is 1.37, which is higher than the CPNG Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of SIL and CPNG, 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

SIL vs. CPNG - Drawdown Comparison

The maximum SIL drawdown since its inception was -82.99%, roughly equal to the maximum CPNG drawdown of -85.28%. Use the drawdown chart below to compare losses from any high point for SIL and CPNG.


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Drawdown Indicators


SILCPNGDifference

Max Drawdown

Largest peak-to-trough decline

-82.99%

-85.28%

+2.29%

Max Drawdown (1Y)

Largest decline over 1 year

-37.08%

-54.91%

+17.83%

Max Drawdown (3Y)

Largest decline over 3 years

-37.08%

-54.91%

+17.83%

Max Drawdown (5Y)

Largest decline over 5 years

-52.77%

-79.01%

+26.24%

Max Drawdown (10Y)

Largest decline over 10 years

-63.04%

Current Drawdown

Current decline from peak

-30.80%

-73.51%

+42.71%

Average Drawdown

Average peak-to-trough decline

-51.40%

-64.19%

+12.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.90%

30.85%

-16.95%

Volatility

SIL vs. CPNG - Volatility Comparison

The current volatility for Global X Silver Miners ETF (SIL) is 19.29%, while Coupang, Inc. (CPNG) has a volatility of 21.03%. This indicates that SIL experiences smaller price fluctuations and is considered to be less risky than CPNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SILCPNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.29%

21.03%

-1.74%

Volatility (6M)

Calculated over the trailing 6-month period

43.57%

39.57%

+4.00%

Volatility (1Y)

Calculated over the trailing 1-year period

51.69%

44.14%

+7.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.64%

52.50%

-12.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.81%

53.74%

-13.93%

Dividends

SIL vs. CPNG - Dividend Comparison

SIL's dividend yield for the trailing twelve months is around 1.21%, while CPNG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CPNG
Coupang, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SIL
Global X Silver Miners ETF
1.21%1.18%2.40%0.59%0.48%1.59%1.92%1.53%1.21%0.02%3.34%0.38%

Frequently Asked Questions


SIL and CPNG have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CPNG has higher volatility (21.03%) compared to SIL (19.29%). In terms of maximum drawdown, SIL dropped -82.99% vs CPNG's -85.28%.

SIL currently has the higher Sharpe Ratio (1.37 vs -0.92), 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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