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SIL vs. CRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SIL and CRT is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

SIL vs. CRT - Performance Comparison

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

-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-1.53%
7.63%
SIL
CRT

Key characteristics

Sharpe Ratio

SIL:

0.96

CRT:

-0.88

Sortino Ratio

SIL:

1.47

CRT:

-1.21

Omega Ratio

SIL:

1.18

CRT:

0.85

Calmar Ratio

SIL:

0.48

CRT:

-0.54

Martin Ratio

SIL:

3.50

CRT:

-1.05

Ulcer Index

SIL:

9.89%

CRT:

34.13%

Daily Std Dev

SIL:

36.15%

CRT:

40.71%

Max Drawdown

SIL:

-82.99%

CRT:

-83.46%

Current Drawdown

SIL:

-58.42%

CRT:

-60.06%

Returns By Period

The year-to-date returns for both stocks are quite close, with SIL having a 3.90% return and CRT slightly lower at 3.84%. Over the past 10 years, SIL has underperformed CRT with an annualized return of 1.40%, while CRT has yielded a comparatively higher 2.51% annualized return.


SIL

YTD

3.90%

1M

0.90%

6M

-1.54%

1Y

34.83%

5Y*

2.64%

10Y*

1.40%

CRT

YTD

3.84%

1M

9.25%

6M

7.63%

1Y

-34.53%

5Y*

13.56%

10Y*

2.51%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SIL vs. CRT — Risk-Adjusted Performance Rank

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

SIL
The Risk-Adjusted Performance Rank of SIL is 3535
Overall Rank
The Sharpe Ratio Rank of SIL is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of SIL is 3838
Sortino Ratio Rank
The Omega Ratio Rank of SIL is 3737
Omega Ratio Rank
The Calmar Ratio Rank of SIL is 2525
Calmar Ratio Rank
The Martin Ratio Rank of SIL is 3636
Martin Ratio Rank

CRT
The Risk-Adjusted Performance Rank of CRT is 1212
Overall Rank
The Sharpe Ratio Rank of CRT is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of CRT is 88
Sortino Ratio Rank
The Omega Ratio Rank of CRT is 99
Omega Ratio Rank
The Calmar Ratio Rank of CRT is 1515
Calmar Ratio Rank
The Martin Ratio Rank of CRT is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SIL vs. CRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Silver Miners ETF (SIL) and Cross Timbers Royalty Trust (CRT). 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.


Sharpe ratio
The chart of Sharpe ratio for SIL, currently valued at 0.96, compared to the broader market0.002.004.000.96-0.88
The chart of Sortino ratio for SIL, currently valued at 1.47, compared to the broader market0.005.0010.001.47-1.21
The chart of Omega ratio for SIL, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.180.85
The chart of Calmar ratio for SIL, currently valued at 0.48, compared to the broader market0.005.0010.0015.000.48-0.54
The chart of Martin ratio for SIL, currently valued at 3.50, compared to the broader market0.0020.0040.0060.0080.00100.003.50-1.05
SIL
CRT

The current SIL Sharpe Ratio is 0.96, which is higher than the CRT Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of SIL and CRT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00AugustSeptemberOctoberNovemberDecember2025
0.96
-0.88
SIL
CRT

Dividends

SIL vs. CRT - Dividend Comparison

SIL's dividend yield for the trailing twelve months is around 2.31%, less than CRT's 9.19% yield.


TTM20242023202220212020201920182017201620152014
SIL
Global X Silver Miners ETF
2.31%2.40%0.59%0.48%1.59%1.92%1.53%1.22%0.02%3.34%0.38%0.08%
CRT
Cross Timbers Royalty Trust
9.19%9.55%10.97%7.69%9.70%9.44%10.05%13.08%6.86%5.90%10.41%15.33%

Drawdowns

SIL vs. CRT - Drawdown Comparison

The maximum SIL drawdown since its inception was -82.99%, roughly equal to the maximum CRT drawdown of -83.46%. Use the drawdown chart below to compare losses from any high point for SIL and CRT. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%AugustSeptemberOctoberNovemberDecember2025
-58.42%
-60.06%
SIL
CRT

Volatility

SIL vs. CRT - Volatility Comparison

Global X Silver Miners ETF (SIL) has a higher volatility of 9.52% compared to Cross Timbers Royalty Trust (CRT) at 9.00%. This indicates that SIL's price experiences larger fluctuations and is considered to be riskier than CRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
9.52%
9.00%
SIL
CRT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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