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SILJ vs. BSM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SILJ and BSM is 0.30, 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.


Performance

SILJ vs. BSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG Prime Junior Silver Miners ETF (SILJ) and Black Stone Minerals, L.P. (BSM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SILJ:

0.15

BSM:

-0.11

Sortino Ratio

SILJ:

0.54

BSM:

-0.13

Omega Ratio

SILJ:

1.06

BSM:

0.98

Calmar Ratio

SILJ:

0.15

BSM:

-0.27

Martin Ratio

SILJ:

0.45

BSM:

-0.79

Ulcer Index

SILJ:

15.64%

BSM:

5.58%

Daily Std Dev

SILJ:

43.49%

BSM:

22.27%

Max Drawdown

SILJ:

-79.05%

BSM:

-75.58%

Current Drawdown

SILJ:

-34.58%

BSM:

-9.64%

Returns By Period

In the year-to-date period, SILJ achieves a 19.34% return, which is significantly higher than BSM's -0.26% return. Over the past 10 years, SILJ has underperformed BSM with an annualized return of 5.45%, while BSM has yielded a comparatively higher 6.90% annualized return.


SILJ

YTD

19.34%

1M

-6.25%

6M

8.06%

1Y

6.34%

5Y*

3.84%

10Y*

5.45%

BSM

YTD

-0.26%

1M

1.58%

6M

-3.88%

1Y

-2.51%

5Y*

29.84%

10Y*

6.90%

*Annualized

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Risk-Adjusted Performance

SILJ vs. BSM — Risk-Adjusted Performance Rank

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

SILJ
The Risk-Adjusted Performance Rank of SILJ is 2525
Overall Rank
The Sharpe Ratio Rank of SILJ is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of SILJ is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SILJ is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SILJ is 2525
Calmar Ratio Rank
The Martin Ratio Rank of SILJ is 2222
Martin Ratio Rank

BSM
The Risk-Adjusted Performance Rank of BSM is 3535
Overall Rank
The Sharpe Ratio Rank of BSM is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of BSM is 3232
Sortino Ratio Rank
The Omega Ratio Rank of BSM is 3131
Omega Ratio Rank
The Calmar Ratio Rank of BSM is 3333
Calmar Ratio Rank
The Martin Ratio Rank of BSM is 3333
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.

SILJ vs. BSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime Junior Silver Miners ETF (SILJ) and Black Stone Minerals, L.P. (BSM). 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.


The current SILJ Sharpe Ratio is 0.15, which is higher than the BSM Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of SILJ and BSM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SILJ vs. BSM - Dividend Comparison

SILJ's dividend yield for the trailing twelve months is around 6.08%, less than BSM's 10.86% yield.


TTM2024202320222021202020192018201720162015
SILJ
ETFMG Prime Junior Silver Miners ETF
6.08%7.26%0.01%0.05%0.36%1.23%1.45%1.66%0.00%0.52%2.46%
BSM
Black Stone Minerals, L.P.
10.86%10.96%11.90%9.13%7.74%10.18%11.64%8.61%6.69%5.86%2.94%

Drawdowns

SILJ vs. BSM - Drawdown Comparison

The maximum SILJ drawdown since its inception was -79.05%, roughly equal to the maximum BSM drawdown of -75.58%. Use the drawdown chart below to compare losses from any high point for SILJ and BSM. For additional features, visit the drawdowns tool.


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Volatility

SILJ vs. BSM - Volatility Comparison

ETFMG Prime Junior Silver Miners ETF (SILJ) has a higher volatility of 11.52% compared to Black Stone Minerals, L.P. (BSM) at 7.35%. This indicates that SILJ's price experiences larger fluctuations and is considered to be riskier than BSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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