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SILJ vs. BSM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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SILJ vs. BSM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SILJ
ETFMG Prime Junior Silver Miners ETF
11.35%183.89%6.39%-5.21%-15.42%-23.21%33.00%57.06%-27.95%-5.65%
BSM
Black Stone Minerals, L.P.
12.75%0.56%1.47%5.85%80.82%67.42%-42.97%-9.53%-7.04%2.49%

Returns By Period

In the year-to-date period, SILJ achieves a 11.35% return, which is significantly lower than BSM's 12.75% return. Over the past 10 years, SILJ has outperformed BSM with an annualized return of 15.15%, while BSM has yielded a comparatively lower 9.95% annualized return.


SILJ

1D
3.67%
1M
-22.88%
YTD
11.35%
6M
34.60%
1Y
163.12%
3Y*
44.62%
5Y*
17.55%
10Y*
15.15%

BSM

1D
-2.84%
1M
-3.55%
YTD
12.75%
6M
15.61%
1Y
5.45%
3Y*
8.36%
5Y*
21.52%
10Y*
9.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SILJ vs. BSM — Risk / Return Rank

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

SILJ
SILJ Risk / Return Rank: 9595
Overall Rank
SILJ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SILJ Sortino Ratio Rank: 9494
Sortino Ratio Rank
SILJ Omega Ratio Rank: 9292
Omega Ratio Rank
SILJ Calmar Ratio Rank: 9696
Calmar Ratio Rank
SILJ Martin Ratio Rank: 9595
Martin Ratio Rank

BSM
BSM Risk / Return Rank: 4545
Overall Rank
BSM Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BSM Sortino Ratio Rank: 4040
Sortino Ratio Rank
BSM Omega Ratio Rank: 4040
Omega Ratio Rank
BSM Calmar Ratio Rank: 4848
Calmar Ratio Rank
BSM Martin Ratio Rank: 4848
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.

SILJ vs. BSM - Risk-Adjusted Trends 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.


SILJBSMDifference

Sharpe ratio

Return per unit of total volatility

2.98

0.23

+2.75

Sortino ratio

Return per unit of downside risk

2.97

0.48

+2.49

Omega ratio

Gain probability vs. loss probability

1.42

1.06

+0.36

Calmar ratio

Return relative to maximum drawdown

4.58

0.29

+4.29

Martin ratio

Return relative to average drawdown

15.52

0.59

+14.93

SILJ vs. BSM - Sharpe Ratio Comparison

The current SILJ Sharpe Ratio is 2.98, which is higher than the BSM Sharpe Ratio of 0.23. 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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Sharpe Ratios by Period


SILJBSMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.98

0.23

+2.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.81

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.31

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.21

-0.12

Correlation

The correlation between SILJ and BSM 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.


Dividends

SILJ vs. BSM - Dividend Comparison

SILJ's dividend yield for the trailing twelve months is around 1.80%, less than BSM's 8.68% yield.


TTM20252024202320222021202020192018201720162015
SILJ
ETFMG Prime Junior Silver Miners ETF
1.80%2.00%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.
8.68%10.16%10.96%11.90%9.13%8.23%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 -79.04%, 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.


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Drawdown Indicators


SILJBSMDifference

Max Drawdown

Largest peak-to-trough decline

-79.04%

-75.58%

-3.46%

Max Drawdown (1Y)

Largest decline over 1 year

-34.71%

-19.66%

-15.05%

Max Drawdown (5Y)

Largest decline over 5 years

-56.09%

-25.52%

-30.57%

Max Drawdown (10Y)

Largest decline over 10 years

-70.06%

-75.58%

+5.52%

Current Drawdown

Current decline from peak

-23.55%

-4.86%

-18.69%

Average Drawdown

Average peak-to-trough decline

-41.66%

-16.52%

-25.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.25%

9.76%

+0.49%

Volatility

SILJ vs. BSM - Volatility Comparison

ETFMG Prime Junior Silver Miners ETF (SILJ) has a higher volatility of 20.08% compared to Black Stone Minerals, L.P. (BSM) at 5.71%. 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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Volatility by Period


SILJBSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.08%

5.71%

+14.37%

Volatility (6M)

Calculated over the trailing 6-month period

46.92%

14.68%

+32.24%

Volatility (1Y)

Calculated over the trailing 1-year period

55.05%

23.75%

+31.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.06%

26.77%

+17.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.61%

31.68%

+14.93%