PortfoliosLab logoPortfoliosLab logo
SILJ vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

SILJ vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Junior Silver Miners ETF (SILJ) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SILJ achieves a 6.61% return, which is significantly higher than BTC-USD's -27.71% return. Over the past 10 years, SILJ has underperformed BTC-USD with an annualized return of 10.08%, while BTC-USD has yielded a comparatively higher 60.00% annualized return.


SILJ

1D
-5.24%
1M
2.57%
YTD
6.61%
6M
16.40%
1Y
111.95%
3Y*
47.77%
5Y*
13.13%
10Y*
10.08%

BTC-USD

1D
-5.18%
1M
-20.79%
YTD
-27.71%
6M
-32.32%
1Y
-40.02%
3Y*
32.61%
5Y*
11.41%
10Y*
60.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SILJ vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SILJ
Amplify Junior Silver Miners ETF
6.61%183.89%6.39%-5.21%-15.42%-23.21%33.00%57.06%-27.95%-5.65%
BTC-USD
Bitcoin
-27.71%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between SILJ and BTC-USD is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.16

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

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2012

0.10

The correlation between SILJ and BTC-USD shifts across timeframes, from 0.10 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

SILJ vs. BTC-USD — Risk / Return Rank

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

SILJ
SILJ Risk / Return Rank: 5454
Overall Rank
SILJ Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SILJ Sortino Ratio Rank: 4646
Sortino Ratio Rank
SILJ Omega Ratio Rank: 5151
Omega Ratio Rank
SILJ Calmar Ratio Rank: 6464
Calmar Ratio Rank
SILJ Martin Ratio Rank: 4747
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3939
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3232
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3131
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 7171
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 5050
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. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Junior Silver Miners ETF (SILJ) and Bitcoin (BTC-USD). 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.


SILJBTC-USDDifference

Sharpe ratio

Return per unit of total volatility

2.05

-0.93

+2.98

Sortino ratio

Return per unit of downside risk

2.35

-1.31

+3.66

Omega ratio

Gain probability vs. loss probability

1.32

0.87

+0.46

Calmar ratio

Return relative to maximum drawdown

3.24

-0.81

+4.05

Martin ratio

Return relative to average drawdown

7.99

-1.42

+9.41

SILJ vs. BTC-USD - Sharpe Ratio Comparison

The current SILJ Sharpe Ratio is 2.05, which is higher than the BTC-USD Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of SILJ and BTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SILJBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

-0.93

+2.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.21

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.88

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

1.13

-1.05

Drawdowns

SILJ vs. BTC-USD - Drawdown Comparison

The maximum SILJ drawdown since its inception was -79.04%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for SILJ and BTC-USD.


Loading charts...

Drawdown Indicators


SILJBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-79.04%

-85.30%

+6.26%

Max Drawdown (1Y)

Largest decline over 1 year

-34.71%

-49.65%

+14.94%

Max Drawdown (3Y)

Largest decline over 3 years

-34.71%

-49.65%

+14.94%

Max Drawdown (5Y)

Largest decline over 5 years

-55.47%

-76.67%

+21.20%

Max Drawdown (10Y)

Largest decline over 10 years

-70.06%

-83.80%

+13.74%

Current Drawdown

Current decline from peak

-26.80%

-49.29%

+22.49%

Average Drawdown

Average peak-to-trough decline

-41.43%

-42.27%

+0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.06%

33.73%

-19.67%

Volatility

SILJ vs. BTC-USD - Volatility Comparison

Amplify Junior Silver Miners ETF (SILJ) has a higher volatility of 18.69% compared to Bitcoin (BTC-USD) at 10.81%. This indicates that SILJ's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SILJBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.69%

10.81%

+7.88%

Volatility (6M)

Calculated over the trailing 6-month period

45.24%

34.33%

+10.91%

Volatility (1Y)

Calculated over the trailing 1-year period

54.90%

35.60%

+19.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.35%

45.05%

-0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.24%

56.69%

-10.45%

Frequently Asked Questions


SILJ and BTC-USD have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SILJ has higher volatility (18.69%) compared to BTC-USD (10.81%). In terms of maximum drawdown, SILJ dropped -79.04% vs BTC-USD's -85.30%.

SILJ currently has the higher Sharpe Ratio (2.05 vs -0.93), 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.

Portfolio Optimizer

Find the right allocation for SILJ and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer