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SILJ vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SILJ and BTC-USD is 0.21, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

SILJ vs. BTC-USD - Performance Comparison

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

0.00%200,000.00%400,000.00%600,000.00%800,000.00%NovemberDecember2025FebruaryMarchApril
-28.87%
758,597.27%
SILJ
BTC-USD

Key characteristics

Sharpe Ratio

SILJ:

0.56

BTC-USD:

1.90

Sortino Ratio

SILJ:

1.06

BTC-USD:

2.52

Omega Ratio

SILJ:

1.13

BTC-USD:

1.26

Calmar Ratio

SILJ:

0.53

BTC-USD:

1.68

Martin Ratio

SILJ:

1.58

BTC-USD:

8.54

Ulcer Index

SILJ:

15.32%

BTC-USD:

11.32%

Daily Std Dev

SILJ:

43.16%

BTC-USD:

42.81%

Max Drawdown

SILJ:

-79.05%

BTC-USD:

-93.07%

Current Drawdown

SILJ:

-31.10%

BTC-USD:

-11.73%

Returns By Period

In the year-to-date period, SILJ achieves a 25.68% return, which is significantly higher than BTC-USD's 0.29% return. Over the past 10 years, SILJ has underperformed BTC-USD with an annualized return of 7.02%, while BTC-USD has yielded a comparatively higher 82.48% annualized return.


SILJ

YTD

25.68%

1M

-0.40%

6M

-8.91%

1Y

21.01%

5Y*

8.60%

10Y*

7.02%

BTC-USD

YTD

0.29%

1M

7.12%

6M

37.47%

1Y

45.77%

5Y*

65.44%

10Y*

82.48%

*Annualized

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Risk-Adjusted Performance

SILJ vs. BTC-USD — 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 6363
Overall Rank
The Sharpe Ratio Rank of SILJ is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SILJ is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SILJ is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SILJ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SILJ is 5454
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9191
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
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. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime 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.


The chart of Sharpe ratio for SILJ, currently valued at 0.46, compared to the broader market-1.000.001.002.003.004.00
SILJ: 0.46
BTC-USD: 2.02
The chart of Sortino ratio for SILJ, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.00
SILJ: 0.96
BTC-USD: 2.62
The chart of Omega ratio for SILJ, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
SILJ: 1.12
BTC-USD: 1.27
The chart of Calmar ratio for SILJ, currently valued at 0.12, compared to the broader market0.002.004.006.008.0010.0012.00
SILJ: 0.12
BTC-USD: 1.81
The chart of Martin ratio for SILJ, currently valued at 1.16, compared to the broader market0.0020.0040.0060.00
SILJ: 1.16
BTC-USD: 9.04

The current SILJ Sharpe Ratio is 0.56, which is lower than the BTC-USD Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of SILJ and BTC-USD, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.46
2.02
SILJ
BTC-USD

Drawdowns

SILJ vs. BTC-USD - Drawdown Comparison

The maximum SILJ drawdown since its inception was -79.05%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for SILJ and BTC-USD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.10%
-11.73%
SILJ
BTC-USD

Volatility

SILJ vs. BTC-USD - Volatility Comparison

ETFMG Prime Junior Silver Miners ETF (SILJ) has a higher volatility of 18.71% compared to Bitcoin (BTC-USD) at 16.27%. 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.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%NovemberDecember2025FebruaryMarchApril
18.71%
16.27%
SILJ
BTC-USD