PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SILJ vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SILJ and BTC-USD is 0.09, 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.


-0.50.00.51.00.1

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.

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
-8.07%
53.19%
SILJ
BTC-USD

Key characteristics

Sharpe Ratio

SILJ:

0.70

BTC-USD:

2.37

Sortino Ratio

SILJ:

1.21

BTC-USD:

3.04

Omega Ratio

SILJ:

1.15

BTC-USD:

1.30

Calmar Ratio

SILJ:

0.47

BTC-USD:

2.36

Martin Ratio

SILJ:

2.23

BTC-USD:

10.80

Ulcer Index

SILJ:

12.46%

BTC-USD:

11.01%

Daily Std Dev

SILJ:

39.55%

BTC-USD:

43.83%

Max Drawdown

SILJ:

-79.05%

BTC-USD:

-93.07%

Current Drawdown

SILJ:

-41.64%

BTC-USD:

-1.63%

Returns By Period

In the year-to-date period, SILJ achieves a 6.45% return, which is significantly lower than BTC-USD's 11.75% return. Over the past 10 years, SILJ has underperformed BTC-USD with an annualized return of 2.56%, while BTC-USD has yielded a comparatively higher 84.63% annualized return.


SILJ

YTD

6.45%

1M

4.09%

6M

-8.07%

1Y

28.12%

5Y*

0.91%

10Y*

2.56%

BTC-USD

YTD

11.75%

1M

7.10%

6M

55.45%

1Y

150.87%

5Y*

64.54%

10Y*

84.63%

*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

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 2727
Overall Rank
The Sharpe Ratio Rank of SILJ is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of SILJ is 3131
Sortino Ratio Rank
The Omega Ratio Rank of SILJ is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SILJ is 2424
Calmar Ratio Rank
The Martin Ratio Rank of SILJ is 2626
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8585
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8484
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8383
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9191
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 8585
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.


Sharpe ratio
The chart of Sharpe ratio for SILJ, currently valued at -0.16, compared to the broader market0.002.004.00-0.162.37
The chart of Sortino ratio for SILJ, currently valued at 0.05, compared to the broader market0.005.0010.000.053.04
The chart of Omega ratio for SILJ, currently valued at 1.01, compared to the broader market1.002.003.001.011.30
The chart of Calmar ratio for SILJ, currently valued at 0.47, compared to the broader market0.005.0010.0015.0020.000.472.36
The chart of Martin ratio for SILJ, currently valued at -0.44, compared to the broader market0.0020.0040.0060.0080.00100.00-0.4410.80
SILJ
BTC-USD

The current SILJ Sharpe Ratio is 0.70, which is lower than the BTC-USD Sharpe Ratio of 2.37. 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.16
2.37
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%AugustSeptemberOctoberNovemberDecember2025
-41.64%
-1.63%
SILJ
BTC-USD

Volatility

SILJ vs. BTC-USD - Volatility Comparison

The current volatility for ETFMG Prime Junior Silver Miners ETF (SILJ) is 9.00%, while Bitcoin (BTC-USD) has a volatility of 12.57%. This indicates that SILJ experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%12.00%14.00%16.00%18.00%20.00%AugustSeptemberOctoberNovemberDecember2025
9.00%
12.57%
SILJ
BTC-USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab