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

Correlation

The correlation between SILJ and MAG 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. MAG - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
-28.87%
64.35%
SILJ
MAG

Key characteristics

Sharpe Ratio

SILJ:

0.56

MAG:

0.71

Sortino Ratio

SILJ:

1.06

MAG:

1.28

Omega Ratio

SILJ:

1.13

MAG:

1.15

Calmar Ratio

SILJ:

0.53

MAG:

0.67

Martin Ratio

SILJ:

1.58

MAG:

2.82

Ulcer Index

SILJ:

15.32%

MAG:

12.20%

Daily Std Dev

SILJ:

43.16%

MAG:

48.72%

Max Drawdown

SILJ:

-79.05%

MAG:

-81.82%

Current Drawdown

SILJ:

-31.10%

MAG:

-32.87%

Returns By Period

In the year-to-date period, SILJ achieves a 25.68% return, which is significantly higher than MAG's 16.98% return. Over the past 10 years, SILJ has underperformed MAG with an annualized return of 7.02%, while MAG has yielded a comparatively higher 9.71% annualized return.


SILJ

YTD

25.68%

1M

-0.40%

6M

-8.91%

1Y

21.01%

5Y*

8.60%

10Y*

7.02%

MAG

YTD

16.98%

1M

-3.47%

6M

-10.93%

1Y

31.80%

5Y*

10.60%

10Y*

9.71%

*Annualized

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Risk-Adjusted Performance

SILJ vs. MAG — 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

MAG
The Risk-Adjusted Performance Rank of MAG is 7575
Overall Rank
The Sharpe Ratio Rank of MAG is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of MAG is 7373
Sortino Ratio Rank
The Omega Ratio Rank of MAG is 7070
Omega Ratio Rank
The Calmar Ratio Rank of MAG is 7878
Calmar Ratio Rank
The Martin Ratio Rank of MAG is 7979
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. MAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime Junior Silver Miners ETF (SILJ) and MAG Silver Corp. (MAG). 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 0.56, compared to the broader market-1.000.001.002.003.004.00
SILJ: 0.56
MAG: 0.71
The chart of Sortino ratio for SILJ, currently valued at 1.06, compared to the broader market-2.000.002.004.006.008.00
SILJ: 1.06
MAG: 1.28
The chart of Omega ratio for SILJ, currently valued at 1.13, compared to the broader market0.501.001.502.00
SILJ: 1.13
MAG: 1.15
The chart of Calmar ratio for SILJ, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.0012.00
SILJ: 0.53
MAG: 0.67
The chart of Martin ratio for SILJ, currently valued at 1.58, compared to the broader market0.0020.0040.0060.00
SILJ: 1.58
MAG: 2.82

The current SILJ Sharpe Ratio is 0.56, which is comparable to the MAG Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of SILJ and MAG, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.56
0.71
SILJ
MAG

Dividends

SILJ vs. MAG - Dividend Comparison

SILJ's dividend yield for the trailing twelve months is around 5.78%, more than MAG's 1.15% yield.


TTM2024202320222021202020192018201720162015
SILJ
ETFMG Prime Junior Silver Miners ETF
5.78%7.26%0.01%0.06%0.36%1.23%1.45%1.65%0.00%0.52%2.45%
MAG
MAG Silver Corp.
1.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SILJ vs. MAG - Drawdown Comparison

The maximum SILJ drawdown since its inception was -79.05%, roughly equal to the maximum MAG drawdown of -81.82%. Use the drawdown chart below to compare losses from any high point for SILJ and MAG. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%NovemberDecember2025FebruaryMarchApril
-31.10%
-32.87%
SILJ
MAG

Volatility

SILJ vs. MAG - Volatility Comparison

The current volatility for ETFMG Prime Junior Silver Miners ETF (SILJ) is 18.85%, while MAG Silver Corp. (MAG) has a volatility of 21.35%. This indicates that SILJ experiences smaller price fluctuations and is considered to be less risky than MAG 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%22.00%NovemberDecember2025FebruaryMarchApril
18.85%
21.35%
SILJ
MAG