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

Correlation

The correlation between SILJ and SIL 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.


Performance

SILJ vs. SIL - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SILJ:

0.15

SIL:

0.53

Sortino Ratio

SILJ:

0.54

SIL:

0.98

Omega Ratio

SILJ:

1.06

SIL:

1.12

Calmar Ratio

SILJ:

0.15

SIL:

0.33

Martin Ratio

SILJ:

0.45

SIL:

1.89

Ulcer Index

SILJ:

15.64%

SIL:

11.08%

Daily Std Dev

SILJ:

43.49%

SIL:

39.09%

Max Drawdown

SILJ:

-79.05%

SIL:

-82.99%

Current Drawdown

SILJ:

-34.58%

SIL:

-50.92%

Returns By Period

In the year-to-date period, SILJ achieves a 19.34% return, which is significantly lower than SIL's 22.63% return. Over the past 10 years, SILJ has outperformed SIL with an annualized return of 5.45%, while SIL has yielded a comparatively lower 4.43% annualized return.


SILJ

YTD

19.34%

1M

-6.25%

6M

8.06%

1Y

6.34%

5Y*

3.84%

10Y*

5.45%

SIL

YTD

22.63%

1M

-5.00%

6M

15.24%

1Y

20.59%

5Y*

3.51%

10Y*

4.43%

*Annualized

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SILJ vs. SIL - Expense Ratio Comparison

SILJ has a 0.69% expense ratio, which is higher than SIL's 0.65% expense ratio.


Risk-Adjusted Performance

SILJ vs. SIL — 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 2525
Overall Rank
The Sharpe Ratio Rank of SILJ is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of SILJ is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SILJ is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SILJ is 2525
Calmar Ratio Rank
The Martin Ratio Rank of SILJ is 2222
Martin Ratio Rank

SIL
The Risk-Adjusted Performance Rank of SIL is 5050
Overall Rank
The Sharpe Ratio Rank of SIL is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of SIL is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SIL is 5151
Omega Ratio Rank
The Calmar Ratio Rank of SIL is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SIL is 5353
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. SIL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime Junior Silver Miners ETF (SILJ) and Global X Silver Miners ETF (SIL). 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 current SILJ Sharpe Ratio is 0.15, which is lower than the SIL Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of SILJ and SIL, 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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Dividends

SILJ vs. SIL - Dividend Comparison

SILJ's dividend yield for the trailing twelve months is around 6.08%, more than SIL's 1.96% yield.


TTM20242023202220212020201920182017201620152014
SILJ
ETFMG Prime Junior Silver Miners ETF
6.08%7.26%0.01%0.05%0.36%1.23%1.45%1.66%0.00%0.52%2.46%0.00%
SIL
Global X Silver Miners ETF
1.96%2.40%0.59%0.48%1.59%1.92%1.53%1.22%0.02%3.34%0.38%0.08%

Drawdowns

SILJ vs. SIL - Drawdown Comparison

The maximum SILJ drawdown since its inception was -79.05%, roughly equal to the maximum SIL drawdown of -82.99%. Use the drawdown chart below to compare losses from any high point for SILJ and SIL. For additional features, visit the drawdowns tool.


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Volatility

SILJ vs. SIL - Volatility Comparison

ETFMG Prime Junior Silver Miners ETF (SILJ) and Global X Silver Miners ETF (SIL) have volatilities of 11.52% and 11.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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