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SILO vs. MUB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SILO and MUB is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

SILO vs. MUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Silo Pharma Inc (SILO) and iShares National AMT-Free Muni Bond ETF (MUB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SILO:

-0.42

MUB:

0.30

Sortino Ratio

SILO:

-0.05

MUB:

0.36

Omega Ratio

SILO:

0.99

MUB:

1.05

Calmar Ratio

SILO:

-0.79

MUB:

0.26

Martin Ratio

SILO:

-1.22

MUB:

0.75

Ulcer Index

SILO:

63.63%

MUB:

1.63%

Daily Std Dev

SILO:

187.57%

MUB:

4.78%

Max Drawdown

SILO:

-99.17%

MUB:

-13.68%

Current Drawdown

SILO:

-97.83%

MUB:

-3.08%

Returns By Period

In the year-to-date period, SILO achieves a -50.11% return, which is significantly lower than MUB's -1.50% return. Over the past 10 years, SILO has underperformed MUB with an annualized return of -11.46%, while MUB has yielded a comparatively higher 1.98% annualized return.


SILO

YTD

-50.11%

1M

-43.08%

6M

-55.60%

1Y

-78.65%

3Y*

-60.58%

5Y*

6.77%

10Y*

-11.46%

MUB

YTD

-1.50%

1M

-0.52%

6M

-2.82%

1Y

1.27%

3Y*

1.42%

5Y*

0.33%

10Y*

1.98%

*Annualized

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Silo Pharma Inc

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Risk-Adjusted Performance

SILO vs. MUB — Risk-Adjusted Performance Rank

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

SILO
The Risk-Adjusted Performance Rank of SILO is 2323
Overall Rank
The Sharpe Ratio Rank of SILO is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of SILO is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SILO is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SILO is 55
Calmar Ratio Rank
The Martin Ratio Rank of SILO is 1717
Martin Ratio Rank

MUB
The Risk-Adjusted Performance Rank of MUB is 2727
Overall Rank
The Sharpe Ratio Rank of MUB is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of MUB is 2222
Sortino Ratio Rank
The Omega Ratio Rank of MUB is 2323
Omega Ratio Rank
The Calmar Ratio Rank of MUB is 3131
Calmar Ratio Rank
The Martin Ratio Rank of MUB is 2828
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.

SILO vs. MUB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Silo Pharma Inc (SILO) and iShares National AMT-Free Muni Bond ETF (MUB). 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 SILO Sharpe Ratio is -0.42, which is lower than the MUB Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of SILO and MUB, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SILO vs. MUB - Dividend Comparison

SILO has not paid dividends to shareholders, while MUB's dividend yield for the trailing twelve months is around 3.15%.


TTM20242023202220212020201920182017201620152014
SILO
Silo Pharma Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MUB
iShares National AMT-Free Muni Bond ETF
3.15%3.01%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%2.73%

Drawdowns

SILO vs. MUB - Drawdown Comparison

The maximum SILO drawdown since its inception was -99.17%, which is greater than MUB's maximum drawdown of -13.68%. Use the drawdown chart below to compare losses from any high point for SILO and MUB.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SILO vs. MUB - Volatility Comparison

Silo Pharma Inc (SILO) has a higher volatility of 64.81% compared to iShares National AMT-Free Muni Bond ETF (MUB) at 1.10%. This indicates that SILO's price experiences larger fluctuations and is considered to be riskier than MUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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