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SILO vs. MUB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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SILO vs. MUB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SILO
Silo Pharma Inc
1.15%-61.80%-38.19%-57.14%-53.01%-66.31%21.26%-65.00%344.44%
MUB
iShares National AMT-Free Muni Bond ETF
0.04%3.78%1.26%5.56%-7.34%1.02%5.12%7.06%2.72%

Returns By Period

In the year-to-date period, SILO achieves a 1.15% return, which is significantly higher than MUB's 0.04% return.


SILO

1D
-4.39%
1M
-3.56%
YTD
1.15%
6M
-49.84%
1Y
-69.57%
3Y*
-45.29%
5Y*
-53.00%
10Y*

MUB

1D
0.42%
1M
-1.55%
YTD
0.04%
6M
1.52%
1Y
4.03%
3Y*
2.67%
5Y*
0.88%
10Y*
2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SILO vs. MUB — Risk / Return Rank

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

SILO
SILO Risk / Return Rank: 1212
Overall Rank
SILO Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SILO Sortino Ratio Rank: 1313
Sortino Ratio Rank
SILO Omega Ratio Rank: 1414
Omega Ratio Rank
SILO Calmar Ratio Rank: 55
Calmar Ratio Rank
SILO Martin Ratio Rank: 1414
Martin Ratio Rank

MUB
MUB Risk / Return Rank: 4949
Overall Rank
MUB Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 4444
Sortino Ratio Rank
MUB Omega Ratio Rank: 5555
Omega Ratio Rank
MUB Calmar Ratio Rank: 4949
Calmar Ratio Rank
MUB Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SILO vs. MUB - Risk-Adjusted Trends 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.


SILOMUBDifference

Sharpe ratio

Return per unit of total volatility

-0.66

0.98

-1.64

Sortino ratio

Return per unit of downside risk

-0.80

1.27

-2.08

Omega ratio

Gain probability vs. loss probability

0.90

1.21

-0.32

Calmar ratio

Return relative to maximum drawdown

-0.93

1.33

-2.26

Martin ratio

Return relative to average drawdown

-1.30

4.22

-5.53

SILO vs. MUB - Sharpe Ratio Comparison

The current SILO Sharpe Ratio is -0.66, which is lower than the MUB Sharpe Ratio of 0.98. 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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Sharpe Ratios by Period


SILOMUBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.66

0.98

-1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

0.22

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.31

0.58

-0.88

Correlation

The correlation between SILO and MUB is 0.02, 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.


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 3.19%.


TTM20252024202320222021202020192018201720162015
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
3.19%3.14%3.01%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%

Drawdowns

SILO vs. MUB - Drawdown Comparison

The maximum SILO drawdown since its inception was -99.44%, 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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Drawdown Indicators


SILOMUBDifference

Max Drawdown

Largest peak-to-trough decline

-99.44%

-13.68%

-85.76%

Max Drawdown (1Y)

Largest decline over 1 year

-75.76%

-3.30%

-72.46%

Max Drawdown (5Y)

Largest decline over 5 years

-98.32%

-11.88%

-86.44%

Max Drawdown (10Y)

Largest decline over 10 years

-13.68%

Current Drawdown

Current decline from peak

-99.31%

-1.87%

-97.44%

Average Drawdown

Average peak-to-trough decline

-86.90%

-2.24%

-84.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.20%

1.04%

+53.16%

Volatility

SILO vs. MUB - Volatility Comparison

Silo Pharma Inc (SILO) has a higher volatility of 25.08% compared to iShares National AMT-Free Muni Bond ETF (MUB) at 1.56%. 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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Volatility by Period


SILOMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.08%

1.56%

+23.52%

Volatility (6M)

Calculated over the trailing 6-month period

58.66%

2.07%

+56.59%

Volatility (1Y)

Calculated over the trailing 1-year period

105.23%

4.15%

+101.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

117.59%

4.04%

+113.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

145.71%

4.91%

+140.80%