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SILV vs. GLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SILV and GLD is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

SILV vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SilverCrest Metals Inc (SILV) and SPDR Gold Trust (GLD). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%NovemberDecember2025FebruaryMarchApril
10,400.00%
151.03%
SILV
GLD

Key characteristics

Returns By Period


SILV

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GLD

YTD

15.52%

1M

3.75%

6M

14.17%

1Y

32.24%

5Y*

12.91%

10Y*

9.21%

*Annualized

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Risk-Adjusted Performance

SILV vs. GLD — Risk-Adjusted Performance Rank

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

SILV
The Risk-Adjusted Performance Rank of SILV is 9191
Overall Rank
The Sharpe Ratio Rank of SILV is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of SILV is 9191
Sortino Ratio Rank
The Omega Ratio Rank of SILV is 8686
Omega Ratio Rank
The Calmar Ratio Rank of SILV is 9292
Calmar Ratio Rank
The Martin Ratio Rank of SILV is 9393
Martin Ratio Rank

GLD
The Risk-Adjusted Performance Rank of GLD is 9494
Overall Rank
The Sharpe Ratio Rank of GLD is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of GLD is 9393
Sortino Ratio Rank
The Omega Ratio Rank of GLD is 9393
Omega Ratio Rank
The Calmar Ratio Rank of GLD is 9595
Calmar Ratio Rank
The Martin Ratio Rank of GLD is 9292
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.

SILV vs. GLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SilverCrest Metals Inc (SILV) and SPDR Gold Trust (GLD). 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 SILV, currently valued at 1.24, compared to the broader market-2.00-1.000.001.002.00
SILV: 1.24
GLD: 2.02
The chart of Sortino ratio for SILV, currently valued at 1.94, compared to the broader market-6.00-4.00-2.000.002.004.00
SILV: 1.94
GLD: 2.65
The chart of Omega ratio for SILV, currently valued at 1.23, compared to the broader market0.501.001.502.00
SILV: 1.23
GLD: 1.34
The chart of Calmar ratio for SILV, currently valued at 1.43, compared to the broader market0.001.002.003.004.00
SILV: 1.43
GLD: 3.88
The chart of Martin ratio for SILV, currently valued at 5.62, compared to the broader market-10.000.0010.0020.00
SILV: 5.62
GLD: 10.48


Rolling 12-month Sharpe Ratio1.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.24
2.02
SILV
GLD

Dividends

SILV vs. GLD - Dividend Comparison

Neither SILV nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SILV vs. GLD - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.48%
-2.93%
SILV
GLD

Volatility

SILV vs. GLD - Volatility Comparison

The current volatility for SilverCrest Metals Inc (SILV) is 0.00%, while SPDR Gold Trust (GLD) has a volatility of 4.33%. This indicates that SILV experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril0
4.33%
SILV
GLD
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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.

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