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

Correlation

The correlation between SILV and SIL is 0.63, 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.


-0.50.00.51.00.6

Performance

SILV vs. SIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SilverCrest Metals Inc (SILV) and Global X Silver Miners ETF (SIL). 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%JulyAugustSeptemberOctoberNovemberDecember
8,345.45%
67.44%
SILV
SIL

Key characteristics

Sharpe Ratio

SILV:

0.87

SIL:

0.58

Sortino Ratio

SILV:

1.54

SIL:

1.03

Omega Ratio

SILV:

1.17

SIL:

1.12

Calmar Ratio

SILV:

0.79

SIL:

0.29

Martin Ratio

SILV:

3.67

SIL:

2.05

Ulcer Index

SILV:

12.87%

SIL:

10.36%

Daily Std Dev

SILV:

54.25%

SIL:

36.48%

Max Drawdown

SILV:

-69.92%

SIL:

-82.99%

Current Drawdown

SILV:

-24.78%

SIL:

-58.79%

Returns By Period

In the year-to-date period, SILV achieves a 41.83% return, which is significantly higher than SIL's 18.03% return.


SILV

YTD

41.83%

1M

-9.63%

6M

15.26%

1Y

38.24%

5Y*

8.49%

10Y*

N/A

SIL

YTD

18.03%

1M

-7.59%

6M

5.60%

1Y

17.43%

5Y*

3.16%

10Y*

3.23%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SILV vs. SIL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SilverCrest Metals Inc (SILV) 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.


Sharpe ratio
The chart of Sharpe ratio for SILV, currently valued at 0.87, compared to the broader market-4.00-2.000.002.000.870.58
The chart of Sortino ratio for SILV, currently valued at 1.54, compared to the broader market-4.00-2.000.002.004.001.541.03
The chart of Omega ratio for SILV, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.12
The chart of Calmar ratio for SILV, currently valued at 0.79, compared to the broader market0.002.004.006.000.790.39
The chart of Martin ratio for SILV, currently valued at 3.67, compared to the broader market0.0010.0020.003.672.05
SILV
SIL

The current SILV Sharpe Ratio is 0.87, which is higher than the SIL Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of SILV 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.87
0.58
SILV
SIL

Dividends

SILV vs. SIL - Dividend Comparison

SILV has not paid dividends to shareholders, while SIL's dividend yield for the trailing twelve months is around 0.43%.


TTM20232022202120202019201820172016201520142013
SILV
SilverCrest Metals 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%
SIL
Global X Silver Miners ETF
0.43%0.59%0.48%1.59%1.92%1.53%1.22%0.02%3.34%0.38%0.08%0.66%

Drawdowns

SILV vs. SIL - Drawdown Comparison

The maximum SILV drawdown since its inception was -69.92%, smaller than the maximum SIL drawdown of -82.99%. Use the drawdown chart below to compare losses from any high point for SILV and SIL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-24.78%
-32.20%
SILV
SIL

Volatility

SILV vs. SIL - Volatility Comparison

SilverCrest Metals Inc (SILV) has a higher volatility of 18.39% compared to Global X Silver Miners ETF (SIL) at 12.37%. This indicates that SILV's price experiences larger fluctuations and is considered to be riskier than SIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
18.39%
12.37%
SILV
SIL
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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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