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SIVR vs. BJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIVR vs. BJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Physical Silver Shares ETF (SIVR) and BJ's Wholesale Club Holdings, Inc. (BJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SIVR achieves a -18.27% return, which is significantly lower than BJ's 3.23% return.


SIVR

1D
1.02%
1M
0.49%
6M
-43.33%
YTD
-18.27%
1Y
52.04%
3Y*
32.71%
5Y*
17.88%
10Y*
11.14%
ALL TIME*
8.48%

BJ

1D
1.81%
1M
7.68%
6M
-4.63%
YTD
3.23%
1Y
-10.81%
3Y*
12.53%
5Y*
12.93%
10Y*
ALL TIME*
20.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$149.84M$164.52M$193.09M
$43.70M$48.33M$88.80M

SIVR vs. BJ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SIVR
abrdn Physical Silver Shares ETF
-18.27%145.34%21.08%-0.91%2.59%-12.33%47.52%15.17%-3.72%
BJ
BJ's Wholesale Club Holdings, Inc.
3.23%0.76%34.04%0.76%-1.21%79.64%63.94%2.62%4.28%

Correlation

The correlation between SIVR and BJ is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.07

Correlation (3Y)
Balances recent behavior with more history.

0.01

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.02

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2018

0.03

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Return for Risk

SIVR vs. BJ — Risk / Return Rank

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

SIVR
SIVR Risk / Return Rank: 3232
Overall Rank
SIVR Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SIVR Sortino Ratio Rank: 3434
Sortino Ratio Rank
SIVR Omega Ratio Rank: 4242
Omega Ratio Rank
SIVR Calmar Ratio Rank: 2929
Calmar Ratio Rank
SIVR Martin Ratio Rank: 2424
Martin Ratio Rank

BJ
BJ Risk / Return Rank: 3131
Overall Rank
BJ Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
BJ Sortino Ratio Rank: 2929
Sortino Ratio Rank
BJ Omega Ratio Rank: 2929
Omega Ratio Rank
BJ Calmar Ratio Rank: 3232
Calmar Ratio Rank
BJ Martin Ratio Rank: 3434
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.

SIVR vs. BJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Silver Shares ETF (SIVR) and BJ's Wholesale Club Holdings, Inc. (BJ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SIVRBJDifference
Sharpe ratioReturn per unit of total volatility

+1.14

Sortino ratioReturn per unit of downside risk

+1.54

Omega ratioGain probability vs. loss probability

1.19

0.97

+0.23

Calmar ratioReturn relative to maximum drawdown

0.93

-0.43

+1.36

Martin ratioReturn relative to average drawdown

1.84

-0.69

+2.54

SIVR vs. BJ - Sharpe Ratio Comparison

The current SIVR Sharpe Ratio is 0.79, which is higher than the BJ Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of SIVR and BJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SIVR vs. BJ - Drawdown Comparison

The maximum SIVR drawdown since its inception was -75.85%, which is greater than BJ's maximum drawdown of -38.76%. Use the drawdown chart below to compare losses from any high point for SIVR and BJ.


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Drawdown Indicators


SIVRBJDifference

Max Drawdown

Largest peak-to-trough decline

-75.85%

-38.76%

-37.09%

Max Drawdown (1Y)

Largest decline over 1 year

-52.27%

-23.79%

-28.48%

Max Drawdown (3Y)

Largest decline over 3 years

-52.27%

-30.12%

-22.15%

Max Drawdown (5Y)

Largest decline over 5 years

-52.27%

-30.12%

-22.15%

Max Drawdown (10Y)

Largest decline over 10 years

-52.27%

Current Drawdown

Current decline from peak

-50.14%

-22.51%

-27.63%

Average Drawdown

Average peak-to-trough decline

-47.84%

-12.67%

-35.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.36%

14.84%

+11.52%

Volatility

SIVR vs. BJ - Volatility Comparison

abrdn Physical Silver Shares ETF (SIVR) has a higher volatility of 10.69% compared to BJ's Wholesale Club Holdings, Inc. (BJ) at 7.97%. This indicates that SIVR's price experiences larger fluctuations and is considered to be riskier than BJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIVRBJDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.69%

7.97%

+2.72%

Volatility (6M)

Calculated over the trailing 6-month period

56.35%

22.54%

+33.81%

Volatility (1Y)

Calculated over the trailing 1-year period

61.32%

29.99%

+31.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.96%

32.42%

+4.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.25%

37.04%

-4.79%

Dividends

SIVR vs. BJ - Dividend Comparison

Neither SIVR nor BJ has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SIVR and BJ have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIVR has higher volatility (10.69%) compared to BJ (7.97%). In terms of maximum drawdown, SIVR dropped -75.85% vs BJ's -38.76%.

SIVR currently has the higher Sharpe Ratio (0.79 vs -0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SIVR and BJ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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