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SIVR vs. CGAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIVR vs. CGAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Physical Silver Shares ETF (SIVR) and Centerra Gold Inc (CGAU). 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 -16.16% return, which is significantly lower than CGAU's 13.53% return.


SIVR

1D
-0.33%
1M
-11.29%
6M
-25.37%
YTD
-16.16%
1Y
54.52%
3Y*
36.76%
5Y*
17.63%
10Y*
11.16%

CGAU

1D
0.06%
1M
3.84%
6M
6.21%
YTD
13.53%
1Y
125.65%
3Y*
41.80%
5Y*
18.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIVR vs. CGAU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SIVR
abrdn Physical Silver Shares ETF
-16.16%145.34%21.08%-0.91%2.59%-8.68%
CGAU
Centerra Gold Inc
13.53%159.49%-1.45%19.37%-32.55%-14.48%

Correlation

The correlation between SIVR and CGAU is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2021

0.61

The correlation between SIVR and CGAU has been stable across timeframes, ranging from 0.61 to 0.70 - a consistent structural relationship.

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Return for Risk

SIVR vs. CGAU — 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: 3131
Sortino Ratio Rank
SIVR Omega Ratio Rank: 4343
Omega Ratio Rank
SIVR Calmar Ratio Rank: 2929
Calmar Ratio Rank
SIVR Martin Ratio Rank: 2424
Martin Ratio Rank

CGAU
CGAU Risk / Return Rank: 9191
Overall Rank
CGAU Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CGAU Sortino Ratio Rank: 8888
Sortino Ratio Rank
CGAU Omega Ratio Rank: 8989
Omega Ratio Rank
CGAU Calmar Ratio Rank: 9292
Calmar Ratio Rank
CGAU Martin Ratio Rank: 9292
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. CGAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Silver Shares ETF (SIVR) and Centerra Gold Inc (CGAU). 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.


SIVRCGAUDifference
Sharpe ratioReturn per unit of total volatility

-1.49

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

1.23

1.36

-0.14

Calmar ratioReturn relative to maximum drawdown

1.19

4.42

-3.23

Martin ratioReturn relative to average drawdown

2.49

11.31

-8.82

SIVR vs. CGAU - Sharpe Ratio Comparison

The current SIVR Sharpe Ratio is 1.00, which is lower than the CGAU Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of SIVR and CGAU, 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. CGAU - Drawdown Comparison

The maximum SIVR drawdown since its inception was -75.85%, which is greater than CGAU's maximum drawdown of -63.47%. Use the drawdown chart below to compare losses from any high point for SIVR and CGAU.


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Drawdown Indicators


SIVRCGAUDifference

Max Drawdown

Largest peak-to-trough decline

-75.85%

-63.47%

-12.38%

Max Drawdown (1Y)

Largest decline over 1 year

-50.92%

-29.50%

-21.42%

Max Drawdown (3Y)

Largest decline over 3 years

-50.92%

-30.24%

-20.68%

Max Drawdown (5Y)

Largest decline over 5 years

-50.92%

-63.47%

+12.55%

Max Drawdown (10Y)

Largest decline over 10 years

-50.92%

Current Drawdown

Current decline from peak

-48.85%

-22.42%

-26.43%

Average Drawdown

Average peak-to-trough decline

-47.83%

-29.49%

-18.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.36%

11.52%

+12.84%

Volatility

SIVR vs. CGAU - Volatility Comparison

The current volatility for abrdn Physical Silver Shares ETF (SIVR) is 14.32%, while Centerra Gold Inc (CGAU) has a volatility of 15.89%. This indicates that SIVR experiences smaller price fluctuations and is considered to be less risky than CGAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIVRCGAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.32%

15.89%

-1.57%

Volatility (6M)

Calculated over the trailing 6-month period

57.41%

43.07%

+14.34%

Volatility (1Y)

Calculated over the trailing 1-year period

60.96%

52.55%

+8.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.83%

47.18%

-10.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.18%

48.83%

-16.65%

Dividends

SIVR vs. CGAU - Dividend Comparison

SIVR has not paid dividends to shareholders, while CGAU's dividend yield for the trailing twelve months is around 1.25%.


PositionTTM202520242023
CGAU
Centerra Gold Inc
1.25%1.39%3.59%3.45%
SIVR
abrdn Physical Silver Shares ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


SIVR and CGAU have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CGAU has higher volatility (15.89%) compared to SIVR (14.32%). In terms of maximum drawdown, SIVR dropped -75.85% vs CGAU's -63.47%.

CGAU currently has the higher Sharpe Ratio (2.48 vs 1.00), 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.

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