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SLV vs. ETH-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

SLV vs. ETH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Silver Trust (SLV) and Ethereum (ETH-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SLV achieves a -4.41% return, which is significantly higher than ETH-USD's -43.98% return. Over the past 10 years, SLV has underperformed ETH-USD with an annualized return of 14.08%, while ETH-USD has yielded a comparatively higher 61.34% annualized return.


SLV

1D
0.02%
1M
-15.66%
YTD
-4.41%
6M
16.83%
1Y
88.38%
3Y*
40.36%
5Y*
19.02%
10Y*
14.08%

ETH-USD

1D
-1.64%
1M
-28.55%
YTD
-43.98%
6M
-46.81%
1Y
-33.81%
3Y*
-3.34%
5Y*
-8.64%
10Y*
61.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLV vs. ETH-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLV
iShares Silver Trust
-4.41%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%
ETH-USD
Ethereum
-43.98%-10.91%46.00%90.84%-67.48%398.30%473.88%-1.52%-82.39%8,984.19%

Correlation

The correlation between SLV and ETH-USD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.12

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

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2015

0.11

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Return for Risk

SLV vs. ETH-USD — Risk / Return Rank

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

SLV
SLV Risk / Return Rank: 4343
Overall Rank
SLV Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 3838
Sortino Ratio Rank
SLV Omega Ratio Rank: 5454
Omega Ratio Rank
SLV Calmar Ratio Rank: 4747
Calmar Ratio Rank
SLV Martin Ratio Rank: 3232
Martin Ratio Rank

ETH-USD
ETH-USD Risk / Return Rank: 6868
Overall Rank
ETH-USD Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 6565
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 6565
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7474
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 7373
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.

SLV vs. ETH-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Silver Trust (SLV) and Ethereum (ETH-USD). 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.


SLVETH-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.99

Sortino ratioReturn per unit of downside risk

+2.18

Omega ratioGain probability vs. loss probability

1.30

0.96

+0.34

Calmar ratioReturn relative to maximum drawdown

2.09

-0.50

+2.59

Martin ratioReturn relative to average drawdown

4.40

-0.88

+5.28

SLV vs. ETH-USD - Sharpe Ratio Comparison

The current SLV Sharpe Ratio is 1.50, which is higher than the ETH-USD Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of SLV and ETH-USD, 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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Sharpe Ratios by Period


SLVETH-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

-0.50

+1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

-0.12

+0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.65

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.75

-0.51

Drawdowns

SLV vs. ETH-USD - Drawdown Comparison

The maximum SLV drawdown since its inception was -76.28%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for SLV and ETH-USD.


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Drawdown Indicators


SLVETH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-76.28%

-94.01%

+17.73%

Max Drawdown (1Y)

Largest decline over 1 year

-42.45%

-67.53%

+25.08%

Max Drawdown (3Y)

Largest decline over 3 years

-42.45%

-67.53%

+25.08%

Max Drawdown (5Y)

Largest decline over 5 years

-42.45%

-79.35%

+36.90%

Max Drawdown (10Y)

Largest decline over 10 years

-42.81%

-94.01%

+51.20%

Current Drawdown

Current decline from peak

-41.69%

-65.60%

+23.91%

Average Drawdown

Average peak-to-trough decline

-44.67%

-50.89%

+6.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.15%

44.58%

-24.43%

Volatility

SLV vs. ETH-USD - Volatility Comparison

iShares Silver Trust (SLV) and Ethereum (ETH-USD) have volatilities of 16.89% and 16.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLVETH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.89%

16.88%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

58.88%

46.80%

+12.08%

Volatility (1Y)

Calculated over the trailing 1-year period

59.53%

56.55%

+2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.33%

59.65%

-23.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.92%

78.04%

-46.12%

Frequently Asked Questions


SLV and ETH-USD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLV has higher volatility (16.89%) compared to ETH-USD (16.88%). In terms of maximum drawdown, SLV dropped -76.28% vs ETH-USD's -94.01%.

SLV currently has the higher Sharpe Ratio (1.50 vs -0.50), 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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