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SLV vs. ETN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLV vs. ETN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Silver Trust (SLV) and Eaton Corporation plc (ETN). 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 -4.86% return, which is significantly lower than ETN's 23.61% return. Over the past 10 years, SLV has underperformed ETN with an annualized return of 13.99%, while ETN has yielded a comparatively higher 23.38% annualized return.


SLV

1D
0.77%
1M
-22.76%
YTD
-4.86%
6M
9.25%
1Y
85.39%
3Y*
41.27%
5Y*
18.83%
10Y*
13.99%

ETN

1D
-0.57%
1M
-3.82%
YTD
23.61%
6M
18.59%
1Y
19.85%
3Y*
28.04%
5Y*
23.65%
10Y*
23.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLV vs. ETN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLV
iShares Silver Trust
-4.86%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%
ETN
Eaton Corporation plc
23.61%-2.79%39.51%56.22%-7.18%46.70%29.88%42.76%-10.04%21.54%

Correlation

The correlation between SLV and ETN is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.15

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

0.16

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

0.12

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2006

0.16

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Return for Risk

SLV vs. ETN — Risk / Return Rank

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

SLV
SLV Risk / Return Rank: 4242
Overall Rank
SLV Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 3838
Sortino Ratio Rank
SLV Omega Ratio Rank: 5353
Omega Ratio Rank
SLV Calmar Ratio Rank: 4343
Calmar Ratio Rank
SLV Martin Ratio Rank: 3232
Martin Ratio Rank

ETN
ETN Risk / Return Rank: 6161
Overall Rank
ETN Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ETN Sortino Ratio Rank: 5656
Sortino Ratio Rank
ETN Omega Ratio Rank: 5656
Omega Ratio Rank
ETN Calmar Ratio Rank: 6464
Calmar Ratio Rank
ETN Martin Ratio Rank: 6464
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. ETN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Silver Trust (SLV) and Eaton Corporation plc (ETN). 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.


SLVETNDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.29

1.13

+0.16

Calmar ratioReturn relative to maximum drawdown

1.89

1.04

+0.85

Martin ratioReturn relative to average drawdown

4.10

2.25

+1.86

SLV vs. ETN - Sharpe Ratio Comparison

The current SLV Sharpe Ratio is 1.44, which is higher than the ETN Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of SLV and ETN, 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

SLV vs. ETN - Drawdown Comparison

The maximum SLV drawdown since its inception was -76.28%, which is greater than ETN's maximum drawdown of -68.95%. Use the drawdown chart below to compare losses from any high point for SLV and ETN.


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Drawdown Indicators


SLVETNDifference

Max Drawdown

Largest peak-to-trough decline

-76.28%

-68.95%

-7.33%

Max Drawdown (1Y)

Largest decline over 1 year

-45.40%

-19.14%

-26.26%

Max Drawdown (3Y)

Largest decline over 3 years

-45.40%

-34.46%

-10.94%

Max Drawdown (5Y)

Largest decline over 5 years

-45.40%

-34.46%

-10.94%

Max Drawdown (10Y)

Largest decline over 10 years

-45.40%

-44.55%

-0.85%

Current Drawdown

Current decline from peak

-41.96%

-9.36%

-32.60%

Average Drawdown

Average peak-to-trough decline

-44.66%

-14.89%

-29.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.88%

8.86%

+12.02%

Volatility

SLV vs. ETN - Volatility Comparison

iShares Silver Trust (SLV) has a higher volatility of 16.34% compared to Eaton Corporation plc (ETN) at 13.57%. This indicates that SLV's price experiences larger fluctuations and is considered to be riskier than ETN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLVETNDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.34%

13.57%

+2.77%

Volatility (6M)

Calculated over the trailing 6-month period

59.10%

26.78%

+32.32%

Volatility (1Y)

Calculated over the trailing 1-year period

59.82%

33.48%

+26.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.46%

30.24%

+6.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.00%

30.10%

+1.90%

Dividends

SLV vs. ETN - Dividend Comparison

SLV has not paid dividends to shareholders, while ETN's dividend yield for the trailing twelve months is around 1.09%.


PositionTTM20252024202320222021202020192018201720162015
ETN
Eaton Corporation plc
1.09%1.31%1.13%1.43%2.06%1.76%1.88%3.00%3.85%3.04%3.40%4.23%
SLV
iShares Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SLV and ETN have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLV has higher volatility (16.34%) compared to ETN (13.57%). In terms of maximum drawdown, SLV dropped -76.28% vs ETN's -68.95%.

SLV currently has the higher Sharpe Ratio (1.44 vs 0.60), 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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