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SLV vs. MSTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLV vs. MSTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Silver Trust (SLV) and Strategy Inc (MSTR). 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 higher than MSTR's -18.41% return. Over the past 10 years, SLV has underperformed MSTR with an annualized return of 13.99%, while MSTR has yielded a comparatively higher 20.92% annualized return.


SLV

1D
0.77%
1M
-11.23%
YTD
-4.86%
6M
9.25%
1Y
85.90%
3Y*
41.27%
5Y*
18.83%
10Y*
13.99%

MSTR

1D
3.18%
1M
-30.13%
YTD
-18.41%
6M
-29.74%
1Y
-67.62%
3Y*
63.46%
5Y*
19.14%
10Y*
20.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLV vs. MSTR - 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%
MSTR
Strategy Inc
-18.41%-47.53%358.54%346.15%-74.00%40.13%172.42%11.65%-2.70%-33.49%

Correlation

The correlation between SLV and MSTR 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

0.19

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

0.20

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

0.17

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

0.14

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Return for Risk

SLV vs. MSTR — 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

MSTR
MSTR Risk / Return Rank: 88
Overall Rank
MSTR Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MSTR Sortino Ratio Rank: 44
Sortino Ratio Rank
MSTR Omega Ratio Rank: 77
Omega Ratio Rank
MSTR Calmar Ratio Rank: 88
Calmar Ratio Rank
MSTR Martin Ratio Rank: 1313
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. MSTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Silver Trust (SLV) and Strategy Inc (MSTR). 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.


SLVMSTRDifference
Sharpe ratioReturn per unit of total volatility

+2.38

Sortino ratioReturn per unit of downside risk

+3.46

Omega ratioGain probability vs. loss probability

1.29

0.82

+0.47

Calmar ratioReturn relative to maximum drawdown

1.89

-0.88

+2.77

Martin ratioReturn relative to average drawdown

4.10

-1.27

+5.37

SLV vs. MSTR - Sharpe Ratio Comparison

The current SLV Sharpe Ratio is 1.44, which is higher than the MSTR Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of SLV and MSTR, 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. MSTR - Drawdown Comparison

The maximum SLV drawdown since its inception was -76.28%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for SLV and MSTR.


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Drawdown Indicators


SLVMSTRDifference

Max Drawdown

Largest peak-to-trough decline

-76.28%

-99.86%

+23.58%

Max Drawdown (1Y)

Largest decline over 1 year

-45.40%

-76.53%

+31.13%

Max Drawdown (3Y)

Largest decline over 3 years

-45.40%

-77.42%

+32.02%

Max Drawdown (5Y)

Largest decline over 5 years

-45.40%

-84.11%

+38.71%

Max Drawdown (10Y)

Largest decline over 10 years

-45.40%

-89.27%

+43.87%

Current Drawdown

Current decline from peak

-41.96%

-73.84%

+31.88%

Average Drawdown

Average peak-to-trough decline

-44.66%

-86.45%

+41.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.88%

53.01%

-32.13%

Volatility

SLV vs. MSTR - Volatility Comparison

The current volatility for iShares Silver Trust (SLV) is 16.34%, while Strategy Inc (MSTR) has a volatility of 21.60%. This indicates that SLV experiences smaller price fluctuations and is considered to be less risky than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLVMSTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.34%

21.60%

-5.26%

Volatility (6M)

Calculated over the trailing 6-month period

59.10%

57.34%

+1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

59.82%

71.15%

-11.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.46%

90.79%

-54.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.00%

73.80%

-41.80%

Dividends

SLV vs. MSTR - Dividend Comparison

Neither SLV nor MSTR has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SLV and MSTR 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.

MSTR has higher volatility (21.60%) compared to SLV (16.34%). In terms of maximum drawdown, SLV dropped -76.28% vs MSTR's -99.86%.

SLV currently has the higher Sharpe Ratio (1.44 vs -0.95), 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 SLV and MSTR

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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