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SLV vs. NVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLV vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Silver Trust (SLV) and Novo Nordisk A/S (NVO). 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 NVO's -10.74% return. Over the past 10 years, SLV has outperformed NVO with an annualized return of 13.99%, while NVO has yielded a comparatively lower 7.56% 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%

NVO

1D
-0.18%
1M
-6.80%
YTD
-10.74%
6M
-9.50%
1Y
-43.34%
3Y*
-15.59%
5Y*
2.92%
10Y*
7.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLV vs. NVO - 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%
NVO
Novo Nordisk A/S
-10.74%-39.22%-15.93%54.84%22.66%63.52%23.33%28.70%-12.98%52.92%

Correlation

The correlation between SLV and NVO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.13

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

0.13

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

0.13

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

0.17

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Return for Risk

SLV vs. NVO — 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

NVO
NVO Risk / Return Rank: 1212
Overall Rank
NVO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
NVO Sortino Ratio Rank: 1212
Sortino Ratio Rank
NVO Omega Ratio Rank: 1010
Omega Ratio Rank
NVO Calmar Ratio Rank: 1212
Calmar Ratio Rank
NVO Martin Ratio Rank: 1616
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. NVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Silver Trust (SLV) and Novo Nordisk A/S (NVO). 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.


SLVNVODifference
Sharpe ratioReturn per unit of total volatility

+2.27

Sortino ratioReturn per unit of downside risk

+2.80

Omega ratioGain probability vs. loss probability

1.29

0.85

+0.44

Calmar ratioReturn relative to maximum drawdown

1.89

-0.80

+2.69

Martin ratioReturn relative to average drawdown

4.10

-1.18

+5.28

SLV vs. NVO - Sharpe Ratio Comparison

The current SLV Sharpe Ratio is 1.44, which is higher than the NVO Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of SLV and NVO, 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. NVO - Drawdown Comparison

The maximum SLV drawdown since its inception was -76.28%, roughly equal to the maximum NVO drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for SLV and NVO.


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Drawdown Indicators


SLVNVODifference

Max Drawdown

Largest peak-to-trough decline

-76.28%

-74.70%

-1.58%

Max Drawdown (1Y)

Largest decline over 1 year

-45.40%

-54.34%

+8.94%

Max Drawdown (3Y)

Largest decline over 3 years

-45.40%

-74.70%

+29.30%

Max Drawdown (5Y)

Largest decline over 5 years

-45.40%

-74.70%

+29.30%

Max Drawdown (10Y)

Largest decline over 10 years

-45.40%

-74.70%

+29.30%

Current Drawdown

Current decline from peak

-41.96%

-68.11%

+26.15%

Average Drawdown

Average peak-to-trough decline

-44.66%

-17.79%

-26.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.88%

37.62%

-16.74%

Volatility

SLV vs. NVO - Volatility Comparison

iShares Silver Trust (SLV) has a higher volatility of 16.34% compared to Novo Nordisk A/S (NVO) at 10.68%. This indicates that SLV's price experiences larger fluctuations and is considered to be riskier than NVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLVNVODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.34%

10.68%

+5.66%

Volatility (6M)

Calculated over the trailing 6-month period

59.10%

38.04%

+21.06%

Volatility (1Y)

Calculated over the trailing 1-year period

59.82%

51.88%

+7.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.46%

38.33%

-1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.00%

32.56%

-0.56%

Dividends

SLV vs. NVO - Dividend Comparison

SLV has not paid dividends to shareholders, while NVO's dividend yield for the trailing twelve months is around 4.11%.


PositionTTM20252024202320222021202020192018201720162015
NVO
Novo Nordisk A/S
4.11%3.31%1.68%1.00%1.20%1.35%1.87%2.14%1.45%1.52%2.87%0.92%
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 NVO have a correlation of 0.18, 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 NVO (10.68%). In terms of maximum drawdown, SLV dropped -76.28% vs NVO's -74.70%.

SLV currently has the higher Sharpe Ratio (1.44 vs -0.84), 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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