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SLV vs. PG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLV vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Silver Trust (SLV) and The Procter & Gamble Company (PG). 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 lower than PG's 2.74% return. Over the past 10 years, SLV has outperformed PG with an annualized return of 14.08%, while PG has yielded a comparatively lower 8.64% 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%

PG

1D
-0.98%
1M
-0.90%
YTD
2.74%
6M
6.43%
1Y
-8.99%
3Y*
2.29%
5Y*
4.10%
10Y*
8.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLV vs. PG - 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%
PG
The Procter & Gamble Company
2.74%-12.26%17.25%-0.86%-5.05%20.52%14.15%39.70%3.57%12.69%

Correlation

The correlation between SLV and PG is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.03

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

0.08

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

0.09

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

0.09

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Return for Risk

SLV vs. PG — 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

PG
PG Risk / Return Rank: 2020
Overall Rank
PG Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PG Sortino Ratio Rank: 1919
Sortino Ratio Rank
PG Omega Ratio Rank: 2020
Omega Ratio Rank
PG Calmar Ratio Rank: 2121
Calmar Ratio Rank
PG Martin Ratio Rank: 2121
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. PG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Silver Trust (SLV) and The Procter & Gamble Company (PG). 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.


SLVPGDifference
Sharpe ratioReturn per unit of total volatility

+1.98

Sortino ratioReturn per unit of downside risk

+2.38

Omega ratioGain probability vs. loss probability

1.30

0.94

+0.37

Calmar ratioReturn relative to maximum drawdown

2.09

-0.58

+2.67

Martin ratioReturn relative to average drawdown

4.40

-1.04

+5.44

SLV vs. PG - Sharpe Ratio Comparison

The current SLV Sharpe Ratio is 1.50, which is higher than the PG Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of SLV and PG, 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


SLVPGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

-0.48

+1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.23

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.46

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.46

-0.23

Drawdowns

SLV vs. PG - Drawdown Comparison

The maximum SLV drawdown since its inception was -76.28%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for SLV and PG.


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Drawdown Indicators


SLVPGDifference

Max Drawdown

Largest peak-to-trough decline

-76.28%

-54.25%

-22.03%

Max Drawdown (1Y)

Largest decline over 1 year

-42.45%

-15.52%

-26.93%

Max Drawdown (3Y)

Largest decline over 3 years

-42.45%

-21.15%

-21.30%

Max Drawdown (5Y)

Largest decline over 5 years

-42.45%

-23.77%

-18.68%

Max Drawdown (10Y)

Largest decline over 10 years

-42.81%

-23.77%

-19.04%

Current Drawdown

Current decline from peak

-41.69%

-15.91%

-25.78%

Average Drawdown

Average peak-to-trough decline

-44.67%

-12.16%

-32.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.15%

8.93%

+11.22%

Volatility

SLV vs. PG - Volatility Comparison

iShares Silver Trust (SLV) has a higher volatility of 16.89% compared to The Procter & Gamble Company (PG) at 7.01%. This indicates that SLV's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLVPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.89%

7.01%

+9.88%

Volatility (6M)

Calculated over the trailing 6-month period

58.88%

15.32%

+43.56%

Volatility (1Y)

Calculated over the trailing 1-year period

59.53%

18.65%

+40.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.33%

17.79%

+18.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.92%

19.05%

+12.87%

Dividends

SLV vs. PG - Dividend Comparison

SLV has not paid dividends to shareholders, while PG's dividend yield for the trailing twelve months is around 2.94%.


PositionTTM20252024202320222021202020192018201720162015
PG
The Procter & Gamble Company
2.94%2.91%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%
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 PG have a correlation of 0.12, 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 PG (7.01%). In terms of maximum drawdown, SLV dropped -76.28% vs PG's -54.25%.

SLV currently has the higher Sharpe Ratio (1.50 vs -0.48), 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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