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SLV vs. SLVM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLV vs. SLVM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Silver Trust (SLV) and Sylvamo Corporation (SLVM). 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 -19.03% return, which is significantly lower than SLVM's -15.79% return.


SLV

1D
-3.32%
1M
-14.90%
6M
-32.46%
YTD
-19.03%
1Y
48.90%
3Y*
31.65%
5Y*
16.48%
10Y*
10.58%

SLVM

1D
0.26%
1M
-4.50%
6M
-20.62%
YTD
-15.79%
1Y
-19.67%
3Y*
0.38%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLV vs. SLVM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SLV
iShares Silver Trust
-19.03%144.66%20.89%-1.09%2.37%4.82%
SLVM
Sylvamo Corporation
-15.79%-37.06%64.70%4.21%75.25%-11.60%

Correlation

The correlation between SLV and SLVM is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2021

0.15

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Return for Risk

SLV vs. SLVM — Risk / Return Rank

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

SLV
SLV Risk / Return Rank: 2727
Overall Rank
SLV Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 2727
Sortino Ratio Rank
SLV Omega Ratio Rank: 3636
Omega Ratio Rank
SLV Calmar Ratio Rank: 2525
Calmar Ratio Rank
SLV Martin Ratio Rank: 2121
Martin Ratio Rank

SLVM
SLVM Risk / Return Rank: 2222
Overall Rank
SLVM Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SLVM Sortino Ratio Rank: 2323
Sortino Ratio Rank
SLVM Omega Ratio Rank: 2323
Omega Ratio Rank
SLVM Calmar Ratio Rank: 2424
Calmar Ratio Rank
SLVM Martin Ratio Rank: 1919
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. SLVM - Risk-Adjusted Trends Comparison

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


SLVSLVMDifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+1.73

Omega ratioGain probability vs. loss probability

1.20

0.94

+0.26

Calmar ratioReturn relative to maximum drawdown

0.96

-0.58

+1.55

Martin ratioReturn relative to average drawdown

1.99

-1.13

+3.12

SLV vs. SLVM - Sharpe Ratio Comparison

The current SLV Sharpe Ratio is 0.81, which is higher than the SLVM Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of SLV and SLVM, 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. SLVM - Drawdown Comparison

The maximum SLV drawdown since its inception was -76.28%, which is greater than SLVM's maximum drawdown of -60.56%. Use the drawdown chart below to compare losses from any high point for SLV and SLVM.


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Drawdown Indicators


SLVSLVMDifference

Max Drawdown

Largest peak-to-trough decline

-76.28%

-60.56%

-15.72%

Max Drawdown (1Y)

Largest decline over 1 year

-50.97%

-33.87%

-17.10%

Max Drawdown (3Y)

Largest decline over 3 years

-50.97%

-60.56%

+9.59%

Max Drawdown (5Y)

Largest decline over 5 years

-50.97%

Max Drawdown (10Y)

Largest decline over 10 years

-50.97%

Current Drawdown

Current decline from peak

-50.61%

-56.23%

+5.62%

Average Drawdown

Average peak-to-trough decline

-44.67%

-23.12%

-21.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.60%

17.61%

+6.99%

Volatility

SLV vs. SLVM - Volatility Comparison

iShares Silver Trust (SLV) has a higher volatility of 14.50% compared to Sylvamo Corporation (SLVM) at 9.71%. This indicates that SLV's price experiences larger fluctuations and is considered to be riskier than SLVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLVSLVMDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.50%

9.71%

+4.79%

Volatility (6M)

Calculated over the trailing 6-month period

57.45%

27.31%

+30.14%

Volatility (1Y)

Calculated over the trailing 1-year period

61.10%

40.24%

+20.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.85%

43.58%

-6.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.17%

43.58%

-11.41%

Dividends

SLV vs. SLVM - Dividend Comparison

SLV has not paid dividends to shareholders, while SLVM's dividend yield for the trailing twelve months is around 4.58%.


PositionTTM2025202420232022
SLV
iShares Silver Trust
0.00%0.00%0.00%0.00%0.00%
SLVM
Sylvamo Corporation
4.58%3.74%1.90%2.75%0.46%

Frequently Asked Questions


SLV and SLVM have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLV has higher volatility (14.50%) compared to SLVM (9.71%). In terms of maximum drawdown, SLV dropped -76.28% vs SLVM's -60.56%.

SLV currently has the higher Sharpe Ratio (0.81 vs -0.49), 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 SLVM

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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