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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

The year-to-date returns for both investments are quite close, with SLV having a -18.57% return and SLVM slightly higher at -17.95%.


SLV

1D
0.19%
1M
-4.65%
6M
-27.58%
YTD
-18.57%
1Y
56.18%
3Y*
34.29%
5Y*
17.38%
10Y*
10.86%
ALL TIME*
7.17%

SLVM

1D
2.30%
1M
0.46%
6M
-19.33%
YTD
-17.95%
1Y
-11.81%
3Y*
-4.48%
5Y*
10Y*
ALL TIME*
6.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$713.72M$758.23M$1.25B
$10.33M$11.01M$13.58M

SLV vs. SLVM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SLV
iShares Silver Trust
-18.57%144.66%20.89%-1.09%2.37%4.82%
SLVM
Sylvamo Corporation
-17.95%-37.06%64.70%4.21%75.25%-11.60%

Correlation

The correlation between SLV and SLVM is 0.12, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.12

Correlation (3Y)
Balances recent behavior with more history.

0.12

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

0.14

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Return for Risk

SLV vs. SLVM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SLV
SLV Risk / Return Rank: 3535
Overall Rank
SLV Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 3636
Sortino Ratio Rank
SLV Omega Ratio Rank: 4545
Omega Ratio Rank
SLV Calmar Ratio Rank: 3232
Calmar Ratio Rank
SLV Martin Ratio Rank: 2626
Martin Ratio Rank

SLVM
SLVM Risk / Return Rank: 3030
Overall Rank
SLVM Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SLVM Sortino Ratio Rank: 2929
Sortino Ratio Rank
SLVM Omega Ratio Rank: 2929
Omega Ratio Rank
SLVM Calmar Ratio Rank: 3232
Calmar Ratio Rank
SLVM Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

+1.21

Sortino ratioReturn per unit of downside risk

+1.50

Omega ratioGain probability vs. loss probability

1.21

0.98

+0.23

Calmar ratioReturn relative to maximum drawdown

1.08

-0.35

+1.43

Martin ratioReturn relative to average drawdown

2.05

-0.66

+2.71

SLV vs. SLVM - Sharpe Ratio Comparison

The current SLV Sharpe Ratio is 0.92, which is higher than the SLVM Sharpe Ratio of -0.29. 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

-52.28%

-33.87%

-18.41%

Max Drawdown (3Y)

Largest decline over 3 years

-52.28%

-60.56%

+8.28%

Max Drawdown (5Y)

Largest decline over 5 years

-52.28%

Max Drawdown (10Y)

Largest decline over 10 years

-52.28%

Current Drawdown

Current decline from peak

-50.32%

-57.36%

+7.04%

Average Drawdown

Average peak-to-trough decline

-44.68%

-23.55%

-21.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.49%

17.86%

+9.63%

Volatility

SLV vs. SLVM - Volatility Comparison

iShares Silver Trust (SLV) has a higher volatility of 10.86% compared to Sylvamo Corporation (SLVM) at 10.29%. 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

10.86%

10.29%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

44.32%

27.96%

+16.36%

Volatility (1Y)

Calculated over the trailing 1-year period

61.47%

40.75%

+20.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.98%

43.53%

-6.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.23%

43.53%

-11.30%

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 4.70%.


PositionTTM2025202420232022
SLV
iShares Silver Trust
0.00%0.00%0.00%0.00%0.00%
SLVM
Sylvamo Corporation
4.70%3.74%1.90%2.75%0.46%

Frequently Asked Questions


SLV and SLVM 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 (10.86%) compared to SLVM (10.29%). In terms of maximum drawdown, SLV dropped -76.28% vs SLVM's -60.56%.

SLV currently has the higher Sharpe Ratio (0.92 vs -0.29), 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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