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SLVP vs. BRK-A
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SLVP and BRK-A is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

SLVP vs. BRK-A - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Silver Miners ETF (SLVP) and Berkshire Hathaway Inc (BRK-A). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
-43.87%
467.84%
SLVP
BRK-A

Key characteristics

Sharpe Ratio

SLVP:

0.50

BRK-A:

1.44

Sortino Ratio

SLVP:

0.97

BRK-A:

2.09

Omega Ratio

SLVP:

1.11

BRK-A:

1.26

Calmar Ratio

SLVP:

0.30

BRK-A:

2.84

Martin Ratio

SLVP:

1.67

BRK-A:

7.19

Ulcer Index

SLVP:

11.55%

BRK-A:

3.02%

Daily Std Dev

SLVP:

38.86%

BRK-A:

15.02%

Max Drawdown

SLVP:

-80.47%

BRK-A:

-51.47%

Current Drawdown

SLVP:

-45.62%

BRK-A:

-7.36%

Returns By Period

In the year-to-date period, SLVP achieves a 17.95% return, which is significantly lower than BRK-A's 23.61% return. Over the past 10 years, SLVP has underperformed BRK-A with an annualized return of 4.69%, while BRK-A has yielded a comparatively higher 11.42% annualized return.


SLVP

YTD

17.95%

1M

-9.35%

6M

2.45%

1Y

16.10%

5Y*

4.47%

10Y*

4.69%

BRK-A

YTD

23.61%

1M

-5.26%

6M

9.06%

1Y

20.93%

5Y*

14.61%

10Y*

11.42%

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Risk-Adjusted Performance

SLVP vs. BRK-A - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Silver Miners ETF (SLVP) and Berkshire Hathaway Inc (BRK-A). 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.


Sharpe ratio
The chart of Sharpe ratio for SLVP, currently valued at 0.50, compared to the broader market0.002.004.000.501.44
The chart of Sortino ratio for SLVP, currently valued at 0.97, compared to the broader market-2.000.002.004.006.008.0010.000.972.09
The chart of Omega ratio for SLVP, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.26
The chart of Calmar ratio for SLVP, currently valued at 0.30, compared to the broader market0.005.0010.0015.000.302.84
The chart of Martin ratio for SLVP, currently valued at 1.67, compared to the broader market0.0020.0040.0060.0080.00100.001.677.19
SLVP
BRK-A

The current SLVP Sharpe Ratio is 0.50, which is lower than the BRK-A Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of SLVP and BRK-A, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.50
1.44
SLVP
BRK-A

Dividends

SLVP vs. BRK-A - Dividend Comparison

SLVP's dividend yield for the trailing twelve months is around 1.42%, while BRK-A has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SLVP
iShares MSCI Global Silver Miners ETF
1.02%0.87%0.64%1.62%2.39%2.02%1.27%0.85%2.32%0.71%2.03%1.72%
BRK-A
Berkshire Hathaway Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SLVP vs. BRK-A - Drawdown Comparison

The maximum SLVP drawdown since its inception was -80.47%, which is greater than BRK-A's maximum drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for SLVP and BRK-A. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-45.62%
-7.36%
SLVP
BRK-A

Volatility

SLVP vs. BRK-A - Volatility Comparison

iShares MSCI Global Silver Miners ETF (SLVP) has a higher volatility of 11.74% compared to Berkshire Hathaway Inc (BRK-A) at 3.42%. This indicates that SLVP's price experiences larger fluctuations and is considered to be riskier than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
11.74%
3.42%
SLVP
BRK-A
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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