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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.

-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-3.27%
7.78%
SLVP
BRK-A

Key characteristics

Sharpe Ratio

SLVP:

1.05

BRK-A:

1.90

Sortino Ratio

SLVP:

1.65

BRK-A:

2.67

Omega Ratio

SLVP:

1.19

BRK-A:

1.34

Calmar Ratio

SLVP:

0.64

BRK-A:

3.43

Martin Ratio

SLVP:

3.77

BRK-A:

8.44

Ulcer Index

SLVP:

10.77%

BRK-A:

3.42%

Daily Std Dev

SLVP:

38.66%

BRK-A:

15.23%

Max Drawdown

SLVP:

-80.47%

BRK-A:

-51.47%

Current Drawdown

SLVP:

-43.47%

BRK-A:

-2.94%

Returns By Period

In the year-to-date period, SLVP achieves a 7.11% return, which is significantly higher than BRK-A's 3.21% return. Over the past 10 years, SLVP has underperformed BRK-A with an annualized return of 3.33%, while BRK-A has yielded a comparatively higher 12.30% annualized return.


SLVP

YTD

7.11%

1M

3.95%

6M

-3.27%

1Y

41.83%

5Y*

4.83%

10Y*

3.33%

BRK-A

YTD

3.21%

1M

4.38%

6M

7.78%

1Y

26.23%

5Y*

15.33%

10Y*

12.30%

*Annualized

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Risk-Adjusted Performance

SLVP vs. BRK-A — Risk-Adjusted Performance Rank

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

SLVP
The Risk-Adjusted Performance Rank of SLVP is 3838
Overall Rank
The Sharpe Ratio Rank of SLVP is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SLVP is 4343
Sortino Ratio Rank
The Omega Ratio Rank of SLVP is 4040
Omega Ratio Rank
The Calmar Ratio Rank of SLVP is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SLVP is 3838
Martin Ratio Rank

BRK-A
The Risk-Adjusted Performance Rank of BRK-A is 9090
Overall Rank
The Sharpe Ratio Rank of BRK-A is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-A is 8989
Sortino Ratio Rank
The Omega Ratio Rank of BRK-A is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BRK-A is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BRK-A is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 1.05, compared to the broader market0.002.004.001.051.90
The chart of Sortino ratio for SLVP, currently valued at 1.65, compared to the broader market0.005.0010.001.652.67
The chart of Omega ratio for SLVP, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.34
The chart of Calmar ratio for SLVP, currently valued at 0.64, compared to the broader market0.005.0010.0015.000.643.43
The chart of Martin ratio for SLVP, currently valued at 3.77, compared to the broader market0.0020.0040.0060.0080.00100.003.778.44
SLVP
BRK-A

The current SLVP Sharpe Ratio is 1.05, which is lower than the BRK-A Sharpe Ratio of 1.90. 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 Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.05
1.90
SLVP
BRK-A

Dividends

SLVP vs. BRK-A - Dividend Comparison

SLVP's dividend yield for the trailing twelve months is around 0.98%, while BRK-A has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SLVP
iShares MSCI Global Silver Miners ETF
0.98%1.05%0.87%0.64%1.62%2.39%2.02%1.27%0.85%2.32%0.71%2.03%
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%AugustSeptemberOctoberNovemberDecember2025
-43.47%
-2.94%
SLVP
BRK-A

Volatility

SLVP vs. BRK-A - Volatility Comparison

iShares MSCI Global Silver Miners ETF (SLVP) has a higher volatility of 10.69% compared to Berkshire Hathaway Inc (BRK-A) at 4.87%. 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%AugustSeptemberOctoberNovemberDecember2025
10.69%
4.87%
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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