PortfoliosLab logoPortfoliosLab logo
SLVP vs. ESPR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLVP vs. ESPR - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SLVP achieves a -5.37% return, which is significantly higher than ESPR's -14.86% return. Over the past 10 years, SLVP has outperformed ESPR with an annualized return of 12.67%, while ESPR has yielded a comparatively lower -14.95% annualized return.


SLVP

1D
3.38%
1M
-21.72%
YTD
-5.37%
6M
-0.60%
1Y
83.53%
3Y*
48.97%
5Y*
14.15%
10Y*
12.67%

ESPR

1D
0.00%
1M
0.96%
YTD
-14.86%
6M
-18.18%
1Y
162.50%
3Y*
35.36%
5Y*
-34.62%
10Y*
-14.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLVP vs. ESPR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLVP
iShares MSCI Global Silver and Metals Miners ETF
-5.37%202.84%14.47%-2.31%-18.06%-23.53%56.45%37.71%-22.10%4.53%
ESPR
Esperion Therapeutics, Inc.
-14.86%68.18%-26.42%-52.01%24.60%-80.77%-56.40%29.63%-30.13%425.88%

Correlation

The correlation between SLVP and ESPR is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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

0.14

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

0.11

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2013

0.10

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SLVP vs. ESPR — Risk / Return Rank

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

SLVP
SLVP Risk / Return Rank: 4646
Overall Rank
SLVP Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SLVP Sortino Ratio Rank: 4343
Sortino Ratio Rank
SLVP Omega Ratio Rank: 4646
Omega Ratio Rank
SLVP Calmar Ratio Rank: 5050
Calmar Ratio Rank
SLVP Martin Ratio Rank: 4141
Martin Ratio Rank

ESPR
ESPR Risk / Return Rank: 8686
Overall Rank
ESPR Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ESPR Sortino Ratio Rank: 8888
Sortino Ratio Rank
ESPR Omega Ratio Rank: 8787
Omega Ratio Rank
ESPR Calmar Ratio Rank: 8484
Calmar Ratio Rank
ESPR Martin Ratio Rank: 8484
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.

SLVP vs. ESPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Silver and Metals Miners ETF (SLVP) and Esperion Therapeutics, Inc. (ESPR). 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.


SLVPESPRDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.26

1.36

-0.10

Calmar ratioReturn relative to maximum drawdown

2.21

3.07

-0.87

Martin ratioReturn relative to average drawdown

5.86

7.68

-1.82

SLVP vs. ESPR - Sharpe Ratio Comparison

The current SLVP Sharpe Ratio is 1.54, which is comparable to the ESPR Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of SLVP and ESPR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SLVP vs. ESPR - Drawdown Comparison

The maximum SLVP drawdown since its inception was -80.47%, smaller than the maximum ESPR drawdown of -99.37%. Use the drawdown chart below to compare losses from any high point for SLVP and ESPR.


Loading charts...

Drawdown Indicators


SLVPESPRDifference

Max Drawdown

Largest peak-to-trough decline

-80.47%

-99.37%

+18.90%

Max Drawdown (1Y)

Largest decline over 1 year

-38.06%

-53.19%

+15.13%

Max Drawdown (3Y)

Largest decline over 3 years

-38.06%

-80.94%

+42.88%

Max Drawdown (5Y)

Largest decline over 5 years

-54.26%

-97.16%

+42.90%

Max Drawdown (10Y)

Largest decline over 10 years

-62.03%

-99.10%

+37.07%

Current Drawdown

Current decline from peak

-31.74%

-97.27%

+65.53%

Average Drawdown

Average peak-to-trough decline

-46.78%

-69.99%

+23.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.31%

21.30%

-6.99%

Volatility

SLVP vs. ESPR - Volatility Comparison

iShares MSCI Global Silver and Metals Miners ETF (SLVP) has a higher volatility of 19.61% compared to Esperion Therapeutics, Inc. (ESPR) at 1.06%. This indicates that SLVP's price experiences larger fluctuations and is considered to be riskier than ESPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SLVPESPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.61%

1.06%

+18.55%

Volatility (6M)

Calculated over the trailing 6-month period

45.17%

61.44%

-16.27%

Volatility (1Y)

Calculated over the trailing 1-year period

54.53%

92.66%

-38.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.15%

91.79%

-48.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.45%

84.61%

-42.16%

Dividends

SLVP vs. ESPR - Dividend Comparison

SLVP's dividend yield for the trailing twelve months is around 1.88%, while ESPR has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ESPR
Esperion Therapeutics, 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%
SLVP
iShares MSCI Global Silver and Metals Miners ETF
1.88%1.78%1.05%0.88%0.63%1.63%2.39%2.03%1.28%0.85%2.32%0.72%

Frequently Asked Questions


SLVP and ESPR have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLVP has higher volatility (19.61%) compared to ESPR (1.06%). In terms of maximum drawdown, SLVP dropped -80.47% vs ESPR's -99.37%.

ESPR currently has the higher Sharpe Ratio (1.76 vs 1.54), 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 SLVP and ESPR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer