SLVP vs. EXK
Compare and contrast key facts about iShares MSCI Global Silver Miners ETF (SLVP) and Endeavour Silver Corp. (EXK).
SLVP is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Select Silver Miners Investable Market Index. It was launched on Jan 31, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SLVP or EXK.
Performance
SLVP vs. EXK - Performance Comparison
Returns By Period
In the year-to-date period, SLVP achieves a 29.91% return, which is significantly lower than EXK's 128.43% return. Over the past 10 years, SLVP has outperformed EXK with an annualized return of 5.35%, while EXK has yielded a comparatively lower 4.32% annualized return.
SLVP
29.91%
-15.24%
5.29%
42.25%
7.44%
5.35%
EXK
128.43%
-18.03%
23.63%
110.28%
16.18%
4.32%
Key characteristics
SLVP | EXK | |
---|---|---|
Sharpe Ratio | 1.06 | 1.40 |
Sortino Ratio | 1.66 | 2.18 |
Omega Ratio | 1.19 | 1.27 |
Calmar Ratio | 0.63 | 1.17 |
Martin Ratio | 3.78 | 5.21 |
Ulcer Index | 10.69% | 19.87% |
Daily Std Dev | 38.28% | 73.86% |
Max Drawdown | -80.47% | -91.88% |
Current Drawdown | -40.08% | -63.83% |
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Correlation
The correlation between SLVP and EXK is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
SLVP vs. EXK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Silver Miners ETF (SLVP) and Endeavour Silver Corp. (EXK). 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.
Dividends
SLVP vs. EXK - Dividend Comparison
SLVP's dividend yield for the trailing twelve months is around 0.67%, while EXK has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
iShares MSCI Global Silver Miners ETF | 0.67% | 0.87% | 0.64% | 1.62% | 2.39% | 2.02% | 1.27% | 0.85% | 2.32% | 0.71% | 2.03% | 1.72% |
Endeavour Silver Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 5.09% | 0.00% |
Drawdowns
SLVP vs. EXK - Drawdown Comparison
The maximum SLVP drawdown since its inception was -80.47%, smaller than the maximum EXK drawdown of -91.88%. Use the drawdown chart below to compare losses from any high point for SLVP and EXK. For additional features, visit the drawdowns tool.
Volatility
SLVP vs. EXK - Volatility Comparison
The current volatility for iShares MSCI Global Silver Miners ETF (SLVP) is 9.56%, while Endeavour Silver Corp. (EXK) has a volatility of 16.04%. This indicates that SLVP experiences smaller price fluctuations and is considered to be less risky than EXK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.