PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SLVP vs. EXK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SLVP vs. EXK - Performance Comparison

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

-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
4.71%
19.68%
SLVP
EXK

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

YTD

29.91%

1M

-15.24%

6M

5.29%

1Y

42.25%

5Y (annualized)

7.44%

10Y (annualized)

5.35%

EXK

YTD

128.43%

1M

-18.03%

6M

23.63%

1Y

110.28%

5Y (annualized)

16.18%

10Y (annualized)

4.32%

Key characteristics


SLVPEXK
Sharpe Ratio1.061.40
Sortino Ratio1.662.18
Omega Ratio1.191.27
Calmar Ratio0.631.17
Martin Ratio3.785.21
Ulcer Index10.69%19.87%
Daily Std Dev38.28%73.86%
Max Drawdown-80.47%-91.88%
Current Drawdown-40.08%-63.83%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.8

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.


Sharpe ratio
The chart of Sharpe ratio for SLVP, currently valued at 1.06, compared to the broader market0.002.004.001.061.40
The chart of Sortino ratio for SLVP, currently valued at 1.66, compared to the broader market-2.000.002.004.006.008.0010.001.662.18
The chart of Omega ratio for SLVP, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.27
The chart of Calmar ratio for SLVP, currently valued at 0.63, compared to the broader market0.005.0010.0015.000.631.19
The chart of Martin ratio for SLVP, currently valued at 3.78, compared to the broader market0.0020.0040.0060.0080.00100.003.785.21
SLVP
EXK

The current SLVP Sharpe Ratio is 1.06, which is comparable to the EXK Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of SLVP and EXK, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.06
1.40
SLVP
EXK

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.


TTM20232022202120202019201820172016201520142013
SLVP
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%
EXK
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.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-40.08%
-59.49%
SLVP
EXK

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.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
9.56%
16.04%
SLVP
EXK