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SLVP vs. EXK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SLVP and EXK is 0.17, 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.


-0.50.00.51.0
Correlation: 0.2

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.

-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-28.11%
-67.23%
SLVP
EXK

Key characteristics

Sharpe Ratio

SLVP:

0.71

EXK:

0.39

Sortino Ratio

SLVP:

1.25

EXK:

1.17

Omega Ratio

SLVP:

1.15

EXK:

1.14

Calmar Ratio

SLVP:

0.61

EXK:

0.39

Martin Ratio

SLVP:

2.50

EXK:

1.25

Ulcer Index

SLVP:

11.87%

EXK:

24.79%

Daily Std Dev

SLVP:

42.18%

EXK:

79.51%

Max Drawdown

SLVP:

-80.47%

EXK:

-91.88%

Current Drawdown

SLVP:

-30.34%

EXK:

-70.74%

Returns By Period

In the year-to-date period, SLVP achieves a 31.98% return, which is significantly higher than EXK's -0.55% return. Over the past 10 years, SLVP has outperformed EXK with an annualized return of 7.12%, while EXK has yielded a comparatively lower 6.03% annualized return.


SLVP

YTD

31.98%

1M

1.60%

6M

4.27%

1Y

35.98%

5Y*

8.38%

10Y*

7.12%

EXK

YTD

-0.55%

1M

-14.75%

6M

-31.19%

1Y

38.40%

5Y*

17.36%

10Y*

6.03%

*Annualized

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Risk-Adjusted Performance

SLVP vs. EXK — 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 6868
Overall Rank
The Sharpe Ratio Rank of SLVP is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SLVP is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SLVP is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SLVP is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SLVP is 6666
Martin Ratio Rank

EXK
The Risk-Adjusted Performance Rank of EXK is 6868
Overall Rank
The Sharpe Ratio Rank of EXK is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of EXK is 7070
Sortino Ratio Rank
The Omega Ratio Rank of EXK is 6666
Omega Ratio Rank
The Calmar Ratio Rank of EXK is 7070
Calmar Ratio Rank
The Martin Ratio Rank of EXK is 6666
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. 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.


The chart of Sharpe ratio for SLVP, currently valued at 0.70, compared to the broader market-1.000.001.002.003.004.00
SLVP: 0.71
EXK: 0.39
The chart of Sortino ratio for SLVP, currently valued at 1.25, compared to the broader market-2.000.002.004.006.008.00
SLVP: 1.25
EXK: 1.17
The chart of Omega ratio for SLVP, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
SLVP: 1.15
EXK: 1.14
The chart of Calmar ratio for SLVP, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.0012.00
SLVP: 0.61
EXK: 0.41
The chart of Martin ratio for SLVP, currently valued at 2.50, compared to the broader market0.0020.0040.0060.00
SLVP: 2.50
EXK: 1.25

The current SLVP Sharpe Ratio is 0.71, which is higher than the EXK Sharpe Ratio of 0.39. 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.71
0.39
SLVP
EXK

Dividends

SLVP vs. EXK - Dividend Comparison

SLVP's dividend yield for the trailing twelve months is around 0.79%, while EXK has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SLVP
iShares MSCI Global Silver Miners ETF
0.79%1.05%0.87%0.64%1.62%2.39%2.02%1.27%0.85%2.32%0.71%2.03%
EXK
Endeavour Silver Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.09%

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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-30.34%
-67.23%
SLVP
EXK

Volatility

SLVP vs. EXK - Volatility Comparison

The current volatility for iShares MSCI Global Silver Miners ETF (SLVP) is 18.68%, while Endeavour Silver Corp. (EXK) has a volatility of 27.82%. 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%NovemberDecember2025FebruaryMarchApril
18.68%
27.82%
SLVP
EXK