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SLVP vs. SSRM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLVP vs. SSRM - 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 SSR Mining Inc. (SSRM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SLVP achieves a -5.37% return, which is significantly lower than SSRM's 24.22% return. Over the past 10 years, SLVP has outperformed SSRM with an annualized return of 12.67%, while SSRM has yielded a comparatively lower 9.58% 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%

SSRM

1D
3.46%
1M
-21.64%
YTD
24.22%
6M
22.60%
1Y
119.07%
3Y*
25.15%
5Y*
9.84%
10Y*
9.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLVP vs. SSRM - 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%
SSRM
SSR Mining Inc.
24.22%214.94%-35.32%-29.94%-10.02%-10.90%4.41%59.31%37.54%-1.46%

Correlation

The correlation between SLVP and SSRM is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.79

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

0.74

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

0.79

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

0.80

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2012

0.77

The correlation between SLVP and SSRM has been stable across timeframes, ranging from 0.74 to 0.80 - a consistent structural relationship.

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Return for Risk

SLVP vs. SSRM — 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

SSRM
SSRM Risk / Return Rank: 8686
Overall Rank
SSRM Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SSRM Sortino Ratio Rank: 8282
Sortino Ratio Rank
SSRM Omega Ratio Rank: 8282
Omega Ratio Rank
SSRM Calmar Ratio Rank: 8888
Calmar Ratio Rank
SSRM Martin Ratio Rank: 8888
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. SSRM - 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 SSR Mining Inc. (SSRM). 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.


SLVPSSRMDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.26

1.30

-0.04

Calmar ratioReturn relative to maximum drawdown

2.21

3.83

-1.62

Martin ratioReturn relative to average drawdown

5.86

9.89

-4.03

SLVP vs. SSRM - Sharpe Ratio Comparison

The current SLVP Sharpe Ratio is 1.54, which is comparable to the SSRM Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of SLVP and SSRM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SLVP vs. SSRM - Drawdown Comparison

The maximum SLVP drawdown since its inception was -80.47%, smaller than the maximum SSRM drawdown of -91.68%. Use the drawdown chart below to compare losses from any high point for SLVP and SSRM.


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Drawdown Indicators


SLVPSSRMDifference

Max Drawdown

Largest peak-to-trough decline

-80.47%

-91.68%

+11.21%

Max Drawdown (1Y)

Largest decline over 1 year

-38.06%

-31.28%

-6.78%

Max Drawdown (3Y)

Largest decline over 3 years

-38.06%

-73.41%

+35.35%

Max Drawdown (5Y)

Largest decline over 5 years

-54.26%

-83.16%

+28.90%

Max Drawdown (10Y)

Largest decline over 10 years

-62.03%

-83.16%

+21.13%

Current Drawdown

Current decline from peak

-31.74%

-37.45%

+5.71%

Average Drawdown

Average peak-to-trough decline

-46.78%

-57.15%

+10.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.31%

12.09%

+2.22%

Volatility

SLVP vs. SSRM - Volatility Comparison

iShares MSCI Global Silver and Metals Miners ETF (SLVP) and SSR Mining Inc. (SSRM) have volatilities of 19.61% and 19.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLVPSSRMDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.61%

19.31%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

45.17%

54.27%

-9.10%

Volatility (1Y)

Calculated over the trailing 1-year period

54.53%

66.63%

-12.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.15%

55.93%

-12.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.45%

52.96%

-10.51%

Dividends

SLVP vs. SSRM - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
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%
SSRM
SSR Mining Inc.
0.00%0.00%0.00%2.60%1.79%1.13%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SLVP and SSRM have a correlation of 0.79, 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 SSRM (19.31%). In terms of maximum drawdown, SLVP dropped -80.47% vs SSRM's -91.68%.

SSRM currently has the higher Sharpe Ratio (1.80 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.

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