SLVR.L vs. CELC

Last updated Jun 13, 2026

SLVR.L (WisdomTree Silver) is Silver fund tracking the Bloomberg Silver Subindex, while CELC (Celcuity Inc.) is a stock. Over the past 5 years, SLVR.L returned 16.91%/yr vs 26.91%/yr for CELC. At a 0.04 correlation, their price movements are largely independent.

Performance

SLVR.L vs. CELC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Silver (SLVR.L) and Celcuity Inc. (CELC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SLVR.L achieves a -5.05% return, which is significantly higher than CELC's -11.22% return.

SLVR.L

• 1D: 5.86%
• 1M: -23.83%
• YTD: -5.05%
• 6M: 8.51%
• 1Y: 82.42%
• 3Y*: 38.81%
• 5Y*: 16.91%
• 10Y*: 11.93%

CELC

• 1D: -1.05%
• 1M: -28.86%
• YTD: -11.22%
• 6M: -15.87%
• 1Y: 605.02%
• 3Y*: 101.65%
• 5Y*: 26.91%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SLVR.L vs. CELC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SLVR.L WisdomTree Silver	-5.05%	136.69%	20.17%	-2.57%	2.25%	-14.66%	40.61%	13.97%	-10.15%	-2.73%
CELC Celcuity Inc.	-11.22%	661.96%	-10.16%	4.00%	6.22%	44.00%	-13.91%	-55.65%	26.60%	53.44%

Correlation

The correlation between SLVR.L and CELC is 0.02, 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	0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.06
Correlation (All Time) Calculated using the full available price history since Sep 20, 2017	0.04

Return for Risk

SLVR.L vs. CELC — Risk / Return Rank

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

SLVR.L

SLVR.L Risk / Return Rank: 42
SLVR.L Sharpe Ratio Rank: 45
SLVR.L Sortino Ratio Rank: 40
SLVR.L Omega Ratio Rank: 48
SLVR.L Calmar Ratio Rank: 42
SLVR.L Martin Ratio Rank: 32

CELC

CELC Risk / Return Rank: 99
CELC Sharpe Ratio Rank: 97
CELC Sortino Ratio Rank: 99
CELC Omega Ratio Rank: 99
CELC Calmar Ratio Rank: 99
CELC Martin Ratio Rank: 99

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.

SLVR.L vs. CELC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Silver (SLVR.L) and Celcuity Inc. (CELC). 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.

	SLVR.L	CELC	Difference
Sharpe ratio: Return per unit of total volatility	1.38	3.35	-1.97
Sortino ratio: Return per unit of downside risk	1.85	6.57	-4.72
Omega ratio: Gain probability vs. loss probability	1.27	1.90	-0.63
Calmar ratio: Return relative to maximum drawdown	1.86	15.38	-13.52
Martin ratio: Return relative to average drawdown	4.15	57.19	-53.05

SLVR.L vs. CELC - Sharpe Ratio Comparison

The current SLVR.L Sharpe Ratio is 1.38, which is lower than the CELC Sharpe Ratio of 3.35. The chart below compares the historical Sharpe Ratios of SLVR.L and CELC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SLVR.L vs. CELC - Drawdown Comparison

The maximum SLVR.L drawdown since its inception was -80.08%, smaller than the maximum CELC drawdown of -85.64%. Use the drawdown chart below to compare losses from any high point for SLVR.L and CELC.

Drawdown Indicators

	SLVR.L	CELC	Difference
Max Drawdown Largest peak-to-trough decline	-80.08%	-85.64%	+5.56%
Max Drawdown (1Y) Largest decline over 1 year	-44.09%	-39.70%	-4.39%
Max Drawdown (3Y) Largest decline over 3 years	-44.09%	-61.99%	+17.90%
Max Drawdown (5Y) Largest decline over 5 years	-44.09%	-82.70%	+38.61%
Max Drawdown (10Y) Largest decline over 10 years	-46.91%	—	—
Current Drawdown Current decline from peak	-40.82%	-38.92%	-1.90%
Average Drawdown Average peak-to-trough decline	-52.50%	-44.97%	-7.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.82%	10.67%	+9.15%

Volatility

SLVR.L vs. CELC - Volatility Comparison

The current volatility for WisdomTree Silver (SLVR.L) is 15.99%, while Celcuity Inc. (CELC) has a volatility of 34.72%. This indicates that SLVR.L experiences smaller price fluctuations and is considered to be less risky than CELC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SLVR.L	CELC	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.99%	34.72%	-18.73%
Volatility (6M) Calculated over the trailing 6-month period	56.65%	49.86%	+6.79%
Volatility (1Y) Calculated over the trailing 1-year period	59.58%	182.45%	-122.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.07%	101.49%	-64.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.07%	91.68%	-59.61%

Dividends

SLVR.L vs. CELC - Dividend Comparison

Neither SLVR.L nor CELC has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both SLVR.L and CELC in my portfolio?

SLVR.L and CELC have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.