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SLVR vs. SILV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLVR vs. SILV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Silver Miners & Physical Silver ETF (SLVR) and SilverCrest Metals Inc (SILV). The values are adjusted to include any dividend payments, if applicable.

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SLVR vs. SILV - Yearly Performance Comparison


2026 (YTD)2025
SLVR
Sprott Silver Miners & Physical Silver ETF
6.06%170.44%
SILV
SilverCrest Metals Inc
0.00%12.68%

Returns By Period


SLVR

1D
8.91%
1M
-29.01%
YTD
6.06%
6M
38.57%
1Y
156.58%
3Y*
5Y*
10Y*

SILV

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SLVR vs. SILV — Risk / Return Rank

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

SLVR
SLVR Risk / Return Rank: 9393
Overall Rank
SLVR Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SLVR Sortino Ratio Rank: 9191
Sortino Ratio Rank
SLVR Omega Ratio Rank: 9090
Omega Ratio Rank
SLVR Calmar Ratio Rank: 9595
Calmar Ratio Rank
SLVR Martin Ratio Rank: 9393
Martin Ratio Rank

SILV
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 vs. SILV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Silver Miners & Physical Silver ETF (SLVR) and SilverCrest Metals Inc (SILV). 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.


SLVRSILVDifference

Sharpe ratio

Return per unit of total volatility

2.57

Sortino ratio

Return per unit of downside risk

2.67

Omega ratio

Gain probability vs. loss probability

1.37

Calmar ratio

Return relative to maximum drawdown

4.00

Martin ratio

Return relative to average drawdown

13.77

SLVR vs. SILV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SLVRSILVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

Sharpe Ratio (All Time)

Calculated using the full available price history

2.42

Correlation

The correlation between SLVR and SILV is 0.12, 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.


Dividends

SLVR vs. SILV - Dividend Comparison

SLVR's dividend yield for the trailing twelve months is around 3.47%, while SILV has not paid dividends to shareholders.


Drawdowns

SLVR vs. SILV - Drawdown Comparison


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Drawdown Indicators


SLVRSILVDifference

Max Drawdown

Largest peak-to-trough decline

-38.60%

Max Drawdown (1Y)

Largest decline over 1 year

-38.60%

Current Drawdown

Current decline from peak

-29.01%

Average Drawdown

Average peak-to-trough decline

-6.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.21%

Volatility

SLVR vs. SILV - Volatility Comparison


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Volatility by Period


SLVRSILVDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.19%

Volatility (6M)

Calculated over the trailing 6-month period

53.62%

Volatility (1Y)

Calculated over the trailing 1-year period

61.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.32%