SMFG vs. SLVP
SMFG (Sumitomo Mitsui Financial Group, Inc.) is a stock, while SLVP (iShares MSCI Global Silver and Metals Miners ETF) is Silver fund tracking the MSCI ACWI Select Silver Miners Investable Market Index. Over the past 10 years, SMFG returned 18.03%/yr vs 13.67%/yr for SLVP. At a 0.17 correlation, their price movements are largely independent.
Performance
SMFG vs. SLVP - Performance Comparison
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Returns By Period
In the year-to-date period, SMFG achieves a 18.83% return, which is significantly higher than SLVP's 2.25% return. Over the past 10 years, SMFG has outperformed SLVP with an annualized return of 18.03%, while SLVP has yielded a comparatively lower 13.67% annualized return.
SMFG
- 1D
- 1.01%
- 1M
- 9.43%
- YTD
- 18.83%
- 6M
- 23.83%
- 1Y
- 52.26%
- 3Y*
- 44.56%
- 5Y*
- 28.97%
- 10Y*
- 18.03%
SLVP
- 1D
- -5.14%
- 1M
- 1.42%
- YTD
- 2.25%
- 6M
- 13.09%
- 1Y
- 112.07%
- 3Y*
- 52.07%
- 5Y*
- 15.97%
- 10Y*
- 13.67%
SMFG vs. SLVP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SMFG Sumitomo Mitsui Financial Group, Inc. | 18.83% | 38.01% | 54.90% | 25.63% | 21.70% | 10.05% | -11.00% | 19.47% | -22.21% | 17.95% |
SLVP iShares MSCI Global Silver and Metals Miners ETF | 2.25% | 202.84% | 14.47% | -2.31% | -18.06% | -23.53% | 56.45% | 37.71% | -22.10% | 4.53% |
Correlation
The correlation between SMFG and SLVP is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2012 | 0.17 |
Over the past year, SMFG and SLVP have become more correlated (0.38) than their long-term average of 0.17, meaning their price movements have been converging.
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Return for Risk
SMFG vs. SLVP — Risk / Return Rank
SMFG
SLVP
SMFG vs. SLVP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sumitomo Mitsui Financial Group, Inc. (SMFG) and iShares MSCI Global Silver and Metals Miners ETF (SLVP). 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.
| SMFG | SLVP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.33 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | 3.36 | -0.75 |
| Martin ratioReturn relative to average drawdown | 7.43 | 8.53 | -1.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SMFG | SLVP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 2.12 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.38 | +0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.32 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.09 | 0.00 |
Drawdowns
SMFG vs. SLVP - Drawdown Comparison
The maximum SMFG drawdown since its inception was -77.26%, roughly equal to the maximum SLVP drawdown of -80.47%. Use the drawdown chart below to compare losses from any high point for SMFG and SLVP.
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Drawdown Indicators
| SMFG | SLVP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.26% | -80.47% | +3.21% |
Max Drawdown (1Y)Largest decline over 1 year | -20.12% | -33.57% | +13.45% |
Max Drawdown (3Y)Largest decline over 3 years | -25.67% | -33.57% | +7.90% |
Max Drawdown (5Y)Largest decline over 5 years | -27.88% | -54.78% | +26.90% |
Max Drawdown (10Y)Largest decline over 10 years | -47.66% | -62.03% | +14.37% |
Current DrawdownCurrent decline from peak | -3.53% | -26.25% | +22.72% |
Average DrawdownAverage peak-to-trough decline | -48.10% | -46.82% | -1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.08% | 13.18% | -6.10% |
Volatility
SMFG vs. SLVP - Volatility Comparison
The current volatility for Sumitomo Mitsui Financial Group, Inc. (SMFG) is 7.51%, while iShares MSCI Global Silver and Metals Miners ETF (SLVP) has a volatility of 17.59%. This indicates that SMFG experiences smaller price fluctuations and is considered to be less risky than SLVP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMFG | SLVP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.51% | 17.59% | -10.08% |
Volatility (6M)Calculated over the trailing 6-month period | 21.14% | 43.22% | -22.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.94% | 53.06% | -25.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.75% | 42.76% | -14.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.91% | 42.24% | -15.33% |
Dividends
SMFG vs. SLVP - Dividend Comparison
SMFG's dividend yield for the trailing twelve months is around 1.31%, less than SLVP's 1.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLVP iShares MSCI Global Silver and Metals Miners ETF | 1.74% | 1.78% | 1.05% | 0.88% | 0.63% | 1.63% | 2.39% | 2.03% | 1.28% | 0.85% | 2.32% | 0.72% |
SMFG Sumitomo Mitsui Financial Group, Inc. | 1.31% | 2.84% | 2.82% | 3.67% | 2.12% | 0.00% | 5.97% | 4.61% | 4.80% | 3.17% | 3.63% | 3.32% |
Frequently Asked Questions
SMFG and SLVP have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SLVP has higher volatility (17.59%) compared to SMFG (7.51%). In terms of maximum drawdown, SMFG dropped -77.26% vs SLVP's -80.47%.
SLVP currently has the higher Sharpe Ratio (2.12 vs 1.88), 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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