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SMSN.L vs. SLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMSN.L vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Samsung Electronics Co. Ltd (SMSN.L) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMSN.L achieves a 161.93% return, which is significantly higher than SLV's -4.86% return. Over the past 10 years, SMSN.L has outperformed SLV with an annualized return of 27.99%, while SLV has yielded a comparatively lower 13.99% annualized return.


SMSN.L

1D
6.51%
1M
13.49%
YTD
161.93%
6M
204.19%
1Y
399.27%
3Y*
59.18%
5Y*
26.81%
10Y*
27.99%

SLV

1D
0.77%
1M
-22.76%
YTD
-4.86%
6M
9.25%
1Y
85.39%
3Y*
41.27%
5Y*
18.83%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMSN.L vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMSN.L
Samsung Electronics Co. Ltd
161.93%130.81%-37.94%38.34%-31.32%-8.01%60.01%41.56%-25.35%62.93%
SLV
iShares Silver Trust
-4.86%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%

Correlation

The correlation between SMSN.L and SLV is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.27

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

0.26

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

0.19

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2006

0.13

The correlation between SMSN.L and SLV shifts across timeframes, from 0.13 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SMSN.L vs. SLV — Risk / Return Rank

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

SMSN.L
SMSN.L Risk / Return Rank: 9999
Overall Rank
SMSN.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SMSN.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
SMSN.L Omega Ratio Rank: 9898
Omega Ratio Rank
SMSN.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
SMSN.L Martin Ratio Rank: 9999
Martin Ratio Rank

SLV
SLV Risk / Return Rank: 4242
Overall Rank
SLV Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 3838
Sortino Ratio Rank
SLV Omega Ratio Rank: 5353
Omega Ratio Rank
SLV Calmar Ratio Rank: 4343
Calmar Ratio Rank
SLV Martin Ratio Rank: 3232
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.

SMSN.L vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Samsung Electronics Co. Ltd (SMSN.L) and iShares Silver Trust (SLV). 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.


SMSN.LSLVDifference
Sharpe ratioReturn per unit of total volatility

+6.32

Sortino ratioReturn per unit of downside risk

+4.04

Omega ratioGain probability vs. loss probability

1.75

1.29

+0.46

Calmar ratioReturn relative to maximum drawdown

18.03

1.89

+16.14

Martin ratioReturn relative to average drawdown

57.94

4.10

+53.84

SMSN.L vs. SLV - Sharpe Ratio Comparison

The current SMSN.L Sharpe Ratio is 7.76, which is higher than the SLV Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of SMSN.L and SLV, 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

SMSN.L vs. SLV - Drawdown Comparison

The maximum SMSN.L drawdown since its inception was -55.59%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for SMSN.L and SLV.


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Drawdown Indicators


SMSN.LSLVDifference

Max Drawdown

Largest peak-to-trough decline

-55.59%

-76.28%

+20.69%

Max Drawdown (1Y)

Largest decline over 1 year

-21.96%

-45.40%

+23.44%

Max Drawdown (3Y)

Largest decline over 3 years

-44.52%

-45.40%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-49.12%

-45.40%

-3.72%

Max Drawdown (10Y)

Largest decline over 10 years

-54.44%

-45.40%

-9.04%

Current Drawdown

Current decline from peak

-8.55%

-41.96%

+33.41%

Average Drawdown

Average peak-to-trough decline

-17.37%

-44.66%

+27.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.85%

20.88%

-14.03%

Volatility

SMSN.L vs. SLV - Volatility Comparison

Samsung Electronics Co. Ltd (SMSN.L) has a higher volatility of 20.71% compared to iShares Silver Trust (SLV) at 16.34%. This indicates that SMSN.L's price experiences larger fluctuations and is considered to be riskier than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMSN.LSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.71%

16.34%

+4.37%

Volatility (6M)

Calculated over the trailing 6-month period

43.80%

59.10%

-15.30%

Volatility (1Y)

Calculated over the trailing 1-year period

51.06%

59.82%

-8.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.83%

36.46%

-1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.95%

32.00%

+0.95%

Dividends

SMSN.L vs. SLV - Dividend Comparison

SMSN.L's dividend yield for the trailing twelve months is around 0.35%, while SLV has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SLV
iShares Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMSN.L
Samsung Electronics Co. Ltd
0.35%0.94%2.88%1.79%2.50%1.85%3.60%2.47%3.65%1.62%1.68%1.71%

Frequently Asked Questions


SMSN.L and SLV have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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