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

Performance

SMSN.L vs. SSLN.L - Performance Comparison

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

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Different Trading Currencies

SMSN.L is traded in USD, while SSLN.L is traded in GBp. To make them comparable, the SSLN.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SMSN.L achieves a 171.15% return, which is significantly higher than SSLN.L's 2.93% return. Over the past 10 years, SMSN.L has outperformed SSLN.L with an annualized return of 28.41%, while SSLN.L has yielded a comparatively lower 15.86% annualized return.


SMSN.L

1D
-4.44%
1M
33.41%
YTD
171.15%
6M
220.33%
1Y
436.91%
3Y*
63.07%
5Y*
27.15%
10Y*
28.41%

SSLN.L

1D
0.53%
1M
0.32%
YTD
2.93%
6M
29.26%
1Y
113.88%
3Y*
45.97%
5Y*
21.70%
10Y*
15.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMSN.L vs. SSLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMSN.L
Samsung Electronics Co. Ltd
171.15%131.89%-37.94%38.34%-31.32%-8.01%60.01%41.56%-25.35%63.26%
SSLN.L
iShares Physical Silver ETC
2.93%147.64%21.15%-1.25%3.38%-12.44%45.04%17.20%-8.94%3.39%

Correlation

The correlation between SMSN.L and SSLN.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.23

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

0.25

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

0.17

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2011

0.17

The correlation between SMSN.L and SSLN.L shifts across timeframes, from 0.17 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SMSN.L vs. SSLN.L — 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

SSLN.L
SSLN.L Risk / Return Rank: 5656
Overall Rank
SSLN.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SSLN.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
SSLN.L Omega Ratio Rank: 6262
Omega Ratio Rank
SSLN.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
SSLN.L Martin Ratio Rank: 4242
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. SSLN.L - Risk-Adjusted Trends Comparison

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


SMSN.LSSLN.LDifference
Sharpe ratioReturn per unit of total volatility

+6.69

Sortino ratioReturn per unit of downside risk

+4.01

Omega ratioGain probability vs. loss probability

1.82

1.36

+0.46

Calmar ratioReturn relative to maximum drawdown

19.73

2.77

+16.96

Martin ratioReturn relative to average drawdown

66.52

6.05

+60.47

SMSN.L vs. SSLN.L - Sharpe Ratio Comparison

The current SMSN.L Sharpe Ratio is 8.72, which is higher than the SSLN.L Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of SMSN.L and SSLN.L, 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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Sharpe Ratios by Period


SMSN.LSSLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

8.72

2.02

+6.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.62

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.52

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.12

+0.41

Drawdowns

SMSN.L vs. SSLN.L - Drawdown Comparison

The maximum SMSN.L drawdown since its inception was -65.23%, smaller than the maximum SSLN.L drawdown of -76.85%. Use the drawdown chart below to compare losses from any high point for SMSN.L and SSLN.L.


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Drawdown Indicators


SMSN.LSSLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-65.23%

-76.85%

+11.62%

Max Drawdown (1Y)

Largest decline over 1 year

-21.96%

-40.85%

+18.89%

Max Drawdown (3Y)

Largest decline over 3 years

-44.52%

-40.85%

-3.67%

Max Drawdown (5Y)

Largest decline over 5 years

-49.78%

-40.85%

-8.93%

Max Drawdown (10Y)

Largest decline over 10 years

-54.44%

-43.60%

-10.84%

Current Drawdown

Current decline from peak

-5.33%

-35.46%

+30.13%

Average Drawdown

Average peak-to-trough decline

-18.06%

-53.91%

+35.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.53%

18.75%

-12.22%

Volatility

SMSN.L vs. SSLN.L - Volatility Comparison

Samsung Electronics Co. Ltd (SMSN.L) has a higher volatility of 21.83% compared to iShares Physical Silver ETC (SSLN.L) at 17.06%. This indicates that SMSN.L's price experiences larger fluctuations and is considered to be riskier than SSLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMSN.LSSLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.83%

17.06%

+4.77%

Volatility (6M)

Calculated over the trailing 6-month period

41.98%

53.33%

-11.35%

Volatility (1Y)

Calculated over the trailing 1-year period

49.71%

55.93%

-6.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.39%

35.31%

-0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.73%

31.01%

+1.72%

Dividends

SMSN.L vs. SSLN.L - Dividend Comparison

SMSN.L's dividend yield for the trailing twelve months is around 0.51%, while SSLN.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SMSN.L
Samsung Electronics Co. Ltd
0.51%1.40%2.88%1.79%2.50%1.85%3.60%2.47%3.65%1.62%1.68%1.71%
SSLN.L
iShares Physical Silver ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SMSN.L and SSLN.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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