SNIGX vs. SHEL
SNIGX (SIT Large Cap Growth Fund) is Large Cap Growth Equities fund managed by Sit, while SHEL (Shell plc) is a stock. Over the past 10 years, SNIGX returned 16.33%/yr vs 8.87%/yr for SHEL. At a 0.45 correlation, their price movements are largely independent.
Performance
SNIGX vs. SHEL - Performance Comparison
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Returns By Period
In the year-to-date period, SNIGX achieves a 1.36% return, which is significantly lower than SHEL's 7.19% return. Over the past 10 years, SNIGX has outperformed SHEL with an annualized return of 16.33%, while SHEL has yielded a comparatively lower 8.87% annualized return.
SNIGX
- 1D
- -0.22%
- 1M
- -4.03%
- YTD
- 1.36%
- 6M
- 0.55%
- 1Y
- 15.48%
- 3Y*
- 18.51%
- 5Y*
- 10.78%
- 10Y*
- 16.33%
SHEL
- 1D
- -0.48%
- 1M
- -9.06%
- YTD
- 7.19%
- 6M
- 8.13%
- 1Y
- 15.64%
- 3Y*
- 13.15%
- 5Y*
- 18.48%
- 10Y*
- 8.87%
SNIGX vs. SHEL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SNIGX SIT Large Cap Growth Fund | 1.36% | 15.24% | 26.21% | 39.68% | -28.26% | 28.39% | 33.99% | 32.89% | -3.28% | 27.78% |
SHEL Shell plc | 7.19% | 22.16% | -0.87% | 20.19% | 36.18% | 34.27% | -41.08% | 6.38% | -7.23% | 21.67% |
Correlation
The correlation between SNIGX and SHEL 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 | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jul 21, 2005 | 0.45 |
The correlation between SNIGX and SHEL shifts across timeframes, from -0.02 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SNIGX vs. SHEL — Risk / Return Rank
SNIGX
SHEL
SNIGX vs. SHEL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SIT Large Cap Growth Fund (SNIGX) and Shell plc (SHEL). 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.
| SNIGX | SHEL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.14 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 0.92 | +0.33 |
| Martin ratioReturn relative to average drawdown | 4.68 | 3.31 | +1.36 |
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Drawdowns
SNIGX vs. SHEL - Drawdown Comparison
The maximum SNIGX drawdown since its inception was -64.95%, smaller than the maximum SHEL drawdown of -71.57%. Use the drawdown chart below to compare losses from any high point for SNIGX and SHEL.
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Drawdown Indicators
| SNIGX | SHEL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.95% | -71.57% | +6.62% |
Max Drawdown (1Y)Largest decline over 1 year | -12.99% | -17.12% | +4.13% |
Max Drawdown (3Y)Largest decline over 3 years | -21.39% | -18.47% | -2.92% |
Max Drawdown (5Y)Largest decline over 5 years | -32.14% | -25.04% | -7.10% |
Max Drawdown (10Y)Largest decline over 10 years | -32.14% | -71.57% | +39.43% |
Current DrawdownCurrent decline from peak | -5.85% | -17.12% | +11.27% |
Average DrawdownAverage peak-to-trough decline | -15.73% | -16.73% | +1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 4.73% | -1.28% |
Volatility
SNIGX vs. SHEL - Volatility Comparison
The current volatility for SIT Large Cap Growth Fund (SNIGX) is 5.03%, while Shell plc (SHEL) has a volatility of 6.42%. This indicates that SNIGX experiences smaller price fluctuations and is considered to be less risky than SHEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNIGX | SHEL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 6.42% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.03% | 18.02% | -6.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.22% | 21.39% | -7.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.20% | 25.10% | -4.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.52% | 30.68% | -10.16% |
Dividends
SNIGX vs. SHEL - Dividend Comparison
SNIGX's dividend yield for the trailing twelve months is around 2.10%, less than SHEL's 3.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHEL Shell plc | 3.82% | 3.90% | 4.39% | 3.76% | 3.48% | 3.78% | 5.69% | 6.27% | 6.27% | 2.75% | 6.49% | 8.17% |
SNIGX SIT Large Cap Growth Fund | 2.10% | 2.13% | 4.01% | 1.84% | 3.87% | 5.89% | 5.33% | 9.56% | 10.20% | 11.95% | 7.73% | 29.92% |
Frequently Asked Questions
SNIGX and SHEL 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.
SHEL has higher volatility (6.42%) compared to SNIGX (5.03%). In terms of maximum drawdown, SNIGX dropped -64.95% vs SHEL's -71.57%.
SNIGX currently has the higher Sharpe Ratio (1.14 vs 0.74), 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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