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SOBA.DE vs. SLVP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOBA.DE vs. SLVP - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in AT&T Inc (SOBA.DE) and iShares MSCI Global Silver and Metals Miners ETF (SLVP). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SOBA.DE is traded in EUR, while SLVP is traded in USD. To make them comparable, the SLVP values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SOBA.DE achieves a -4.55% return, which is significantly higher than SLVP's -6.43% return. Over the past 10 years, SOBA.DE has underperformed SLVP with an annualized return of 3.25%, while SLVP has yielded a comparatively higher 12.22% annualized return.


SOBA.DE

1D
-2.47%
1M
-9.41%
YTD
-4.55%
6M
-8.48%
1Y
-15.55%
3Y*
16.46%
5Y*
7.31%
10Y*
3.25%

SLVP

1D
-9.71%
1M
-14.00%
YTD
-6.43%
6M
3.68%
1Y
76.70%
3Y*
42.49%
5Y*
14.73%
10Y*
12.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOBA.DE vs. SLVP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOBA.DE
AT&T Inc
-4.55%0.13%51.97%-6.98%11.12%1.68%-28.34%51.95%-19.40%-14.33%
SLVP
iShares MSCI Global Silver and Metals Miners ETF
-6.43%166.91%22.03%-5.24%-12.98%-17.81%43.55%40.82%-18.44%-8.32%

Correlation

The correlation between SOBA.DE and SLVP is -0.27, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.27

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

-0.05

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

0.00

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2012

0.01

The correlation between SOBA.DE and SLVP shifts across timeframes, from -0.27 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SOBA.DE vs. SLVP — Risk / Return Rank

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

SOBA.DE
SOBA.DE Risk / Return Rank: 1313
Overall Rank
SOBA.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SOBA.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
SOBA.DE Omega Ratio Rank: 1616
Omega Ratio Rank
SOBA.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
SOBA.DE Martin Ratio Rank: 77
Martin Ratio Rank

SLVP
SLVP Risk / Return Rank: 4141
Overall Rank
SLVP Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SLVP Sortino Ratio Rank: 3737
Sortino Ratio Rank
SLVP Omega Ratio Rank: 4040
Omega Ratio Rank
SLVP Calmar Ratio Rank: 4848
Calmar Ratio Rank
SLVP Martin Ratio Rank: 3838
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.

SOBA.DE vs. SLVP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc (SOBA.DE) 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.


SOBA.DESLVPDifference
Sharpe ratioReturn per unit of total volatility

-2.15

Sortino ratioReturn per unit of downside risk

-2.78

Omega ratioGain probability vs. loss probability

0.91

1.26

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.69

2.40

-3.09

Martin ratioReturn relative to average drawdown

-1.45

6.02

-7.47

SOBA.DE vs. SLVP - Sharpe Ratio Comparison

The current SOBA.DE Sharpe Ratio is -0.67, which is lower than the SLVP Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of SOBA.DE and SLVP, 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


SOBA.DESLVPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.67

1.48

-2.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.37

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

0.30

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.10

+0.06

Drawdowns

SOBA.DE vs. SLVP - Drawdown Comparison

The maximum SOBA.DE drawdown since its inception was -75.29%, roughly equal to the maximum SLVP drawdown of -75.87%. Use the drawdown chart below to compare losses from any high point for SOBA.DE and SLVP.


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Drawdown Indicators


SOBA.DESLVPDifference

Max Drawdown

Largest peak-to-trough decline

-75.29%

-75.87%

+0.58%

Max Drawdown (1Y)

Largest decline over 1 year

-22.41%

-32.12%

+9.71%

Max Drawdown (3Y)

Largest decline over 3 years

-23.99%

-32.12%

+8.13%

Max Drawdown (5Y)

Largest decline over 5 years

-37.25%

-48.53%

+11.28%

Max Drawdown (10Y)

Largest decline over 10 years

-41.87%

-61.62%

+19.75%

Current Drawdown

Current decline from peak

-21.80%

-32.07%

+10.27%

Average Drawdown

Average peak-to-trough decline

-38.29%

-39.19%

+0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.64%

12.79%

-2.15%

Volatility

SOBA.DE vs. SLVP - Volatility Comparison

The current volatility for AT&T Inc (SOBA.DE) is 5.80%, while iShares MSCI Global Silver and Metals Miners ETF (SLVP) has a volatility of 17.78%. This indicates that SOBA.DE 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


SOBA.DESLVPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

17.78%

-11.98%

Volatility (6M)

Calculated over the trailing 6-month period

18.47%

42.69%

-24.22%

Volatility (1Y)

Calculated over the trailing 1-year period

23.14%

52.20%

-29.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.35%

40.49%

-17.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.88%

40.31%

-17.43%

Dividends

SOBA.DE vs. SLVP - Dividend Comparison

SOBA.DE's dividend yield for the trailing twelve months is around 4.14%, more than SLVP's 1.94% yield.


PositionTTM20252024202320222021202020192018201720162015
SLVP
iShares MSCI Global Silver and Metals Miners ETF
1.94%1.78%1.05%0.88%0.63%1.63%2.39%2.03%1.28%0.85%2.32%0.72%
SOBA.DE
AT&T Inc
4.14%4.06%4.01%5.84%6.34%9.15%9.05%5.90%7.77%6.17%4.87%6.01%

Frequently Asked Questions


SOBA.DE and SLVP 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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