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SPPP vs. SLVR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPPP vs. SLVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Physical Platinum and Palladium Trust (SPPP) and Sprott Silver Miners & Physical Silver ETF (SLVR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPPP achieves a -14.37% return, which is significantly lower than SLVR's 6.80% return.


SPPP

1D
-4.12%
1M
-6.42%
YTD
-14.37%
6M
-2.30%
1Y
39.19%
3Y*
5.59%
5Y*
-6.33%
10Y*
8.53%

SLVR

1D
-5.47%
1M
1.96%
YTD
6.80%
6M
18.93%
1Y
118.11%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPPP vs. SLVR - Yearly Performance Comparison


Correlation

The correlation between SPPP and SLVR is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.70

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2025

0.68

The correlation between SPPP and SLVR has been stable across timeframes, ranging from 0.68 to 0.70 - a consistent structural relationship.

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Return for Risk

SPPP vs. SLVR — Risk / Return Rank

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

SPPP
SPPP Risk / Return Rank: 2222
Overall Rank
SPPP Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SPPP Sortino Ratio Rank: 2323
Sortino Ratio Rank
SPPP Omega Ratio Rank: 2525
Omega Ratio Rank
SPPP Calmar Ratio Rank: 2323
Calmar Ratio Rank
SPPP Martin Ratio Rank: 2020
Martin Ratio Rank

SLVR
SLVR Risk / Return Rank: 5151
Overall Rank
SLVR Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SLVR Sortino Ratio Rank: 4545
Sortino Ratio Rank
SLVR Omega Ratio Rank: 4848
Omega Ratio Rank
SLVR Calmar Ratio Rank: 6262
Calmar Ratio Rank
SLVR Martin Ratio Rank: 4646
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.

SPPP vs. SLVR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Platinum and Palladium Trust (SPPP) and Sprott Silver Miners & Physical Silver ETF (SLVR). 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.


SPPPSLVRDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

1.18

1.31

-0.13

Calmar ratioReturn relative to maximum drawdown

1.05

3.08

-2.03

Martin ratioReturn relative to average drawdown

2.23

7.66

-5.43

SPPP vs. SLVR - Sharpe Ratio Comparison

The current SPPP Sharpe Ratio is 0.77, which is lower than the SLVR Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of SPPP and SLVR, 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


SPPPSLVRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.93

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

2.02

-1.92

Drawdowns

SPPP vs. SLVR - Drawdown Comparison

The maximum SPPP drawdown since its inception was -59.09%, which is greater than SLVR's maximum drawdown of -38.60%. Use the drawdown chart below to compare losses from any high point for SPPP and SLVR.


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Drawdown Indicators


SPPPSLVRDifference

Max Drawdown

Largest peak-to-trough decline

-59.09%

-38.60%

-20.49%

Max Drawdown (1Y)

Largest decline over 1 year

-37.42%

-38.60%

+1.18%

Max Drawdown (3Y)

Largest decline over 3 years

-37.42%

Max Drawdown (5Y)

Largest decline over 5 years

-58.50%

Max Drawdown (10Y)

Largest decline over 10 years

-59.09%

Current Drawdown

Current decline from peak

-36.14%

-28.51%

-7.63%

Average Drawdown

Average peak-to-trough decline

-26.48%

-9.24%

-17.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.60%

15.47%

+2.13%

Volatility

SPPP vs. SLVR - Volatility Comparison

The current volatility for Sprott Physical Platinum and Palladium Trust (SPPP) is 10.71%, while Sprott Silver Miners & Physical Silver ETF (SLVR) has a volatility of 19.31%. This indicates that SPPP experiences smaller price fluctuations and is considered to be less risky than SLVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPPPSLVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.71%

19.31%

-8.60%

Volatility (6M)

Calculated over the trailing 6-month period

45.53%

51.02%

-5.49%

Volatility (1Y)

Calculated over the trailing 1-year period

50.97%

61.64%

-10.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.89%

57.85%

-22.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.10%

57.85%

-24.75%

SPPP vs. SLVR - Expense Ratio Comparison

SPPP has a 1.02% expense ratio, which is higher than SLVR's 0.65% expense ratio.


Dividends

SPPP vs. SLVR - Dividend Comparison

SPPP has not paid dividends to shareholders, while SLVR's dividend yield for the trailing twelve months is around 3.45%.


Frequently Asked Questions


SPPP and SLVR have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLVR has higher volatility (19.31%) compared to SPPP (10.71%). In terms of maximum drawdown, SPPP dropped -59.09% vs SLVR's -38.60%.

On 1-year performance, SLVR leads with 118.11% vs 39.19% for SPPP. On fees, SLVR is cheaper at 0.65% per year. On volatility, SPPP has been the lower-risk option at 10.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SLVR has performed better with a 118.11% return vs 39.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SLVR is cheaper with a 0.65% expense ratio, compared with 1.02% for SPPP.

SLVR has the higher dividend yield at 3.45%, compared with 0.00% for SPPP.

SPPP is categorized as Precious Metals, while SLVR is Silver. Their fees differ too: 1.02% for SPPP and 0.65% for SLVR.

SLVR currently has the higher Sharpe Ratio (1.93 vs 0.77), 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.

Portfolio Optimizer

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