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SRUUF vs. SSLV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SRUUF vs. SSLV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Physical Uranium Trust Fund (SRUUF) and Invesco Physical Silver ETC (SSLV.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SRUUF achieves a 0.42% return, which is significantly lower than SSLV.L's 2.90% return.


SRUUF

1D
-0.51%
1M
-3.75%
YTD
0.42%
6M
7.42%
1Y
20.38%
3Y*
14.39%
5Y*
10Y*

SSLV.L

1D
0.44%
1M
0.09%
YTD
2.90%
6M
29.12%
1Y
113.89%
3Y*
45.99%
5Y*
21.31%
10Y*
15.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SRUUF vs. SSLV.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SRUUF
Sprott Physical Uranium Trust Fund
0.42%12.66%-18.89%82.09%7.65%17.26%
SSLV.L
Invesco Physical Silver ETC
2.90%147.68%21.10%-0.93%3.59%-8.91%

Correlation

The correlation between SRUUF and SSLV.L 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

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2021

0.20

The correlation between SRUUF and SSLV.L shifts across timeframes, from 0.19 (3 years) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SRUUF vs. SSLV.L — Risk / Return Rank

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

SRUUF
SRUUF Risk / Return Rank: 88
Overall Rank
SRUUF Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SRUUF Sortino Ratio Rank: 99
Sortino Ratio Rank
SRUUF Omega Ratio Rank: 88
Omega Ratio Rank
SRUUF Calmar Ratio Rank: 1010
Calmar Ratio Rank
SRUUF Martin Ratio Rank: 77
Martin Ratio Rank

SSLV.L
SSLV.L Risk / Return Rank: 5252
Overall Rank
SSLV.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SSLV.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
SSLV.L Omega Ratio Rank: 5858
Omega Ratio Rank
SSLV.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
SSLV.L Martin Ratio Rank: 3939
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.

SRUUF vs. SSLV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Uranium Trust Fund (SRUUF) and Invesco Physical Silver ETC (SSLV.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.


SRUUFSSLV.LDifference
Sharpe ratioReturn per unit of total volatility

-1.40

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.13

1.35

-0.22

Calmar ratioReturn relative to maximum drawdown

0.89

2.79

-1.90

Martin ratioReturn relative to average drawdown

1.80

6.08

-4.28

SRUUF vs. SSLV.L - Sharpe Ratio Comparison

The current SRUUF Sharpe Ratio is 0.59, which is lower than the SSLV.L Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of SRUUF and SSLV.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


SRUUFSSLV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

1.99

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.11

+0.29

Drawdowns

SRUUF vs. SSLV.L - Drawdown Comparison

The maximum SRUUF drawdown since its inception was -48.68%, smaller than the maximum SSLV.L drawdown of -74.62%. Use the drawdown chart below to compare losses from any high point for SRUUF and SSLV.L.


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Drawdown Indicators


SRUUFSSLV.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.68%

-74.62%

+25.94%

Max Drawdown (1Y)

Largest decline over 1 year

-22.98%

-40.61%

+17.63%

Max Drawdown (3Y)

Largest decline over 3 years

-48.68%

-40.61%

-8.07%

Max Drawdown (5Y)

Largest decline over 5 years

-40.61%

Max Drawdown (10Y)

Largest decline over 10 years

-42.74%

Current Drawdown

Current decline from peak

-21.99%

-35.24%

+13.25%

Average Drawdown

Average peak-to-trough decline

-21.79%

-52.25%

+30.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.35%

18.65%

-7.30%

Volatility

SRUUF vs. SSLV.L - Volatility Comparison

The current volatility for Sprott Physical Uranium Trust Fund (SRUUF) is 7.75%, while Invesco Physical Silver ETC (SSLV.L) has a volatility of 17.44%. This indicates that SRUUF experiences smaller price fluctuations and is considered to be less risky than SSLV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SRUUFSSLV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

17.44%

-9.69%

Volatility (6M)

Calculated over the trailing 6-month period

24.49%

54.09%

-29.60%

Volatility (1Y)

Calculated over the trailing 1-year period

34.43%

56.84%

-22.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.79%

35.50%

+6.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.79%

30.89%

+10.90%

SRUUF vs. SSLV.L - Expense Ratio Comparison

SRUUF has a 0.70% expense ratio, which is higher than SSLV.L's 0.19% expense ratio.


Dividends

SRUUF vs. SSLV.L - Dividend Comparison

Neither SRUUF nor SSLV.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SRUUF and SSLV.L 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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