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SSLN.L vs. HOC.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SSLN.LHOC.L
YTD Return29.13%100.28%
1Y Return30.19%104.48%
3Y Return (Ann)8.50%9.69%
5Y Return (Ann)12.71%5.14%
10Y Return (Ann)8.85%11.77%
Sharpe Ratio1.012.27
Sortino Ratio1.542.89
Omega Ratio1.191.35
Calmar Ratio0.641.24
Martin Ratio3.4811.07
Ulcer Index8.10%9.32%
Daily Std Dev27.90%45.30%
Max Drawdown-69.95%-93.29%
Current Drawdown-22.33%-57.12%

Correlation

-0.50.00.51.00.5

The correlation between SSLN.L and HOC.L is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

SSLN.L vs. HOC.L - Performance Comparison

In the year-to-date period, SSLN.L achieves a 29.13% return, which is significantly lower than HOC.L's 100.28% return. Over the past 10 years, SSLN.L has underperformed HOC.L with an annualized return of 8.85%, while HOC.L has yielded a comparatively higher 11.77% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
3.45%
35.29%
SSLN.L
HOC.L

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Risk-Adjusted Performance

SSLN.L vs. HOC.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Silver ETC (SSLN.L) and Hochschild Mining plc (HOC.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.


SSLN.L
Sharpe ratio
The chart of Sharpe ratio for SSLN.L, currently valued at 1.06, compared to the broader market-2.000.002.004.006.001.06
Sortino ratio
The chart of Sortino ratio for SSLN.L, currently valued at 1.58, compared to the broader market-2.000.002.004.006.008.0010.0012.001.58
Omega ratio
The chart of Omega ratio for SSLN.L, currently valued at 1.19, compared to the broader market1.001.502.002.503.001.19
Calmar ratio
The chart of Calmar ratio for SSLN.L, currently valued at 0.54, compared to the broader market0.005.0010.0015.000.54
Martin ratio
The chart of Martin ratio for SSLN.L, currently valued at 4.12, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.12
HOC.L
Sharpe ratio
The chart of Sharpe ratio for HOC.L, currently valued at 2.28, compared to the broader market-2.000.002.004.006.002.28
Sortino ratio
The chart of Sortino ratio for HOC.L, currently valued at 2.85, compared to the broader market-2.000.002.004.006.008.0010.0012.002.85
Omega ratio
The chart of Omega ratio for HOC.L, currently valued at 1.34, compared to the broader market1.001.502.002.503.001.34
Calmar ratio
The chart of Calmar ratio for HOC.L, currently valued at 1.26, compared to the broader market0.005.0010.0015.001.26
Martin ratio
The chart of Martin ratio for HOC.L, currently valued at 11.39, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.39

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

The current SSLN.L Sharpe Ratio is 1.01, which is lower than the HOC.L Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of SSLN.L and HOC.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.06
2.28
SSLN.L
HOC.L

Dividends

SSLN.L vs. HOC.L - Dividend Comparison

Neither SSLN.L nor HOC.L has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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%
HOC.L
Hochschild Mining plc
0.00%0.00%6.05%3.30%3.05%2.16%2.52%0.90%0.50%0.00%0.00%1.37%

Drawdowns

SSLN.L vs. HOC.L - Drawdown Comparison

The maximum SSLN.L drawdown since its inception was -69.95%, smaller than the maximum HOC.L drawdown of -93.29%. Use the drawdown chart below to compare losses from any high point for SSLN.L and HOC.L. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-40.65%
-64.39%
SSLN.L
HOC.L

Volatility

SSLN.L vs. HOC.L - Volatility Comparison

The current volatility for iShares Physical Silver ETC (SSLN.L) is 9.79%, while Hochschild Mining plc (HOC.L) has a volatility of 14.02%. This indicates that SSLN.L experiences smaller price fluctuations and is considered to be less risky than HOC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
9.79%
14.02%
SSLN.L
HOC.L