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

Key characteristics


SSLN.LSILG.L
YTD Return26.67%21.63%
1Y Return29.27%43.31%
Sharpe Ratio1.090.82
Sortino Ratio1.641.44
Omega Ratio1.201.22
Calmar Ratio0.701.35
Martin Ratio3.803.11
Ulcer Index8.05%13.92%
Daily Std Dev27.94%52.69%
Max Drawdown-69.95%-32.00%
Current Drawdown-23.81%-15.63%

Correlation

-0.50.00.51.00.8

The correlation between SSLN.L and SILG.L is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

SSLN.L vs. SILG.L - Performance Comparison

In the year-to-date period, SSLN.L achieves a 26.67% return, which is significantly higher than SILG.L's 21.63% 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%JuneJulyAugustSeptemberOctoberNovember
6.76%
8.87%
SSLN.L
SILG.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SSLN.L vs. SILG.L - Expense Ratio Comparison

SSLN.L has a 0.20% expense ratio, which is lower than SILG.L's 0.65% expense ratio.


SILG.L
Global X Silver Miners UCITS ETF USD Accumulating
Expense ratio chart for SILG.L: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for SSLN.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Silver ETC (SSLN.L) and Global X Silver Miners UCITS ETF USD Accumulating (SILG.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 1.24, compared to the broader market-2.000.002.004.006.001.24
Sortino ratio
The chart of Sortino ratio for SSLN.L, currently valued at 1.80, compared to the broader market0.005.0010.001.80
Omega ratio
The chart of Omega ratio for SSLN.L, currently valued at 1.22, compared to the broader market1.001.502.002.503.001.22
Calmar ratio
The chart of Calmar ratio for SSLN.L, currently valued at 2.29, compared to the broader market0.005.0010.0015.002.29
Martin ratio
The chart of Martin ratio for SSLN.L, currently valued at 4.92, compared to the broader market0.0020.0040.0060.0080.00100.004.92
SILG.L
Sharpe ratio
The chart of Sharpe ratio for SILG.L, currently valued at 0.92, compared to the broader market-2.000.002.004.006.000.92
Sortino ratio
The chart of Sortino ratio for SILG.L, currently valued at 1.55, compared to the broader market0.005.0010.001.55
Omega ratio
The chart of Omega ratio for SILG.L, currently valued at 1.24, compared to the broader market1.001.502.002.503.001.24
Calmar ratio
The chart of Calmar ratio for SILG.L, currently valued at 1.61, compared to the broader market0.005.0010.0015.001.61
Martin ratio
The chart of Martin ratio for SILG.L, currently valued at 3.91, compared to the broader market0.0020.0040.0060.0080.00100.003.91

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

The current SSLN.L Sharpe Ratio is 1.09, which is higher than the SILG.L Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of SSLN.L and SILG.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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.24
0.92
SSLN.L
SILG.L

Dividends

SSLN.L vs. SILG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SSLN.L vs. SILG.L - Drawdown Comparison

The maximum SSLN.L drawdown since its inception was -69.95%, which is greater than SILG.L's maximum drawdown of -32.00%. Use the drawdown chart below to compare losses from any high point for SSLN.L and SILG.L. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.09%
-16.57%
SSLN.L
SILG.L

Volatility

SSLN.L vs. SILG.L - Volatility Comparison

The current volatility for iShares Physical Silver ETC (SSLN.L) is 9.98%, while Global X Silver Miners UCITS ETF USD Accumulating (SILG.L) has a volatility of 13.98%. This indicates that SSLN.L experiences smaller price fluctuations and is considered to be less risky than SILG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.98%
13.98%
SSLN.L
SILG.L