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

Key characteristics


SSLN.LWPM
YTD Return30.35%31.65%
1Y Return31.16%53.62%
3Y Return (Ann)10.47%17.57%
5Y Return (Ann)12.70%21.24%
10Y Return (Ann)9.30%15.23%
Sharpe Ratio1.081.73
Sortino Ratio1.632.30
Omega Ratio1.201.29
Calmar Ratio0.691.87
Martin Ratio3.777.36
Ulcer Index8.00%6.84%
Daily Std Dev27.88%29.10%
Max Drawdown-69.95%-86.74%
Current Drawdown-21.59%-6.01%

Correlation

-0.50.00.51.00.5

The correlation between SSLN.L and WPM 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. WPM - Performance Comparison

The year-to-date returns for both investments are quite close, with SSLN.L having a 30.35% return and WPM slightly higher at 31.65%. Over the past 10 years, SSLN.L has underperformed WPM with an annualized return of 9.30%, while WPM has yielded a comparatively higher 15.23% 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%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
12.28%
16.08%
SSLN.L
WPM

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Silver ETC (SSLN.L) and Wheaton Precious Metals Corp. (WPM). 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 1.21, compared to the broader market-2.000.002.004.006.001.21
Sortino ratio
The chart of Sortino ratio for SSLN.L, currently valued at 1.76, compared to the broader market-2.000.002.004.006.008.0010.0012.001.76
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 0.62, compared to the broader market0.005.0010.0015.000.62
Martin ratio
The chart of Martin ratio for SSLN.L, currently valued at 4.72, compared to the broader market0.0020.0040.0060.0080.00100.004.72
WPM
Sharpe ratio
The chart of Sharpe ratio for WPM, currently valued at 1.60, compared to the broader market-2.000.002.004.006.001.60
Sortino ratio
The chart of Sortino ratio for WPM, currently valued at 2.16, compared to the broader market-2.000.002.004.006.008.0010.0012.002.16
Omega ratio
The chart of Omega ratio for WPM, currently valued at 1.27, compared to the broader market1.001.502.002.503.001.27
Calmar ratio
The chart of Calmar ratio for WPM, currently valued at 1.71, compared to the broader market0.005.0010.0015.001.71
Martin ratio
The chart of Martin ratio for WPM, currently valued at 6.67, compared to the broader market0.0020.0040.0060.0080.00100.006.67

SSLN.L vs. WPM - Sharpe Ratio Comparison

The current SSLN.L Sharpe Ratio is 1.08, which is lower than the WPM Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of SSLN.L and WPM, 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
1.21
1.60
SSLN.L
WPM

Dividends

SSLN.L vs. WPM - Dividend Comparison

SSLN.L has not paid dividends to shareholders, while WPM's dividend yield for the trailing twelve months is around 0.95%.


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%
WPM
Wheaton Precious Metals Corp.
0.95%1.22%1.54%1.33%1.01%1.21%1.84%1.49%1.09%1.61%1.28%2.23%

Drawdowns

SSLN.L vs. WPM - Drawdown Comparison

The maximum SSLN.L drawdown since its inception was -69.95%, smaller than the maximum WPM drawdown of -86.74%. Use the drawdown chart below to compare losses from any high point for SSLN.L and WPM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-38.76%
-6.01%
SSLN.L
WPM

Volatility

SSLN.L vs. WPM - Volatility Comparison

iShares Physical Silver ETC (SSLN.L) has a higher volatility of 9.80% compared to Wheaton Precious Metals Corp. (WPM) at 9.17%. This indicates that SSLN.L's price experiences larger fluctuations and is considered to be riskier than WPM 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%JuneJulyAugustSeptemberOctoberNovember
9.80%
9.17%
SSLN.L
WPM