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

Performance

SSLV.L vs. SRUUF - Performance Comparison

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

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Returns By Period

In the year-to-date period, SSLV.L achieves a 2.90% return, which is significantly higher than SRUUF's -2.76% return.


SSLV.L

1D
0.44%
1M
-4.63%
YTD
2.90%
6M
26.07%
1Y
106.19%
3Y*
45.99%
5Y*
21.31%
10Y*
15.85%

SRUUF

1D
-3.17%
1M
-7.66%
YTD
-2.76%
6M
2.55%
1Y
16.28%
3Y*
13.49%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSLV.L vs. SRUUF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SSLV.L
Invesco Physical Silver ETC
2.90%147.68%21.10%-0.93%3.59%-8.91%
SRUUF
Sprott Physical Uranium Trust Fund
-2.76%12.66%-18.89%82.09%7.65%17.26%

Correlation

The correlation between SSLV.L and SRUUF 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 SSLV.L and SRUUF 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

SSLV.L vs. SRUUF — Risk / Return Rank

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

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

SRUUF
SRUUF Risk / Return Rank: 77
Overall Rank
SRUUF Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SRUUF Sortino Ratio Rank: 88
Sortino Ratio Rank
SRUUF Omega Ratio Rank: 88
Omega Ratio Rank
SRUUF Calmar Ratio Rank: 88
Calmar Ratio Rank
SRUUF Martin Ratio Rank: 66
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.

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

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


SSLV.LSRUUFDifference
Sharpe ratioReturn per unit of total volatility

+1.52

Sortino ratioReturn per unit of downside risk

+1.44

Omega ratioGain probability vs. loss probability

1.35

1.11

+0.24

Calmar ratioReturn relative to maximum drawdown

2.79

0.71

+2.08

Martin ratioReturn relative to average drawdown

6.08

1.43

+4.66

SSLV.L vs. SRUUF - Sharpe Ratio Comparison

The current SSLV.L Sharpe Ratio is 1.99, which is higher than the SRUUF Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of SSLV.L and SRUUF, 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


SSLV.LSRUUFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

0.47

+1.52

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

0.11

0.38

-0.27

Drawdowns

SSLV.L vs. SRUUF - Drawdown Comparison

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


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Drawdown Indicators


SSLV.LSRUUFDifference

Max Drawdown

Largest peak-to-trough decline

-74.62%

-48.68%

-25.94%

Max Drawdown (1Y)

Largest decline over 1 year

-40.61%

-22.98%

-17.63%

Max Drawdown (3Y)

Largest decline over 3 years

-40.61%

-48.68%

+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

-35.24%

-24.46%

-10.78%

Average Drawdown

Average peak-to-trough decline

-52.25%

-21.79%

-30.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.65%

11.43%

+7.22%

Volatility

SSLV.L vs. SRUUF - Volatility Comparison

Invesco Physical Silver ETC (SSLV.L) has a higher volatility of 17.44% compared to Sprott Physical Uranium Trust Fund (SRUUF) at 8.23%. This indicates that SSLV.L's price experiences larger fluctuations and is considered to be riskier than SRUUF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSLV.LSRUUFDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.44%

8.23%

+9.21%

Volatility (6M)

Calculated over the trailing 6-month period

54.09%

24.71%

+29.38%

Volatility (1Y)

Calculated over the trailing 1-year period

56.84%

34.59%

+22.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.50%

41.80%

-6.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.89%

41.80%

-10.91%

SSLV.L vs. SRUUF - Expense Ratio Comparison

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


Dividends

SSLV.L vs. SRUUF - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SSLV.L and SRUUF 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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