SSRM vs. SWDA.L
Compare and contrast key facts about SSR Mining Inc. (SSRM) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).
SWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SSRM or SWDA.L.
Key characteristics
| SSRM | SWDA.L | |
|---|---|---|
| YTD Return | -48.79% | 20.50% |
| 1Y Return | -52.74% | 25.64% |
| 3Y Return (Ann) | -34.13% | 9.06% |
| 5Y Return (Ann) | -17.26% | 12.70% |
| 10Y Return (Ann) | 0.64% | 12.50% |
| Sharpe Ratio | -0.74 | 2.61 |
| Sortino Ratio | -0.65 | 3.65 |
| Omega Ratio | 0.88 | 1.50 |
| Calmar Ratio | -0.59 | 4.31 |
| Martin Ratio | -1.07 | 19.04 |
| Ulcer Index | 50.29% | 1.38% |
| Daily Std Dev | 72.80% | 10.04% |
| Max Drawdown | -91.68% | -25.58% |
| Current Drawdown | -87.34% | 0.00% |
Correlation
The correlation between SSRM and SWDA.L is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SSRM vs. SWDA.L - Performance Comparison
In the year-to-date period, SSRM achieves a -48.79% return, which is significantly lower than SWDA.L's 20.50% return. Over the past 10 years, SSRM has underperformed SWDA.L with an annualized return of 0.64%, while SWDA.L has yielded a comparatively higher 12.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SSRM vs. SWDA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SSR Mining Inc. (SSRM) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.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.
Dividends
SSRM vs. SWDA.L - Dividend Comparison
Neither SSRM nor SWDA.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
SSRM SSR Mining Inc. | 0.00% | 2.60% | 1.79% | 1.13% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SSRM vs. SWDA.L - Drawdown Comparison
The maximum SSRM drawdown since its inception was -91.68%, which is greater than SWDA.L's maximum drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for SSRM and SWDA.L. For additional features, visit the drawdowns tool.
Volatility
SSRM vs. SWDA.L - Volatility Comparison
SSR Mining Inc. (SSRM) has a higher volatility of 21.15% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.94%. This indicates that SSRM's price experiences larger fluctuations and is considered to be riskier than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.