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STTK vs. SLVP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STTK vs. SLVP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shattuck Labs, Inc. (STTK) and iShares MSCI Global Silver and Metals Miners ETF (SLVP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STTK achieves a 30.14% return, which is significantly higher than SLVP's 2.25% return.


STTK

1D
-2.46%
1M
-31.36%
YTD
30.14%
6M
82.69%
1Y
365.69%
3Y*
18.84%
5Y*
-30.36%
10Y*

SLVP

1D
-5.14%
1M
1.42%
YTD
2.25%
6M
13.09%
1Y
112.07%
3Y*
52.07%
5Y*
15.97%
10Y*
13.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STTK vs. SLVP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
STTK
Shattuck Labs, Inc.
30.14%201.65%-83.03%210.00%-72.97%-83.76%170.85%
SLVP
iShares MSCI Global Silver and Metals Miners ETF
2.25%202.84%14.47%-2.31%-18.06%-23.53%3.41%

Correlation

The correlation between STTK and SLVP is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2020

0.10

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Return for Risk

STTK vs. SLVP — Risk / Return Rank

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

STTK
STTK Risk / Return Rank: 9494
Overall Rank
STTK Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
STTK Sortino Ratio Rank: 9393
Sortino Ratio Rank
STTK Omega Ratio Rank: 9191
Omega Ratio Rank
STTK Calmar Ratio Rank: 9797
Calmar Ratio Rank
STTK Martin Ratio Rank: 9595
Martin Ratio Rank

SLVP
SLVP Risk / Return Rank: 5555
Overall Rank
SLVP Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SLVP Sortino Ratio Rank: 4848
Sortino Ratio Rank
SLVP Omega Ratio Rank: 5151
Omega Ratio Rank
SLVP Calmar Ratio Rank: 6666
Calmar Ratio Rank
SLVP Martin Ratio Rank: 5050
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.

STTK vs. SLVP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shattuck Labs, Inc. (STTK) and iShares MSCI Global Silver and Metals Miners ETF (SLVP). 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.


STTKSLVPDifference
Sharpe ratioReturn per unit of total volatility

+1.54

Sortino ratioReturn per unit of downside risk

+1.32

Omega ratioGain probability vs. loss probability

1.45

1.33

+0.12

Calmar ratioReturn relative to maximum drawdown

9.28

3.36

+5.92

Martin ratioReturn relative to average drawdown

19.92

8.53

+11.39

STTK vs. SLVP - Sharpe Ratio Comparison

The current STTK Sharpe Ratio is 3.67, which is higher than the SLVP Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of STTK and SLVP, 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


STTKSLVPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.67

2.12

+1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

0.38

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

0.09

-0.28

Drawdowns

STTK vs. SLVP - Drawdown Comparison

The maximum STTK drawdown since its inception was -98.73%, which is greater than SLVP's maximum drawdown of -80.47%. Use the drawdown chart below to compare losses from any high point for STTK and SLVP.


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Drawdown Indicators


STTKSLVPDifference

Max Drawdown

Largest peak-to-trough decline

-98.73%

-80.47%

-18.26%

Max Drawdown (1Y)

Largest decline over 1 year

-39.72%

-33.57%

-6.15%

Max Drawdown (3Y)

Largest decline over 3 years

-93.45%

-33.57%

-59.88%

Max Drawdown (5Y)

Largest decline over 5 years

-97.59%

-54.78%

-42.81%

Max Drawdown (10Y)

Largest decline over 10 years

-62.03%

Current Drawdown

Current decline from peak

-91.75%

-26.25%

-65.50%

Average Drawdown

Average peak-to-trough decline

-83.06%

-46.82%

-36.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.46%

13.18%

+5.28%

Volatility

STTK vs. SLVP - Volatility Comparison

Shattuck Labs, Inc. (STTK) has a higher volatility of 23.12% compared to iShares MSCI Global Silver and Metals Miners ETF (SLVP) at 17.59%. This indicates that STTK's price experiences larger fluctuations and is considered to be riskier than SLVP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STTKSLVPDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.12%

17.59%

+5.53%

Volatility (6M)

Calculated over the trailing 6-month period

51.52%

43.22%

+8.30%

Volatility (1Y)

Calculated over the trailing 1-year period

100.61%

53.06%

+47.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

117.35%

42.76%

+74.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

114.28%

42.24%

+72.04%

Dividends

STTK vs. SLVP - Dividend Comparison

STTK has not paid dividends to shareholders, while SLVP's dividend yield for the trailing twelve months is around 1.74%.


PositionTTM20252024202320222021202020192018201720162015
SLVP
iShares MSCI Global Silver and Metals Miners ETF
1.74%1.78%1.05%0.88%0.63%1.63%2.39%2.03%1.28%0.85%2.32%0.72%
STTK
Shattuck Labs, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


STTK and SLVP have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STTK has higher volatility (23.12%) compared to SLVP (17.59%). In terms of maximum drawdown, STTK dropped -98.73% vs SLVP's -80.47%.

STTK currently has the higher Sharpe Ratio (3.67 vs 2.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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