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SVM vs. ^TNX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SVM and ^TNX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

SVM vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Silvercorp Metals Inc. (SVM) and Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
-13.46%
6.27%
SVM
^TNX

Key characteristics

Sharpe Ratio

SVM:

0.23

^TNX:

0.75

Sortino Ratio

SVM:

0.72

^TNX:

1.25

Omega Ratio

SVM:

1.09

^TNX:

1.14

Calmar Ratio

SVM:

0.15

^TNX:

0.30

Martin Ratio

SVM:

0.77

^TNX:

1.62

Ulcer Index

SVM:

15.91%

^TNX:

10.31%

Daily Std Dev

SVM:

53.51%

^TNX:

22.26%

Max Drawdown

SVM:

-97.13%

^TNX:

-93.78%

Current Drawdown

SVM:

-78.39%

^TNX:

-43.61%

Returns By Period

In the year-to-date period, SVM achieves a 14.89% return, which is significantly lower than ^TNX's 17.02% return. Over the past 10 years, SVM has outperformed ^TNX with an annualized return of 10.34%, while ^TNX has yielded a comparatively lower 7.22% annualized return.


SVM

YTD

14.89%

1M

-25.64%

6M

-16.58%

1Y

12.32%

5Y*

-10.46%

10Y*

10.34%

^TNX

YTD

17.02%

1M

2.68%

6M

6.27%

1Y

16.18%

5Y*

18.78%

10Y*

7.22%

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Risk-Adjusted Performance

SVM vs. ^TNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Silvercorp Metals Inc. (SVM) and Treasury Yield 10 Years (^TNX). 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.


Sharpe ratio
The chart of Sharpe ratio for SVM, currently valued at 0.23, compared to the broader market-4.00-2.000.002.000.230.75
The chart of Sortino ratio for SVM, currently valued at 0.72, compared to the broader market-4.00-2.000.002.004.000.721.25
The chart of Omega ratio for SVM, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.14
The chart of Calmar ratio for SVM, currently valued at 0.15, compared to the broader market0.002.004.006.000.150.61
The chart of Martin ratio for SVM, currently valued at 0.77, compared to the broader market-5.000.005.0010.0015.0020.0025.000.771.62
SVM
^TNX

The current SVM Sharpe Ratio is 0.23, which is lower than the ^TNX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of SVM and ^TNX, 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 Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.23
0.75
SVM
^TNX

Drawdowns

SVM vs. ^TNX - Drawdown Comparison

The maximum SVM drawdown since its inception was -97.13%, roughly equal to the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for SVM and ^TNX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-78.39%
-9.30%
SVM
^TNX

Volatility

SVM vs. ^TNX - Volatility Comparison

Silvercorp Metals Inc. (SVM) has a higher volatility of 13.42% compared to Treasury Yield 10 Years (^TNX) at 6.15%. This indicates that SVM's price experiences larger fluctuations and is considered to be riskier than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.42%
6.15%
SVM
^TNX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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