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SVM vs. MAG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SVM vs. MAG - Performance Comparison

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

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Returns By Period


SVM

1D
-7.19%
1M
0.74%
YTD
47.00%
6M
54.41%
1Y
197.51%
3Y*
58.91%
5Y*
15.10%
10Y*
21.49%

MAG

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SVM vs. MAG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SVM
Silvercorp Metals Inc.
47.00%179.29%14.88%-10.33%-20.60%-43.52%18.54%172.27%-18.96%12.52%
MAG
MAG Silver Corp.
0.00%85.31%30.64%-33.40%-0.26%-23.64%73.31%62.19%-40.94%12.06%

Correlation

The correlation between SVM and MAG is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.59

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

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since May 3, 2005

0.39

The correlation between SVM and MAG shifts across timeframes, from 0.29 (1 year) to 0.68 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SVM:

$2.71B

MAG:

$2.56B

EPS

SVM:

-$0.05

MAG:

$0.99

PB Ratio

SVM:

2.88

MAG:

4.13

Total Revenue (TTM)

SVM:

$437.11M

MAG:

$0.00

Gross Profit (TTM)

SVM:

$254.02M

MAG:

-$729.02K

EBITDA (TTM)

SVM:

$185.32M

MAG:

$68.69M

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Return for Risk

SVM vs. MAG — Risk / Return Rank

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

SVM
SVM Risk / Return Rank: 9191
Overall Rank
SVM Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SVM Sortino Ratio Rank: 8787
Sortino Ratio Rank
SVM Omega Ratio Rank: 8686
Omega Ratio Rank
SVM Calmar Ratio Rank: 9393
Calmar Ratio Rank
SVM Martin Ratio Rank: 9393
Martin Ratio Rank

MAG
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.

SVM vs. MAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Silvercorp Metals Inc. (SVM) and MAG Silver Corp. (MAG). 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.


SVMMAGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

5.77

Martin ratioReturn relative to average drawdown

16.28

SVM vs. MAG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SVMMAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

Drawdowns

SVM vs. MAG - Drawdown Comparison


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Drawdown Indicators


SVMMAGDifference

Max Drawdown

Largest peak-to-trough decline

-98.00%

Max Drawdown (1Y)

Largest decline over 1 year

-34.46%

Max Drawdown (3Y)

Largest decline over 3 years

-42.86%

Max Drawdown (5Y)

Largest decline over 5 years

-68.10%

Max Drawdown (10Y)

Largest decline over 10 years

-76.19%

Current Drawdown

Current decline from peak

-38.06%

Average Drawdown

Average peak-to-trough decline

-71.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.19%

Volatility

SVM vs. MAG - Volatility Comparison


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Volatility by Period


SVMMAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.84%

Volatility (6M)

Calculated over the trailing 6-month period

52.94%

Volatility (1Y)

Calculated over the trailing 1-year period

66.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.53%

Dividends

SVM vs. MAG - Dividend Comparison

SVM's dividend yield for the trailing twelve months is around 0.20%, less than MAG's 0.59% yield.


PositionTTM20252024202320222021202020192018201720162015
MAG
MAG Silver Corp.
0.59%2.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SVM
Silvercorp Metals Inc.
0.20%0.30%0.83%0.95%0.84%0.66%0.37%0.44%1.19%0.76%0.43%2.13%

Financials

SVM vs. MAG - Financials Comparison

This section allows you to compare key financial metrics between Silvercorp Metals Inc. and MAG Silver Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00M100.00M150.00M20222023202420252026
145.32M
0
(SVM) Total Revenue
(MAG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SVM and MAG have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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