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SVM vs. MAG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SVM and MAG is 0.20, 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

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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Key characteristics

Sharpe Ratio

SVM:

-0.07

MAG:

0.90

Sortino Ratio

SVM:

0.20

MAG:

1.38

Omega Ratio

SVM:

1.02

MAG:

1.17

Calmar Ratio

SVM:

-0.09

MAG:

0.75

Martin Ratio

SVM:

-0.30

MAG:

3.16

Ulcer Index

SVM:

24.26%

MAG:

12.13%

Daily Std Dev

SVM:

55.41%

MAG:

48.31%

Max Drawdown

SVM:

-97.13%

MAG:

-81.82%

Current Drawdown

SVM:

-71.97%

MAG:

-18.90%

Fundamentals

Market Cap

SVM:

$852.42M

MAG:

$1.94B

EPS

SVM:

$0.28

MAG:

$0.88

PE Ratio

SVM:

13.89

MAG:

21.32

PEG Ratio

SVM:

0.00

MAG:

0.00

PS Ratio

SVM:

2.85

MAG:

0.00

PB Ratio

SVM:

1.21

MAG:

3.22

Total Revenue (TTM)

SVM:

$223.77M

MAG:

$31.00

Gross Profit (TTM)

SVM:

$96.91M

MAG:

-$691.97K

EBITDA (TTM)

SVM:

$125.73M

MAG:

$71.74M

Returns By Period

In the year-to-date period, SVM achieves a 29.67% return, which is significantly lower than MAG's 41.33% return. Over the past 10 years, SVM has outperformed MAG with an annualized return of 13.63%, while MAG has yielded a comparatively lower 10.24% annualized return.


SVM

YTD

29.67%

1M

9.89%

6M

18.24%

1Y

-1.81%

3Y*

13.61%

5Y*

-1.85%

10Y*

13.63%

MAG

YTD

41.33%

1M

28.85%

6M

25.05%

1Y

43.65%

3Y*

10.75%

5Y*

9.04%

10Y*

10.24%

*Annualized

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Silvercorp Metals Inc.

MAG Silver Corp.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SVM vs. MAG — Risk-Adjusted Performance Rank

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

SVM
The Risk-Adjusted Performance Rank of SVM is 4343
Overall Rank
The Sharpe Ratio Rank of SVM is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of SVM is 4242
Sortino Ratio Rank
The Omega Ratio Rank of SVM is 4141
Omega Ratio Rank
The Calmar Ratio Rank of SVM is 4545
Calmar Ratio Rank
The Martin Ratio Rank of SVM is 4444
Martin Ratio Rank

MAG
The Risk-Adjusted Performance Rank of MAG is 7676
Overall Rank
The Sharpe Ratio Rank of MAG is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of MAG is 7474
Sortino Ratio Rank
The Omega Ratio Rank of MAG is 7171
Omega Ratio Rank
The Calmar Ratio Rank of MAG is 7878
Calmar Ratio Rank
The Martin Ratio Rank of MAG is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SVM vs. MAG - Risk-Adjusted Performance 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.


The current SVM Sharpe Ratio is -0.07, which is lower than the MAG Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of SVM and MAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SVM vs. MAG - Dividend Comparison

SVM's dividend yield for the trailing twelve months is around 0.67%, less than MAG's 2.13% yield.


TTM20242023202220212020201920182017201620152014
SVM
Silvercorp Metals Inc.
0.67%0.87%0.97%0.86%0.69%0.39%0.46%1.24%0.65%0.32%1.70%1.38%
MAG
MAG Silver Corp.
2.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SVM vs. MAG - Drawdown Comparison

The maximum SVM drawdown since its inception was -97.13%, which is greater than MAG's maximum drawdown of -81.82%. Use the drawdown chart below to compare losses from any high point for SVM and MAG.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SVM vs. MAG - Volatility Comparison

Silvercorp Metals Inc. (SVM) has a higher volatility of 17.31% compared to MAG Silver Corp. (MAG) at 12.35%. This indicates that SVM's price experiences larger fluctuations and is considered to be riskier than MAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


0.0020.00M40.00M60.00M80.00M20212022202320242025
83.61M
0
(SVM) Total Revenue
(MAG) Total Revenue
Values in USD except per share items