PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SVM vs. PBA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SVM and PBA is 0.24, 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.


-0.50.00.51.00.2

Performance

SVM vs. PBA - Performance Comparison

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

-100.00%0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
-60.95%
282.44%
SVM
PBA

Key characteristics

Sharpe Ratio

SVM:

0.14

PBA:

0.95

Sortino Ratio

SVM:

0.59

PBA:

1.31

Omega Ratio

SVM:

1.07

PBA:

1.18

Calmar Ratio

SVM:

0.09

PBA:

0.86

Martin Ratio

SVM:

0.48

PBA:

4.65

Ulcer Index

SVM:

15.54%

PBA:

3.00%

Daily Std Dev

SVM:

53.61%

PBA:

14.64%

Max Drawdown

SVM:

-97.13%

PBA:

-70.87%

Current Drawdown

SVM:

-79.33%

PBA:

-16.20%

Fundamentals

Market Cap

SVM:

$660.60M

PBA:

$21.61B

EPS

SVM:

$0.29

PBA:

$2.31

PE Ratio

SVM:

10.41

PBA:

16.02

PEG Ratio

SVM:

0.00

PBA:

1.36

Total Revenue (TTM)

SVM:

$241.15M

PBA:

$7.73B

Gross Profit (TTM)

SVM:

$103.51M

PBA:

$2.92B

EBITDA (TTM)

SVM:

$112.13M

PBA:

$2.83B

Returns By Period

The year-to-date returns for both stocks are quite close, with SVM having a 9.86% return and PBA slightly lower at 9.84%. Over the past 10 years, SVM has outperformed PBA with an annualized return of 9.06%, while PBA has yielded a comparatively lower 6.23% annualized return.


SVM

YTD

9.86%

1M

-29.58%

6M

-17.48%

1Y

3.94%

5Y*

-11.27%

10Y*

9.06%

PBA

YTD

9.84%

1M

-13.11%

6M

1.52%

1Y

12.39%

5Y*

5.87%

10Y*

6.23%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SVM vs. PBA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Silvercorp Metals Inc. (SVM) and Pembina Pipeline Corporation (PBA). 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 0.14, compared to the broader market-4.00-2.000.002.000.140.95
The chart of Sortino ratio for SVM, currently valued at 0.59, compared to the broader market-4.00-2.000.002.004.000.591.31
The chart of Omega ratio for SVM, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.18
The chart of Calmar ratio for SVM, currently valued at 0.09, compared to the broader market0.002.004.006.000.090.86
The chart of Martin ratio for SVM, currently valued at 0.48, compared to the broader market0.0010.0020.000.484.65
SVM
PBA

The current SVM Sharpe Ratio is 0.14, which is lower than the PBA Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of SVM and PBA, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.14
0.95
SVM
PBA

Dividends

SVM vs. PBA - Dividend Comparison

SVM's dividend yield for the trailing twelve months is around 0.45%, less than PBA's 5.55% yield.


TTM20232022202120202019201820172016201520142013
SVM
Silvercorp Metals Inc.
0.45%0.97%0.86%0.69%0.39%0.46%1.24%0.65%0.32%1.70%1.38%4.20%
PBA
Pembina Pipeline Corporation
5.55%5.67%5.78%6.63%7.92%4.93%5.81%4.36%4.57%6.45%4.27%4.52%

Drawdowns

SVM vs. PBA - Drawdown Comparison

The maximum SVM drawdown since its inception was -97.13%, which is greater than PBA's maximum drawdown of -70.87%. Use the drawdown chart below to compare losses from any high point for SVM and PBA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-79.33%
-16.20%
SVM
PBA

Volatility

SVM vs. PBA - Volatility Comparison

Silvercorp Metals Inc. (SVM) has a higher volatility of 17.21% compared to Pembina Pipeline Corporation (PBA) at 6.36%. This indicates that SVM's price experiences larger fluctuations and is considered to be riskier than PBA 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
17.21%
6.36%
SVM
PBA

Financials

SVM vs. PBA - Financials Comparison

This section allows you to compare key financial metrics between Silvercorp Metals Inc. and Pembina Pipeline Corporation. 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab