PortfoliosLab logoPortfoliosLab logo
SVM vs. QS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SVM vs. QS - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SVM achieves a 27.95% return, which is significantly higher than QS's -26.49% return.


SVM

1D
0.19%
1M
-20.96%
YTD
27.95%
6M
36.46%
1Y
156.34%
3Y*
52.84%
5Y*
12.09%
10Y*
18.19%

QS

1D
-0.13%
1M
1.59%
YTD
-26.49%
6M
-39.21%
1Y
85.47%
3Y*
6.73%
5Y*
-24.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SVM vs. QS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SVM
Silvercorp Metals Inc.
27.95%179.29%14.88%-10.33%-20.60%-43.52%-12.73%
QS
QuantumScape Corporation
-26.49%100.77%-25.32%22.57%-74.45%-73.72%757.36%

Correlation

The correlation between SVM and QS is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.25

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

0.25

Correlation (All Time)
Calculated using the full available price history since Aug 17, 2020

0.23

Fundamentals

Market Cap

SVM:

$2.35B

QS:

$4.68B

EPS

SVM:

-$0.05

QS:

-$0.72

PB Ratio

SVM:

2.50

QS:

4.22

Total Revenue (TTM)

SVM:

$437.11M

QS:

$0.00

Gross Profit (TTM)

SVM:

$254.02M

QS:

-$49.03M

EBITDA (TTM)

SVM:

$185.32M

QS:

-$378.92M

Compare stocks, funds, or ETFs

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


Return for Risk

SVM vs. QS — Risk / Return Rank

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

SVM
SVM Risk / Return Rank: 8888
Overall Rank
SVM Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SVM Sortino Ratio Rank: 8484
Sortino Ratio Rank
SVM Omega Ratio Rank: 8484
Omega Ratio Rank
SVM Calmar Ratio Rank: 9191
Calmar Ratio Rank
SVM Martin Ratio Rank: 9191
Martin Ratio Rank

QS
QS Risk / Return Rank: 6969
Overall Rank
QS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
QS Sortino Ratio Rank: 7575
Sortino Ratio Rank
QS Omega Ratio Rank: 7171
Omega Ratio Rank
QS Calmar Ratio Rank: 6767
Calmar Ratio Rank
QS Martin Ratio Rank: 6161
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.

SVM vs. QS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Silvercorp Metals Inc. (SVM) and QuantumScape Corporation (QS). 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.


SVMQSDifference
Sharpe ratioReturn per unit of total volatility

+1.48

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.33

1.23

+0.11

Calmar ratioReturn relative to maximum drawdown

4.57

1.27

+3.30

Martin ratioReturn relative to average drawdown

12.47

2.00

+10.47

SVM vs. QS - Sharpe Ratio Comparison

The current SVM Sharpe Ratio is 2.31, which is higher than the QS Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of SVM and QS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SVMQSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

0.83

+1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

-0.29

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

-0.04

+0.22

Drawdowns

SVM vs. QS - Drawdown Comparison

The maximum SVM drawdown since its inception was -98.00%, roughly equal to the maximum QS drawdown of -97.36%. Use the drawdown chart below to compare losses from any high point for SVM and QS.


Loading charts...

Drawdown Indicators


SVMQSDifference

Max Drawdown

Largest peak-to-trough decline

-98.00%

-97.36%

-0.64%

Max Drawdown (1Y)

Largest decline over 1 year

-34.46%

-67.68%

+33.22%

Max Drawdown (3Y)

Largest decline over 3 years

-42.86%

-73.93%

+31.07%

Max Drawdown (5Y)

Largest decline over 5 years

-68.10%

-91.45%

+23.35%

Max Drawdown (10Y)

Largest decline over 10 years

-76.19%

Current Drawdown

Current decline from peak

-46.09%

-94.18%

+48.09%

Average Drawdown

Average peak-to-trough decline

-71.67%

-85.55%

+13.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.59%

42.96%

-30.37%

Volatility

SVM vs. QS - Volatility Comparison

Silvercorp Metals Inc. (SVM) and QuantumScape Corporation (QS) have volatilities of 25.49% and 26.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SVMQSDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.49%

26.40%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

55.03%

48.57%

+6.46%

Volatility (1Y)

Calculated over the trailing 1-year period

68.20%

103.45%

-35.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.30%

85.88%

-30.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.63%

106.01%

-44.38%

Dividends

SVM vs. QS - Dividend Comparison

SVM's dividend yield for the trailing twelve months is around 0.23%, while QS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
QS
QuantumScape Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SVM
Silvercorp Metals Inc.
0.23%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. QS - Financials Comparison

This section allows you to compare key financial metrics between Silvercorp Metals Inc. and QuantumScape 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


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

Frequently Asked Questions


SVM and QS have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QS has higher volatility (26.40%) compared to SVM (25.49%). In terms of maximum drawdown, SVM dropped -98.00% vs QS's -97.36%.

SVM currently has the higher Sharpe Ratio (2.31 vs 0.83), 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

Find the right allocation for SVM and QS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer