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SVM vs. SLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SVM and SLV is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

SVM vs. SLV - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-16.01%
1.05%
SVM
SLV

Key characteristics

Sharpe Ratio

SVM:

0.59

SLV:

1.04

Sortino Ratio

SVM:

1.18

SLV:

1.58

Omega Ratio

SVM:

1.14

SLV:

1.19

Calmar Ratio

SVM:

0.38

SLV:

0.56

Martin Ratio

SVM:

1.80

SLV:

4.06

Ulcer Index

SVM:

17.84%

SLV:

7.87%

Daily Std Dev

SVM:

54.00%

SLV:

30.84%

Max Drawdown

SVM:

-97.13%

SLV:

-76.28%

Current Drawdown

SVM:

-77.03%

SLV:

-40.84%

Returns By Period

In the year-to-date period, SVM achieves a 6.67% return, which is significantly higher than SLV's 6.19% return. Over the past 10 years, SVM has outperformed SLV with an annualized return of 8.40%, while SLV has yielded a comparatively lower 5.14% annualized return.


SVM

YTD

6.67%

1M

5.96%

6M

-16.01%

1Y

36.62%

5Y*

-9.62%

10Y*

8.40%

SLV

YTD

6.19%

1M

0.58%

6M

1.05%

1Y

33.40%

5Y*

10.74%

10Y*

5.14%

*Annualized

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Risk-Adjusted Performance

SVM vs. SLV — 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 6666
Overall Rank
The Sharpe Ratio Rank of SVM is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SVM is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SVM is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SVM is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SVM is 6666
Martin Ratio Rank

SLV
The Risk-Adjusted Performance Rank of SLV is 4343
Overall Rank
The Sharpe Ratio Rank of SLV is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of SLV is 4848
Sortino Ratio Rank
The Omega Ratio Rank of SLV is 4747
Omega Ratio Rank
The Calmar Ratio Rank of SLV is 3333
Calmar Ratio Rank
The Martin Ratio Rank of SLV is 4545
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. SLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Silvercorp Metals Inc. (SVM) and iShares Silver Trust (SLV). 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 0.59, compared to the broader market-2.000.002.000.591.04
The chart of Sortino ratio for SVM, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.001.181.58
The chart of Omega ratio for SVM, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.19
The chart of Calmar ratio for SVM, currently valued at 0.38, compared to the broader market0.002.004.006.000.380.56
The chart of Martin ratio for SVM, currently valued at 1.80, compared to the broader market-30.00-20.00-10.000.0010.0020.001.804.06
SVM
SLV

The current SVM Sharpe Ratio is 0.59, which is lower than the SLV Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of SVM and SLV, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.59
1.04
SVM
SLV

Dividends

SVM vs. SLV - Dividend Comparison

SVM's dividend yield for the trailing twelve months is around 0.41%, while SLV has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SVM
Silvercorp Metals Inc.
0.41%0.43%0.97%0.86%0.69%0.39%0.46%1.24%0.65%0.32%1.70%1.38%
SLV
iShares Silver Trust
0.00%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. SLV - Drawdown Comparison

The maximum SVM drawdown since its inception was -97.13%, which is greater than SLV's maximum drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for SVM and SLV. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%AugustSeptemberOctoberNovemberDecember2025
-77.03%
-40.84%
SVM
SLV

Volatility

SVM vs. SLV - Volatility Comparison

Silvercorp Metals Inc. (SVM) has a higher volatility of 13.88% compared to iShares Silver Trust (SLV) at 6.76%. This indicates that SVM's price experiences larger fluctuations and is considered to be riskier than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
13.88%
6.76%
SVM
SLV
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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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