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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%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
-13.46%
-0.30%
SVM
SLV

Key characteristics

Sharpe Ratio

SVM:

0.23

SLV:

0.72

Sortino Ratio

SVM:

0.72

SLV:

1.20

Omega Ratio

SVM:

1.09

SLV:

1.14

Calmar Ratio

SVM:

0.15

SLV:

0.39

Martin Ratio

SVM:

0.77

SLV:

2.95

Ulcer Index

SVM:

15.91%

SLV:

7.48%

Daily Std Dev

SVM:

53.51%

SLV:

30.73%

Max Drawdown

SVM:

-97.13%

SLV:

-76.28%

Current Drawdown

SVM:

-78.39%

SLV:

-43.08%

Returns By Period

In the year-to-date period, SVM achieves a 14.89% return, which is significantly lower than SLV's 23.51% return. Over the past 10 years, SVM has outperformed SLV with an annualized return of 10.34%, while SLV has yielded a comparatively lower 6.03% annualized return.


SVM

YTD

14.89%

1M

-25.64%

6M

-16.58%

1Y

12.32%

5Y*

-10.46%

10Y*

10.34%

SLV

YTD

23.51%

1M

-5.61%

6M

-3.93%

1Y

22.05%

5Y*

10.91%

10Y*

6.03%

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


Risk-Adjusted Performance

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 0.23, compared to the broader market-4.00-2.000.002.000.230.72
The chart of Sortino ratio for SVM, currently valued at 0.72, compared to the broader market-4.00-2.000.002.004.000.721.20
The chart of Omega ratio for SVM, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.14
The chart of Calmar ratio for SVM, currently valued at 0.15, compared to the broader market0.002.004.006.000.150.39
The chart of Martin ratio for SVM, currently valued at 0.77, compared to the broader market-5.000.005.0010.0015.0020.0025.000.772.95
SVM
SLV

The current SVM Sharpe Ratio is 0.23, which is lower than the SLV Sharpe Ratio of 0.72. 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.23
0.72
SVM
SLV

Dividends

SVM vs. SLV - Dividend Comparison

SVM's dividend yield for the trailing twelve months is around 0.43%, while SLV has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SVM
Silvercorp Metals Inc.
0.43%0.97%0.86%0.69%0.39%0.46%1.24%0.65%0.32%1.70%1.38%4.20%
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%JulyAugustSeptemberOctoberNovemberDecember
-78.39%
-43.08%
SVM
SLV

Volatility

SVM vs. SLV - Volatility Comparison

Silvercorp Metals Inc. (SVM) has a higher volatility of 13.42% compared to iShares Silver Trust (SLV) at 7.54%. 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%JulyAugustSeptemberOctoberNovemberDecember
13.42%
7.54%
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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