PortfoliosLab logoPortfoliosLab logo
SVM vs. SLVR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SVM vs. SLVR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Silvercorp Metals Inc. (SVM) and WisdomTree Silver (SLVR.L). 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 35.63% return, which is significantly higher than SLVR.L's -5.05% return. Over the past 10 years, SVM has outperformed SLVR.L with an annualized return of 19.41%, while SLVR.L has yielded a comparatively lower 11.93% annualized return.


SVM

1D
7.52%
1M
-28.00%
YTD
35.63%
6M
39.13%
1Y
166.61%
3Y*
57.23%
5Y*
13.01%
10Y*
19.41%

SLVR.L

1D
5.86%
1M
-23.83%
YTD
-5.05%
6M
8.51%
1Y
82.42%
3Y*
38.81%
5Y*
16.91%
10Y*
11.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SVM vs. SLVR.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SVM
Silvercorp Metals Inc.
35.63%179.29%14.88%-10.33%-20.60%-43.52%18.54%172.27%-18.96%12.52%
SLVR.L
WisdomTree Silver
-5.05%136.69%20.17%-2.57%2.25%-14.66%40.61%13.97%-10.15%1.46%

Correlation

The correlation between SVM and SLVR.L is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.66

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

0.60

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

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.47

The correlation between SVM and SLVR.L shifts across timeframes, from 0.47 (all time) to 0.66 (1 year), reflecting how their relationship changes across market environments.

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. SLVR.L — Risk / Return Rank

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

SVM
SVM Risk / Return Rank: 8989
Overall Rank
SVM Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SVM Sortino Ratio Rank: 8585
Sortino Ratio Rank
SVM Omega Ratio Rank: 8585
Omega Ratio Rank
SVM Calmar Ratio Rank: 9090
Calmar Ratio Rank
SVM Martin Ratio Rank: 9292
Martin Ratio Rank

SLVR.L
SLVR.L Risk / Return Rank: 4242
Overall Rank
SLVR.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SLVR.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
SLVR.L Omega Ratio Rank: 4848
Omega Ratio Rank
SLVR.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
SLVR.L Martin Ratio Rank: 3232
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. SLVR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Silvercorp Metals Inc. (SVM) and WisdomTree Silver (SLVR.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SVMSLVR.LDifference
Sharpe ratioReturn per unit of total volatility

+1.04

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.34

1.27

+0.07

Calmar ratioReturn relative to maximum drawdown

4.30

1.86

+2.44

Martin ratioReturn relative to average drawdown

12.58

4.15

+8.43

SVM vs. SLVR.L - Sharpe Ratio Comparison

The current SVM Sharpe Ratio is 2.42, which is higher than the SLVR.L Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of SVM and SLVR.L, 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...

Drawdowns

SVM vs. SLVR.L - Drawdown Comparison

The maximum SVM drawdown since its inception was -98.00%, which is greater than SLVR.L's maximum drawdown of -80.08%. Use the drawdown chart below to compare losses from any high point for SVM and SLVR.L.


Loading charts...

Drawdown Indicators


SVMSLVR.LDifference

Max Drawdown

Largest peak-to-trough decline

-98.00%

-80.08%

-17.92%

Max Drawdown (1Y)

Largest decline over 1 year

-39.02%

-44.09%

+5.07%

Max Drawdown (3Y)

Largest decline over 3 years

-42.86%

-44.09%

+1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-67.44%

-44.09%

-23.35%

Max Drawdown (10Y)

Largest decline over 10 years

-76.19%

-46.91%

-29.28%

Current Drawdown

Current decline from peak

-42.85%

-40.82%

-2.03%

Average Drawdown

Average peak-to-trough decline

-71.64%

-52.50%

-19.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.30%

19.82%

-6.52%

Volatility

SVM vs. SLVR.L - Volatility Comparison

Silvercorp Metals Inc. (SVM) has a higher volatility of 26.97% compared to WisdomTree Silver (SLVR.L) at 15.99%. This indicates that SVM's price experiences larger fluctuations and is considered to be riskier than SLVR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SVMSLVR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.97%

15.99%

+10.98%

Volatility (6M)

Calculated over the trailing 6-month period

56.61%

56.65%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

69.31%

59.58%

+9.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.63%

37.07%

+18.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.77%

32.07%

+29.70%

Dividends

SVM vs. SLVR.L - Dividend Comparison

SVM's dividend yield for the trailing twelve months is around 0.22%, while SLVR.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SLVR.L
WisdomTree Silver
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.
0.22%0.30%0.83%0.95%0.84%0.66%0.37%0.44%1.19%0.76%0.43%2.13%

Frequently Asked Questions


SVM and SLVR.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for SVM and SLVR.L

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