SVM vs. TLT
Compare and contrast key facts about Silvercorp Metals Inc. (SVM) and iShares 20+ Year Treasury Bond ETF (TLT).
TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SVM or TLT.
Key characteristics
| SVM | TLT | |
|---|---|---|
| YTD Return | 50.68% | -5.24% |
| 1Y Return | 87.03% | 7.41% |
| 3Y Return (Ann) | -4.76% | -12.32% |
| 5Y Return (Ann) | -3.35% | -5.76% |
| 10Y Return (Ann) | 11.98% | -0.27% |
| Sharpe Ratio | 1.62 | 0.48 |
| Sortino Ratio | 2.32 | 0.77 |
| Omega Ratio | 1.28 | 1.09 |
| Calmar Ratio | 1.02 | 0.16 |
| Martin Ratio | 7.04 | 1.18 |
| Ulcer Index | 12.23% | 6.06% |
| Daily Std Dev | 53.07% | 14.98% |
| Max Drawdown | -97.13% | -48.35% |
| Current Drawdown | -71.65% | -40.96% |
Correlation
The correlation between SVM and TLT is 0.05, 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.
Performance
SVM vs. TLT - Performance Comparison
In the year-to-date period, SVM achieves a 50.68% return, which is significantly higher than TLT's -5.24% return. Over the past 10 years, SVM has outperformed TLT with an annualized return of 11.98%, while TLT has yielded a comparatively lower -0.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SVM vs. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Silvercorp Metals Inc. (SVM) and iShares 20+ Year Treasury Bond ETF (TLT). 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.
Dividends
SVM vs. TLT - Dividend Comparison
SVM's dividend yield for the trailing twelve months is around 0.65%, less than TLT's 4.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVM Silvercorp Metals Inc. | 0.65% | 0.97% | 0.86% | 0.69% | 0.39% | 0.46% | 1.24% | 0.65% | 0.32% | 1.70% | 1.38% | 4.20% |
TLT iShares 20+ Year Treasury Bond ETF | 4.06% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
Drawdowns
SVM vs. TLT - Drawdown Comparison
The maximum SVM drawdown since its inception was -97.13%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for SVM and TLT. For additional features, visit the drawdowns tool.
Volatility
SVM vs. TLT - Volatility Comparison
Silvercorp Metals Inc. (SVM) has a higher volatility of 16.76% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 5.22%. This indicates that SVM's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.