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SVM vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SVM vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Silvercorp Metals Inc. (SVM) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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SVM vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SVM
Silvercorp Metals Inc.
28.78%179.29%14.88%-10.33%-20.60%-43.52%18.54%172.27%-18.96%12.52%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, SVM achieves a 28.78% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, SVM has outperformed VOO with an annualized return of 23.28%, while VOO has yielded a comparatively lower 14.05% annualized return.


SVM

1D
7.08%
1M
-22.90%
YTD
28.78%
6M
70.23%
1Y
178.81%
3Y*
42.13%
5Y*
16.68%
10Y*
23.28%

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SVM vs. VOO — Risk / Return Rank

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

SVM
SVM Risk / Return Rank: 9393
Overall Rank
SVM Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SVM Sortino Ratio Rank: 9090
Sortino Ratio Rank
SVM Omega Ratio Rank: 8888
Omega Ratio Rank
SVM Calmar Ratio Rank: 9494
Calmar Ratio Rank
SVM Martin Ratio Rank: 9595
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Silvercorp Metals Inc. (SVM) and Vanguard S&P 500 ETF (VOO). 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.


SVMVOODifference

Sharpe ratio

Return per unit of total volatility

2.68

0.98

+1.70

Sortino ratio

Return per unit of downside risk

2.80

1.50

+1.30

Omega ratio

Gain probability vs. loss probability

1.36

1.23

+0.14

Calmar ratio

Return relative to maximum drawdown

5.17

1.53

+3.63

Martin ratio

Return relative to average drawdown

16.71

7.29

+9.42

SVM vs. VOO - Sharpe Ratio Comparison

The current SVM Sharpe Ratio is 2.68, which is higher than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SVM and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SVMVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.68

0.98

+1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.70

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.78

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.83

-0.65

Correlation

The correlation between SVM and VOO is 0.20, 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.


Dividends

SVM vs. VOO - Dividend Comparison

SVM's dividend yield for the trailing twelve months is around 0.23%, less than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
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%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

SVM vs. VOO - Drawdown Comparison

The maximum SVM drawdown since its inception was -98.00%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SVM and VOO.


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Drawdown Indicators


SVMVOODifference

Max Drawdown

Largest peak-to-trough decline

-98.00%

-33.99%

-64.01%

Max Drawdown (1Y)

Largest decline over 1 year

-34.46%

-11.98%

-22.48%

Max Drawdown (5Y)

Largest decline over 5 years

-68.53%

-24.52%

-44.01%

Max Drawdown (10Y)

Largest decline over 10 years

-76.19%

-33.99%

-42.20%

Current Drawdown

Current decline from peak

-45.74%

-6.29%

-39.45%

Average Drawdown

Average peak-to-trough decline

-71.98%

-3.72%

-68.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.66%

2.52%

+8.14%

Volatility

SVM vs. VOO - Volatility Comparison

Silvercorp Metals Inc. (SVM) has a higher volatility of 23.67% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that SVM's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SVMVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

23.67%

5.29%

+18.38%

Volatility (6M)

Calculated over the trailing 6-month period

53.33%

9.44%

+43.89%

Volatility (1Y)

Calculated over the trailing 1-year period

67.12%

18.10%

+49.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.67%

16.82%

+37.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.37%

17.99%

+44.38%