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URBN vs. SLVP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URBN vs. SLVP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Urban Outfitters, Inc. (URBN) and iShares MSCI Global Silver and Metals Miners ETF (SLVP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, URBN achieves a -3.12% return, which is significantly lower than SLVP's 2.45% return. Over the past 10 years, URBN has underperformed SLVP with an annualized return of 9.83%, while SLVP has yielded a comparatively higher 13.62% annualized return.


URBN

1D
0.47%
1M
4.08%
YTD
-3.12%
6M
-3.71%
1Y
3.36%
3Y*
33.38%
5Y*
14.41%
10Y*
9.83%

SLVP

1D
0.20%
1M
2.12%
YTD
2.45%
6M
14.44%
1Y
109.88%
3Y*
51.92%
5Y*
16.01%
10Y*
13.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

URBN vs. SLVP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
URBN
Urban Outfitters, Inc.
-3.12%37.14%53.77%49.64%-18.77%14.69%-7.81%-16.36%-5.31%23.10%
SLVP
iShares MSCI Global Silver and Metals Miners ETF
2.45%202.84%14.47%-2.31%-18.06%-23.53%56.45%37.71%-22.10%4.53%

Correlation

The correlation between URBN and SLVP is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.11

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

0.13

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

0.07

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2012

0.08

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Return for Risk

URBN vs. SLVP — Risk / Return Rank

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

URBN
URBN Risk / Return Rank: 4343
Overall Rank
URBN Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
URBN Sortino Ratio Rank: 4141
Sortino Ratio Rank
URBN Omega Ratio Rank: 4040
Omega Ratio Rank
URBN Calmar Ratio Rank: 4444
Calmar Ratio Rank
URBN Martin Ratio Rank: 4444
Martin Ratio Rank

SLVP
SLVP Risk / Return Rank: 5757
Overall Rank
SLVP Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SLVP Sortino Ratio Rank: 4949
Sortino Ratio Rank
SLVP Omega Ratio Rank: 5353
Omega Ratio Rank
SLVP Calmar Ratio Rank: 6767
Calmar Ratio Rank
SLVP Martin Ratio Rank: 5050
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.

URBN vs. SLVP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Urban Outfitters, Inc. (URBN) and iShares MSCI Global Silver and Metals Miners ETF (SLVP). 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.


URBNSLVPDifference
Sharpe ratioReturn per unit of total volatility

-2.00

Sortino ratioReturn per unit of downside risk

-1.94

Omega ratioGain probability vs. loss probability

1.05

1.32

-0.27

Calmar ratioReturn relative to maximum drawdown

0.13

3.29

-3.16

Martin ratioReturn relative to average drawdown

0.25

8.30

-8.06

URBN vs. SLVP - Sharpe Ratio Comparison

The current URBN Sharpe Ratio is 0.08, which is lower than the SLVP Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of URBN and SLVP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


URBNSLVPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

2.08

-2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.38

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.32

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.09

+0.11

Drawdowns

URBN vs. SLVP - Drawdown Comparison

The maximum URBN drawdown since its inception was -83.96%, roughly equal to the maximum SLVP drawdown of -80.47%. Use the drawdown chart below to compare losses from any high point for URBN and SLVP.


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Drawdown Indicators


URBNSLVPDifference

Max Drawdown

Largest peak-to-trough decline

-83.96%

-80.47%

-3.49%

Max Drawdown (1Y)

Largest decline over 1 year

-26.32%

-33.57%

+7.25%

Max Drawdown (3Y)

Largest decline over 3 years

-28.53%

-33.57%

+5.04%

Max Drawdown (5Y)

Largest decline over 5 years

-56.36%

-54.78%

-1.58%

Max Drawdown (10Y)

Largest decline over 10 years

-73.80%

-62.03%

-11.77%

Current Drawdown

Current decline from peak

-11.84%

-26.10%

+14.26%

Average Drawdown

Average peak-to-trough decline

-32.57%

-46.81%

+14.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.67%

13.28%

+0.39%

Volatility

URBN vs. SLVP - Volatility Comparison

The current volatility for Urban Outfitters, Inc. (URBN) is 10.10%, while iShares MSCI Global Silver and Metals Miners ETF (SLVP) has a volatility of 17.58%. This indicates that URBN experiences smaller price fluctuations and is considered to be less risky than SLVP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URBNSLVPDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.10%

17.58%

-7.48%

Volatility (6M)

Calculated over the trailing 6-month period

28.30%

43.21%

-14.91%

Volatility (1Y)

Calculated over the trailing 1-year period

43.06%

53.05%

-9.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.22%

42.75%

+4.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.74%

42.24%

+6.50%

Dividends

URBN vs. SLVP - Dividend Comparison

URBN has not paid dividends to shareholders, while SLVP's dividend yield for the trailing twelve months is around 1.74%.


PositionTTM20252024202320222021202020192018201720162015
SLVP
iShares MSCI Global Silver and Metals Miners ETF
1.74%1.78%1.05%0.88%0.63%1.63%2.39%2.03%1.28%0.85%2.32%0.72%
URBN
Urban Outfitters, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


URBN and SLVP have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLVP has higher volatility (17.58%) compared to URBN (10.10%). In terms of maximum drawdown, URBN dropped -83.96% vs SLVP's -80.47%.

SLVP currently has the higher Sharpe Ratio (2.08 vs 0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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