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WATT vs. SILJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WATT vs. SILJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Energous Corporation (WATT) and Amplify Junior Silver Miners ETF (SILJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WATT achieves a 546.37% return, which is significantly higher than SILJ's -0.18% return. Over the past 10 years, WATT has underperformed SILJ with an annualized return of -42.73%, while SILJ has yielded a comparatively higher 8.85% annualized return.


WATT

1D
2.22%
1M
-11.80%
YTD
546.37%
6M
503.98%
1Y
241.14%
3Y*
-45.58%
5Y*
-57.11%
10Y*
-42.73%

SILJ

1D
-1.07%
1M
-4.20%
YTD
-0.18%
6M
-4.71%
1Y
93.13%
3Y*
48.54%
5Y*
14.51%
10Y*
8.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WATT vs. SILJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WATT
Energous Corporation
546.37%-86.83%-44.81%-89.06%-33.12%-30.56%1.69%-69.43%-70.23%15.43%
SILJ
Amplify Junior Silver Miners ETF
-0.18%183.89%6.39%-5.21%-15.42%-23.21%33.00%57.06%-27.95%-5.65%

Correlation

The correlation between WATT and SILJ is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.23

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

0.23

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

0.19

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2014

0.16

The correlation between WATT and SILJ shifts across timeframes, from 0.16 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WATT vs. SILJ — Risk / Return Rank

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

WATT
WATT Risk / Return Rank: 8484
Overall Rank
WATT Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
WATT Sortino Ratio Rank: 8787
Sortino Ratio Rank
WATT Omega Ratio Rank: 8484
Omega Ratio Rank
WATT Calmar Ratio Rank: 8484
Calmar Ratio Rank
WATT Martin Ratio Rank: 7878
Martin Ratio Rank

SILJ
SILJ Risk / Return Rank: 4444
Overall Rank
SILJ Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SILJ Sortino Ratio Rank: 4141
Sortino Ratio Rank
SILJ Omega Ratio Rank: 4444
Omega Ratio Rank
SILJ Calmar Ratio Rank: 5050
Calmar Ratio Rank
SILJ Martin Ratio Rank: 3939
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.

WATT vs. SILJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Energous Corporation (WATT) and Amplify Junior Silver Miners ETF (SILJ). 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.


WATTSILJDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.33

1.28

+0.06

Calmar ratioReturn relative to maximum drawdown

3.15

2.39

+0.76

Martin ratioReturn relative to average drawdown

5.53

5.95

-0.42

WATT vs. SILJ - Sharpe Ratio Comparison

The current WATT Sharpe Ratio is 1.94, which is comparable to the SILJ Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of WATT and SILJ, 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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Drawdowns

WATT vs. SILJ - Drawdown Comparison

The maximum WATT drawdown since its inception was -99.98%, which is greater than SILJ's maximum drawdown of -79.04%. Use the drawdown chart below to compare losses from any high point for WATT and SILJ.


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Drawdown Indicators


WATTSILJDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-79.04%

-20.94%

Max Drawdown (1Y)

Largest decline over 1 year

-77.01%

-39.16%

-37.85%

Max Drawdown (3Y)

Largest decline over 3 years

-97.72%

-39.16%

-58.56%

Max Drawdown (5Y)

Largest decline over 5 years

-99.79%

-48.84%

-50.95%

Max Drawdown (10Y)

Largest decline over 10 years

-99.98%

-70.06%

-29.92%

Current Drawdown

Current decline from peak

-99.86%

-31.46%

-68.40%

Average Drawdown

Average peak-to-trough decline

-73.08%

-41.39%

-31.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.81%

15.71%

+28.10%

Volatility

WATT vs. SILJ - Volatility Comparison

Energous Corporation (WATT) has a higher volatility of 29.35% compared to Amplify Junior Silver Miners ETF (SILJ) at 19.73%. This indicates that WATT's price experiences larger fluctuations and is considered to be riskier than SILJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WATTSILJDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.35%

19.73%

+9.62%

Volatility (6M)

Calculated over the trailing 6-month period

87.23%

47.74%

+39.49%

Volatility (1Y)

Calculated over the trailing 1-year period

125.44%

57.22%

+68.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

266.71%

44.85%

+221.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

213.98%

46.47%

+167.51%

Dividends

WATT vs. SILJ - Dividend Comparison

WATT has not paid dividends to shareholders, while SILJ's dividend yield for the trailing twelve months is around 2.01%.


PositionTTM20252024202320222021202020192018201720162015
SILJ
Amplify Junior Silver Miners ETF
2.01%2.00%7.26%0.01%0.05%0.36%1.23%1.45%1.66%0.00%0.52%2.46%
WATT
Energous Corporation
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


WATT and SILJ have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WATT has higher volatility (29.35%) compared to SILJ (19.73%). In terms of maximum drawdown, WATT dropped -99.98% vs SILJ's -79.04%.

WATT currently has the higher Sharpe Ratio (1.94 vs 1.64), 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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