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WPM vs. SSLN.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


WPMSSLN.L
YTD Return15.92%29.01%
1Y Return20.33%27.63%
3Y Return (Ann)7.78%6.60%
5Y Return (Ann)24.90%16.04%
10Y Return (Ann)11.78%7.40%
Sharpe Ratio0.591.07
Daily Std Dev29.19%23.55%
Max Drawdown-86.74%-69.95%
Current Drawdown0.00%-22.40%

Correlation

-0.50.00.51.00.5

The correlation between WPM and SSLN.L is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

WPM vs. SSLN.L - Performance Comparison

In the year-to-date period, WPM achieves a 15.92% return, which is significantly lower than SSLN.L's 29.01% return. Over the past 10 years, WPM has outperformed SSLN.L with an annualized return of 11.78%, while SSLN.L has yielded a comparatively lower 7.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%60.00%December2024FebruaryMarchAprilMay
60.18%
-27.66%
WPM
SSLN.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Wheaton Precious Metals Corp.

iShares Physical Silver ETC

Risk-Adjusted Performance

WPM vs. SSLN.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wheaton Precious Metals Corp. (WPM) and iShares Physical Silver ETC (SSLN.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.


WPM
Sharpe ratio
The chart of Sharpe ratio for WPM, currently valued at 1.05, compared to the broader market-2.00-1.000.001.002.003.004.001.05
Sortino ratio
The chart of Sortino ratio for WPM, currently valued at 1.53, compared to the broader market-4.00-2.000.002.004.006.001.53
Omega ratio
The chart of Omega ratio for WPM, currently valued at 1.19, compared to the broader market0.501.001.502.001.19
Calmar ratio
The chart of Calmar ratio for WPM, currently valued at 1.08, compared to the broader market0.002.004.006.001.08
Martin ratio
The chart of Martin ratio for WPM, currently valued at 3.91, compared to the broader market-10.000.0010.0020.0030.003.91
SSLN.L
Sharpe ratio
The chart of Sharpe ratio for SSLN.L, currently valued at 1.31, compared to the broader market-2.00-1.000.001.002.003.004.001.31
Sortino ratio
The chart of Sortino ratio for SSLN.L, currently valued at 2.01, compared to the broader market-4.00-2.000.002.004.006.002.01
Omega ratio
The chart of Omega ratio for SSLN.L, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for SSLN.L, currently valued at 0.56, compared to the broader market0.002.004.006.000.56
Martin ratio
The chart of Martin ratio for SSLN.L, currently valued at 4.38, compared to the broader market-10.000.0010.0020.0030.004.39

WPM vs. SSLN.L - Sharpe Ratio Comparison

The current WPM Sharpe Ratio is 0.59, which is lower than the SSLN.L Sharpe Ratio of 1.07. The chart below compares the 12-month rolling Sharpe Ratio of WPM and SSLN.L.


Rolling 12-month Sharpe Ratio0.000.501.00December2024FebruaryMarchAprilMay
1.05
1.31
WPM
SSLN.L

Dividends

WPM vs. SSLN.L - Dividend Comparison

WPM's dividend yield for the trailing twelve months is around 0.80%, while SSLN.L has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
WPM
Wheaton Precious Metals Corp.
0.80%1.22%1.54%1.33%1.01%1.21%1.84%1.49%1.09%1.61%1.28%2.23%
SSLN.L
iShares Physical Silver ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WPM vs. SSLN.L - Drawdown Comparison

The maximum WPM drawdown since its inception was -86.74%, which is greater than SSLN.L's maximum drawdown of -69.95%. Use the drawdown chart below to compare losses from any high point for WPM and SSLN.L. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay0
-40.87%
WPM
SSLN.L

Volatility

WPM vs. SSLN.L - Volatility Comparison

The current volatility for Wheaton Precious Metals Corp. (WPM) is 6.72%, while iShares Physical Silver ETC (SSLN.L) has a volatility of 8.82%. This indicates that WPM experiences smaller price fluctuations and is considered to be less risky than SSLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
6.72%
8.82%
WPM
SSLN.L