XPL vs. VDC

In the year-to-date period, XPL achieves a 8.47% return, which is significantly higher than VDC's 6.82% return. Over the past 10 years, XPL has underperformed VDC with an annualized return of -1.03%, while VDC has yielded a comparatively higher 8.67% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Solitario Zinc Corp. (XPL) and Vanguard Consumer Staples ETF (VDC). 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.

The current XPL Sharpe Ratio is -0.51, which is lower than the VDC Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of XPL and VDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

XPL has not paid dividends to shareholders, while VDC's dividend yield for the trailing twelve months is around 2.33%.

The maximum XPL drawdown since its inception was -97.46%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for XPL and VDC.

Solitario Zinc Corp. (XPL) has a higher volatility of 11.84% compared to Vanguard Consumer Staples ETF (VDC) at 3.76%. This indicates that XPL's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.