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XPL vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XPL and VIG is 0.15, 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.


Performance

XPL vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Solitario Zinc Corp. (XPL) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XPL:

-0.51

VIG:

0.80

Sortino Ratio

XPL:

-0.47

VIG:

1.14

Omega Ratio

XPL:

0.95

VIG:

1.16

Calmar Ratio

XPL:

-0.32

VIG:

0.79

Martin Ratio

XPL:

-1.03

VIG:

3.20

Ulcer Index

XPL:

28.05%

VIG:

3.69%

Daily Std Dev

XPL:

56.48%

VIG:

16.11%

Max Drawdown

XPL:

-97.46%

VIG:

-46.81%

Current Drawdown

XPL:

-89.35%

VIG:

-3.09%

Returns By Period

In the year-to-date period, XPL achieves a 8.47% return, which is significantly higher than VIG's 1.56% return. Over the past 10 years, XPL has underperformed VIG with an annualized return of -1.03%, while VIG has yielded a comparatively higher 11.50% annualized return.


XPL

YTD

8.47%

1M

1.59%

6M

4.92%

1Y

-28.89%

3Y*

-2.00%

5Y*

15.42%

10Y*

-1.03%

VIG

YTD

1.56%

1M

3.61%

6M

-2.40%

1Y

12.85%

3Y*

10.93%

5Y*

13.07%

10Y*

11.50%

*Annualized

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Solitario Zinc Corp.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

XPL vs. VIG — Risk-Adjusted Performance Rank

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

XPL
The Risk-Adjusted Performance Rank of XPL is 2525
Overall Rank
The Sharpe Ratio Rank of XPL is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of XPL is 2323
Sortino Ratio Rank
The Omega Ratio Rank of XPL is 2424
Omega Ratio Rank
The Calmar Ratio Rank of XPL is 3030
Calmar Ratio Rank
The Martin Ratio Rank of XPL is 2525
Martin Ratio Rank

VIG
The Risk-Adjusted Performance Rank of VIG is 6969
Overall Rank
The Sharpe Ratio Rank of VIG is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VIG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VIG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VIG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VIG is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XPL vs. VIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Solitario Zinc Corp. (XPL) and Vanguard Dividend Appreciation ETF (VIG). 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 VIG Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of XPL and VIG, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

XPL vs. VIG - Dividend Comparison

XPL has not paid dividends to shareholders, while VIG's dividend yield for the trailing twelve months is around 1.79%.


TTM20242023202220212020201920182017201620152014
XPL
Solitario Zinc Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.79%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%

Drawdowns

XPL vs. VIG - Drawdown Comparison

The maximum XPL drawdown since its inception was -97.46%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for XPL and VIG.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

XPL vs. VIG - Volatility Comparison

Solitario Zinc Corp. (XPL) has a higher volatility of 11.84% compared to Vanguard Dividend Appreciation ETF (VIG) at 4.50%. This indicates that XPL's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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