Sprott Physical Gold and Silver Trust

10-Year Study

CEF.TO · Financial Services · CA · Common Stock

Executive Summary: Sprott Physical Gold and Silver Trust has compounded at 15.5% annually over the last 10 years, with a maximum drawdown of 23.6% and an annualized volatility of 22.4%.

1Y CAGR
+79.1%
3Y CAGR
+40.3%
5Y CAGR
+23.2%
10Y CAGR
+15.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
23.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.70
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +83.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -8.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.614.0-13.92.6————————8.4%
20259.80.38.4-2.2-0.12.71.96.015.52.312.56.983.7%
2024-1.71.09.55.35.1-1.14.3-0.96.27.9-4.1-0.434.8%
20231.3-5.610.31.2-2.0-5.83.02.0-6.08.62.3-3.14.7%
2022-2.07.32.5-2.4-6.9-1.8-0.9-4.24.6-1.710.34.17.9%
2021-1.5-4.2-6.12.49.5-5.20.3-2.7-4.22.9-0.30.9-8.7%
20207.2-3.13.84.85.41.314.72.0-9.01.4-9.39.529.3%
2019-0.1-1.1-1.4-1.32.03.43.511.0-5.83.7-3.71.511.2%
2018-1.2-0.53.0-0.40.2-2.9-3.7-3.6-1.51.51.69.71.5%
20174.54.92.00.0-0.2-6.5-2.76.0-4.17.1-0.1-0.210.2%
2016———5.7-0.99.96.3-6.21.6-0.3-13.0-2.7-1.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 22.4%. The dominant macroeconomic risk driver is GLD.US, accounting for 50.6% of variance. Idiosyncratic stock-specific factors contribute 15.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110571.643595945041
2016-05-0110475.286883136932
2016-06-0111509.352647558277
2016-07-0112235.115525137651
2016-08-0111477.25518448001
2016-09-0111663.47192919261
2016-10-0111627.25775742294
2016-11-0110110.379251788196
2016-12-019840.413214634898
2017-01-0110283.924252560077
2017-02-0110791.694540215098
2017-03-0111010.266042299181
2017-04-0111010.266042299181
2017-05-0110990.968970308239
2017-06-0110277.491895229765
2017-07-0110001.093500746152
2017-08-0110598.85246745227
2017-09-0110161.83811043071
2017-10-0110883.548602891988
2017-11-0110870.683888231359
2017-12-0110844.9544589101
2018-01-0110716.307312303812
2018-02-0110658.416096330982
2018-03-0110980.033962846705
2018-04-0110935.007461534502
2018-05-0110954.304533525448
2018-06-0110632.686667009726
2018-07-0110240.312869860547
2018-08-019867.23614470231
2018-09-019719.291926105077
2018-10-019867.23614470231
2018-11-0110028.04507796017
2018-12-0111005.763392167963
2019-01-0110992.898677507332
2019-02-0110870.683888231359
2019-03-0110716.307312303812
2019-04-0110574.795451036896
2019-05-0110787.06324293727
2019-06-0111153.707610765194
2019-07-0111546.081407914373
2019-08-0112819.688159316627
2019-09-0112079.96706633047
2019-10-0112530.232079452477
2019-11-0112060.669994339525
2019-12-0112240.77599958833
2020-01-0113122.008953841401
2020-02-0112710.338084701283
2020-03-0113199.197241805176
2020-04-0113836.000617506306
2020-05-0114582.154067822778
2020-06-0114768.692430401892
2020-07-0116942.829208048166
2020-08-0117277.311789224514
2020-09-0115720.681315288428
2020-10-0115932.949107188802
2020-11-0114453.506921216485
2020-12-0115830.031389903772
2021-01-0115592.034168682138
2021-02-0114942.366078320383
2021-03-0114025.755158750579
2021-04-0114363.453918592084
2021-05-0115733.546029949057
2021-06-0114923.069006329439
2021-07-0114974.527864971957
2021-08-0114569.289353162145
2021-09-0113964.647764112593
2021-10-0114363.453918592084
2021-11-0114318.427417279887
2021-12-0114447.074563886174
2022-01-0114164.050841352338
2022-02-0115193.228014202645
2022-03-0115579.169454021508
2022-04-0115206.092728863274
2022-05-0114151.186126691711
2022-06-0113900.324190809448
2022-07-0113771.67704420316
2022-08-0113199.197241805176
2022-09-0113810.271188185046
2022-10-0113578.706324293726
2022-11-0114974.527864971957
2022-12-0115585.601811351824
2023-01-0115791.437245921887
2023-02-0114910.20429166881
2023-03-0116441.105336283643
2023-04-0116634.076056193073
2023-05-0116299.593475016725
2023-06-0115347.604590130191
2023-07-0115804.301960582514
2023-08-0116113.055112437607
2023-09-0115148.201512890444
2023-10-0116453.97005094427
2023-11-0116839.911490763134
2023-12-0116318.890547007668
2024-01-0116035.866824473833
2024-02-0116190.243400401381
2024-03-0117721.14444501621
2024-04-0118660.268615242116
2024-05-0119612.257500128646
2024-06-0119399.98970822827
2024-07-0120242.62851849946
2024-08-0120068.954870580972
2024-09-0121316.832192661965
2024-10-0123008.54217053466
2024-11-0122075.85035763907
2024-12-0121992.22971234498
2025-01-0124147.069418000305
2025-02-0124224.25770596408
2025-03-0126250.45026501312
2025-04-0125684.40281994545
2025-05-0125665.10574795451
2025-06-0126359.800339628462
2025-07-0126855.091854062677
2025-08-0128456.748829310964
2025-09-0132856.481243246024
2025-10-0133615.49940822312
2025-11-0137815.828744918435
2025-12-0140408.06874903515
2026-01-0143469.870838264804
2026-02-0149567.745587402875
2026-03-0142691.555601296765
2026-04-0143804.35341944115
Annual Return Matrix
YearAnnual Return
20170.10208323800683727
20180.014827995255041415
20190.1122150789012275
20200.2932212296374146
2021-0.08736286062576182
20220.07880676758682092
20230.047049112670243476
20240.3476547102877412
20250.8373793506873357
20260.08404966571155681
Total Factor Risk
0.22365892249831645
VTI.US Exposure
0.12408791257188126
VEA.US Exposure
0.10287935788927997
VWO.US Exposure
-0.011800220144123604
QQQ.US Exposure
0.012821396787141318
VTV.US Exposure
-0.0037598908429206453
IJR.US Exposure
-0.008971883838597147
QUAL.US Exposure
0.04656138977092501
SHV.US Exposure
0.0027719240485095807
TLT.US Exposure
0.030960563605464054
LQD.US Exposure
-0.013115035277373439
HYG.US Exposure
-0.0001932132732554216
GLD.US Exposure
0.5058250886912958
USO.US Exposure
0.013008338650475786
VNQ.US Exposure
0.006018169296773463
BTC-USD.CC Exposure
0.002337830681792216
CPER.US Exposure
0.044845958137072026
VIX.INDX Exposure
0.00000691165595930509
UUP.US Exposure
-0.0035763630077338326
TIP.US Exposure
-0.004134761070726133
Idiosyncratic Exposure
0.15342652566816042
Value Score
49.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
22.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →2.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$12.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+18.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
15.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.26
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Sprott Physical Gold and Silver Trust a high-risk investment?

Sprott Physical Gold and Silver Trust (CEF.TO) has an annualized volatility of 22.4% and experienced a maximum drawdown of 23.6% over the last 10 years. Its primary macro risk driver is GLD.US.

What is the 10-year return of CEF.TO?

Over the past 10 years, CEF.TO has generated a Compound Annual Growth Rate (CAGR) of 15.5%. It has had a positive return in 90% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Sprott Physical Gold and Silver Trust

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest