Sprott Physical Gold and Silver Trust

10-Year Study

CEF.US · · US · ETF

Executive Summary: Sprott Physical Gold and Silver Trust has compounded at 15.0% annually over the last 10 years, with a maximum drawdown of 24.6% and an annualized volatility of 22.6%.

1Y CAGR
+79.2%
3Y CAGR
+39.9%
5Y CAGR
+20.1%
10Y CAGR
+15.0%

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 →
24.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +92.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -8.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.413.6-15.44.0————————8.3%
20258.80.79.22.00.23.60.17.013.81.611.210.592.8%
2024-2.9-0.19.43.76.1-1.43.41.65.75.0-4.2-3.524.1%
20233.0-7.911.21.4-2.8-3.33.8-0.9-6.56.64.6-0.86.8%
2022-2.37.54.0-4.9-5.6-3.3-0.5-6.6-0.3-0.612.03.51.1%
2021-2.1-4.0-4.64.610.9-7.3-0.2-3.7-4.65.5-3.51.8-8.3%
20205.2-4.4-0.86.06.02.916.44.3-10.61.4-6.911.832.0%
20193.8-1.2-3.6-1.00.96.92.99.8-5.24.1-4.64.216.9%
20181.6-3.40.50.5-1.1-4.6-2.2-4.1-0.6-0.10.56.9-6.4%
20178.92.81.7-2.20.2-2.21.25.8-4.13.9-0.32.118.8%
2016———9.4-5.011.65.4-6.91.4-2.2-13.2-3.7-5.8%

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 22.6%. The dominant macroeconomic risk driver is GLD.US, accounting for 57.4% of variance. Idiosyncratic stock-specific factors contribute 11.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110942.456919954226
2016-05-0110392.00126963974
2016-06-0111593.063757632455
2016-07-0112218.528387306944
2016-08-0111376.139125786218
2016-09-0111534.677035391207
2016-10-0111276.154996282963
2016-11-019782.156549921065
2016-12-019423.232736658341
2017-01-0110266.290229621029
2017-02-0110550.038005663262
2017-03-0110733.63459434175
2017-04-0110500.004176446511
2017-05-0110524.979326589764
2017-06-0110291.265379764283
2017-07-0110416.475246201522
2017-08-0111025.818792338727
2017-09-0110575.096684736758
2017-10-0110992.40722024073
2017-11-0110958.995648142733
2017-12-0111192.876652828707
2018-01-0111368.287406343186
2018-02-0110984.054327216232
2018-03-0111042.524578387725
2018-04-0111100.994829559217
2018-05-0110975.701434191733
2018-06-0110466.17495969729
2018-07-0110232.293955011319
2018-08-019814.649303786367
2018-09-019756.179052614872
2018-10-019747.826159590375
2018-11-019797.943517737369
2018-12-0110474.527852721789
2019-01-0110875.466717897743
2019-02-0110741.82042950576
2019-03-0110357.587350378804
2019-04-0110248.999741060316
2019-05-0110340.881564329808
2019-06-0111050.877471412225
2019-07-0111368.287406343186
2019-08-0112487.575071626057
2019-09-0111836.049415715133
2019-10-0112320.517211136077
2019-11-0111752.520485470144
2019-12-0112245.341173915587
2020-01-0112880.16104377751
2020-02-0112312.164318111578
2020-03-0112211.929601817588
2020-04-0112946.984187973505
2020-05-0113723.803239251914
2020-06-0114116.389211403368
2020-07-0116430.140579189603
2020-08-0117140.13648627202
2020-09-0115319.205806931232
2020-10-0115536.381025568207
2020-11-0114458.85782540783
2020-12-0116162.848002405633
2021-01-0115828.732281425673
2021-02-0115202.265304588243
2021-03-0114508.975183554827
2021-04-0115177.20662551475
2021-05-0116831.079444365554
2021-06-0115603.204169764198
2021-07-0115569.792597666203
2021-08-0114993.442978975769
2021-09-0114308.505750966846
2021-10-0115093.677695269758
2021-11-0114559.092541701819
2021-12-0114818.03222546129
2022-01-0114483.916504481327
2022-02-0115569.792597666203
2022-03-0116187.90668147913
2022-04-0115394.381844151721
2022-05-0114534.03386262832
2022-06-0114049.566067207377
2022-07-0113974.390029986887
2022-08-0113047.218904267493
2022-09-0113005.454439144998
2022-10-0112930.278401924506
2022-11-0114475.563611456828
2022-12-0114976.73719292677
2023-01-0115419.440523225221
2023-02-0114199.91814164836
2023-03-0115795.320709327676
2023-04-0116012.495927964652
2023-05-0115561.439704641702
2023-06-0115051.913230147262
2023-07-0115619.909955813197
2023-08-0115477.910774396712
2023-09-0114467.21071843233
2023-10-0115419.440523225221
2023-11-0116121.083537283139
2023-12-0115995.790141915651
2024-01-0115536.381025568207
2024-02-0115528.028132543708
2024-03-0116989.78441183104
2024-04-0117616.251388668465
2024-05-0118685.421695804343
2024-06-0118418.129119020374
2024-07-0119036.243202833302
2024-08-0119345.300244739767
2024-09-0120456.235016998136
2024-10-0121475.28796598702
2024-11-0120564.822626316625
2024-12-0119846.47382620971
2025-01-0121583.87557530551
2025-02-0121734.227649746488
2025-03-0123730.56908260176
2025-04-0124215.036878022704
2025-05-0124273.507129194197
2025-06-0125142.2080037421
2025-07-0125158.9137897911
2025-08-0126921.374217960387
2025-09-0130646.76450688696
2025-10-0131131.232302307908
2025-11-0134614.388693524
2025-12-0138256.25005220558
2026-01-0141455.40808058872
2026-02-0147101.96376515007
2026-03-0139860.005512909396
2026-04-0141438.70229453971
Annual Return Matrix
YearAnnual Return
20170.18779584094172708
2018-0.06417910447761199
20190.16905901116427446
20200.31991814461118695
2021-0.0832041343669252
20220.010710259301014657
20230.0680423870607918
20240.24073107049608367
20250.9276094276094273
20260.08318777292576418
Total Factor Risk
0.22563899512023708
VTI.US Exposure
0.18997897350378007
VEA.US Exposure
0.09555225224317533
VWO.US Exposure
-0.02769551586865224
QQQ.US Exposure
-0.022207599901505115
VTV.US Exposure
-0.053862783375895375
IJR.US Exposure
-0.018959385178626605
QUAL.US Exposure
0.04763470729692362
SHV.US Exposure
0.04763954874518712
TLT.US Exposure
0.03320670789273042
LQD.US Exposure
-0.020959250957771444
HYG.US Exposure
-0.007754699513600836
GLD.US Exposure
0.5736921468089593
USO.US Exposure
0.0016063209203879302
VNQ.US Exposure
0.009246496823011874
BTC-USD.CC Exposure
0.0009020268808096258
CPER.US Exposure
0.05449429000346099
VIX.INDX Exposure
0.00916836275459383
UUP.US Exposure
-0.021068509947165213
TIP.US Exposure
-0.007038261429265254
Idiosyncratic Exposure
0.11642417229946195
Value Score
50
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
22.6%

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 →N/A
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$0
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 →
-0.9%
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 →
+19.6%
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 →
16.2% 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.US) has an annualized volatility of 22.6% and experienced a maximum drawdown of 24.6% over the last 10 years. Its primary macro risk driver is GLD.US.

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

Over the past 10 years, CEF.US has generated a Compound Annual Growth Rate (CAGR) of 15.0%. It has had a positive return in 80% 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.

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