Leaving Sikinos for Milos is a switch from one of the quietest islands in the Cyclades to one of the most sought after. Sikinos gives you a tiny port, a hilltop Chora and Kastro, and days with almost no one else around; Milos gives you volcanic coves, the sea caves at Kleftiko, boat trips around the coast and a proper choice of restaurants in Adamas and Plaka.
There is no fast, frequent shuttle between the two. The direct sailings are calls by conventional ferries on long routes through the southern and western Cyclades, and each company sails only about once a week. Together that makes two to four sailing days a week in Ferryhopper's listing. The trip takes from 2 hr 20 min to about 3 hr 30 min depending on the ship, and a deck seat started at €11.50 per adult when we checked.
So the question to answer first is which day the ship leaves Alopronia, not which company to choose. Once you know that, the rest of the trip falls into place. If none of the direct sailings fits, the neighbouring islands of Folegandros and Ios both have their own connections to Milos and are only a short hop from Sikinos.
Our older route data described this crossing as a 1 hr 15 min high-speed trip from €10. Ferryhopper's dated figures for this direction do not support that, so we have used them throughout this page.