ANGPY vs. PL=F

Last updated Jun 6, 2026

ANGPY (Anglo American Platinum ADR) is a stock, while PL=F (Platinum) is an asset. Over the past 10 years, ANGPY returned 15.69%/yr vs 6.66%/yr for PL=F. At a 0.47 correlation, their price movements are largely independent.

Performance

ANGPY vs. PL=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Anglo American Platinum ADR (ANGPY) and Platinum (PL=F). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ANGPY achieves a -14.77% return, which is significantly lower than PL=F's -6.68% return. Over the past 10 years, ANGPY has outperformed PL=F with an annualized return of 15.69%, while PL=F has yielded a comparatively lower 6.66% annualized return.

ANGPY

• 1D: -12.16%
• 1M: -23.42%
• YTD: -14.77%
• 6M: -0.07%
• 1Y: 74.84%
• 3Y*: 11.35%
• 5Y*: -4.80%
• 10Y*: 15.69%

PL=F

• 1D: 1.27%
• 1M: -7.33%
• YTD: -6.68%
• 6M: 14.71%
• 1Y: 67.46%
• 3Y*: 22.36%
• 5Y*: 10.27%
• 10Y*: 6.66%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ANGPY vs. PL=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ANGPY Anglo American Platinum ADR	-14.77%	202.15%	-40.10%	-34.38%	-19.08%	30.87%	6.85%	163.52%	31.10%	49.21%
PL=F Platinum	-6.68%	123.45%	-9.78%	-6.81%	12.08%	-10.47%	10.37%	22.13%	-14.68%	3.60%

Correlation

The correlation between ANGPY and PL=F is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (5Y) Calculated over the trailing 5-year period	0.54
Correlation (10Y) Calculated over the trailing 10-year period	0.47
Correlation (All Time) Calculated using the full available price history since Jun 3, 2016	0.47

Over the past year, ANGPY and PL=F have become more correlated (0.68) than their long-term average of 0.47, meaning their price movements have been converging.

Return for Risk

ANGPY vs. PL=F — Risk / Return Rank

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

ANGPY

ANGPY Risk / Return Rank: 72
ANGPY Sharpe Ratio Rank: 74
ANGPY Sortino Ratio Rank: 68
ANGPY Omega Ratio Rank: 68
ANGPY Calmar Ratio Rank: 74
ANGPY Martin Ratio Rank: 75

PL=F

PL=F Risk / Return Rank: 58
PL=F Sharpe Ratio Rank: 60
PL=F Sortino Ratio Rank: 60
PL=F Omega Ratio Rank: 57
PL=F Calmar Ratio Rank: 63
PL=F Martin Ratio Rank: 52

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ANGPY vs. PL=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Anglo American Platinum ADR (ANGPY) and Platinum (PL=F). 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.

	ANGPY	PL=F	Difference
Sharpe ratio: Return per unit of total volatility	1.09	1.32	-0.23
Sortino ratio: Return per unit of downside risk	1.64	1.71	-0.07
Omega ratio: Gain probability vs. loss probability	1.21	1.26	-0.05
Calmar ratio: Return relative to maximum drawdown	1.94	2.01	-0.06
Martin ratio: Return relative to average drawdown	4.78	4.03	+0.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ANGPY vs. PL=F - Sharpe Ratio Comparison

The current ANGPY Sharpe Ratio is 1.09, which is comparable to the PL=F Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of ANGPY and PL=F, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ANGPY	PL=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	1.32	-0.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.08	0.29	-0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	0.21	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.10	+0.22

Drawdowns

ANGPY vs. PL=F - Drawdown Comparison

The maximum ANGPY drawdown since its inception was -78.47%, which is greater than PL=F's maximum drawdown of -68.68%. Use the drawdown chart below to compare losses from any high point for ANGPY and PL=F.

Drawdown Indicators

	ANGPY	PL=F	Difference
Max Drawdown Largest peak-to-trough decline	-78.47%	-68.68%	-9.79%
Max Drawdown (1Y) Largest decline over 1 year	-38.69%	-35.55%	-3.14%
Max Drawdown (3Y) Largest decline over 3 years	-47.76%	-35.55%	-12.21%
Max Drawdown (5Y) Largest decline over 5 years	-78.47%	-35.55%	-42.92%
Max Drawdown (10Y) Largest decline over 10 years	-78.47%	-49.56%	-28.91%
Current Drawdown Current decline from peak	-43.33%	-33.44%	-9.89%
Average Drawdown Average peak-to-trough decline	-35.16%	-36.40%	+1.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.71%	17.98%	-2.27%

Volatility

ANGPY vs. PL=F - Volatility Comparison

Anglo American Platinum ADR (ANGPY) has a higher volatility of 19.53% compared to Platinum (PL=F) at 10.31%. This indicates that ANGPY's price experiences larger fluctuations and is considered to be riskier than PL=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ANGPY	PL=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.53%	10.31%	+9.22%
Volatility (6M) Calculated over the trailing 6-month period	54.43%	48.96%	+5.47%
Volatility (1Y) Calculated over the trailing 1-year period	69.39%	54.15%	+15.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	58.54%	35.63%	+22.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	57.03%	31.75%	+25.28%

Frequently Asked Questions

Can I hold both ANGPY and PL=F in my portfolio?

ANGPY and PL=F have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ANGPY or PL=F?

ANGPY has higher volatility (19.53%) compared to PL=F (10.31%). In terms of maximum drawdown, ANGPY dropped -78.47% vs PL=F's -68.68%.

Which has better risk-adjusted returns?

PL=F currently has the higher Sharpe Ratio (1.32 vs 1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.