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ANGPY vs. PLG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ANGPY vs. PLG - Performance Comparison

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

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Returns By Period

In the year-to-date period, ANGPY achieves a -7.17% return, which is significantly higher than PLG's -45.76% return. Over the past 10 years, ANGPY has outperformed PLG with an annualized return of 13.93%, while PLG has yielded a comparatively lower -27.90% annualized return.


ANGPY

1D
0.56%
1M
7.99%
6M
-11.07%
YTD
-7.17%
1Y
74.62%
3Y*
23.34%
5Y*
-3.15%
10Y*
13.93%
ALL TIME*
18.76%

PLG

1D
-2.29%
1M
-9.86%
6M
-52.06%
YTD
-45.76%
1Y
-14.09%
3Y*
-1.27%
5Y*
-16.32%
10Y*
-27.90%
ALL TIME*
6.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.91M$1.80M$2.02M
$965.58K$1.18M$1.88M

ANGPY vs. PLG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANGPY
Anglo American Platinum ADR
-7.17%202.15%-40.10%-34.38%-19.08%30.87%6.85%163.52%31.10%49.21%
PLG
Platinum Group Metals Ltd.
-45.76%84.37%12.28%-34.48%10.13%-65.95%174.56%13.42%-50.99%-78.74%

Correlation

The correlation between ANGPY and PLG is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.66

Correlation (3Y)
Balances recent behavior with more history.

0.49

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.45

Correlation (10Y)
Provides a long-term view across more market conditions.

0.36

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2016

0.36

Over the past year, ANGPY and PLG have become more correlated (0.66) than their long-term average of 0.36, meaning their price movements have been converging.

Fundamentals

Market Cap

ANGPY:

$19.80B

PLG:

$163.69M

EPS

ANGPY:

ZAR 23.28

PLG:

-$0.03

PB Ratio

ANGPY:

3.05

PLG:

2.30

Total Revenue (TTM)

ANGPY:

ZAR 250.65B

PLG:

$0.00

Gross Profit (TTM)

ANGPY:

ZAR 64.89B

PLG:

-$16.96K

EBITDA (TTM)

ANGPY:

ZAR 70.42B

PLG:

-$4.34M

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Return for Risk

ANGPY vs. PLG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ANGPY
ANGPY Risk / Return Rank: 7575
Overall Rank
ANGPY Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ANGPY Sortino Ratio Rank: 7474
Sortino Ratio Rank
ANGPY Omega Ratio Rank: 7373
Omega Ratio Rank
ANGPY Calmar Ratio Rank: 7777
Calmar Ratio Rank
ANGPY Martin Ratio Rank: 7474
Martin Ratio Rank

PLG
PLG Risk / Return Rank: 3838
Overall Rank
PLG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PLG Sortino Ratio Rank: 4141
Sortino Ratio Rank
PLG Omega Ratio Rank: 4040
Omega Ratio Rank
PLG Calmar Ratio Rank: 3737
Calmar Ratio Rank
PLG Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ANGPY vs. PLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Anglo American Platinum ADR (ANGPY) and Platinum Group Metals Ltd. (PLG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ANGPYPLGDifference
Sharpe ratioReturn per unit of total volatility

+1.29

Sortino ratioReturn per unit of downside risk

+1.36

Omega ratioGain probability vs. loss probability

1.21

1.04

+0.18

Calmar ratioReturn relative to maximum drawdown

1.78

-0.23

+2.01

Martin ratioReturn relative to average drawdown

3.61

-0.39

+4.00

ANGPY vs. PLG - Sharpe Ratio Comparison

The current ANGPY Sharpe Ratio is 1.11, which is higher than the PLG Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of ANGPY and PLG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ANGPY vs. PLG - Drawdown Comparison

The maximum ANGPY drawdown since its inception was -78.47%, smaller than the maximum PLG drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for ANGPY and PLG.


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Drawdown Indicators


ANGPYPLGDifference

Max Drawdown

Largest peak-to-trough decline

-78.47%

-99.81%

+21.34%

Max Drawdown (1Y)

Largest decline over 1 year

-43.04%

-64.37%

+21.33%

Max Drawdown (3Y)

Largest decline over 3 years

-43.04%

-64.37%

+21.33%

Max Drawdown (5Y)

Largest decline over 5 years

-78.47%

-68.63%

-9.84%

Max Drawdown (10Y)

Largest decline over 10 years

-78.47%

-97.34%

+18.87%

Current Drawdown

Current decline from peak

-38.27%

-99.72%

+61.45%

Average Drawdown

Average peak-to-trough decline

-35.26%

-68.98%

+33.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.18%

37.77%

-16.59%

Volatility

ANGPY vs. PLG - Volatility Comparison

Anglo American Platinum ADR (ANGPY) has a higher volatility of 16.35% compared to Platinum Group Metals Ltd. (PLG) at 14.29%. This indicates that ANGPY's price experiences larger fluctuations and is considered to be riskier than PLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANGPYPLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.35%

14.29%

+2.06%

Volatility (6M)

Calculated over the trailing 6-month period

55.36%

54.65%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

68.99%

81.20%

-12.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.17%

71.90%

-12.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.06%

79.99%

-22.93%

Dividends

ANGPY vs. PLG - Dividend Comparison

ANGPY's dividend yield for the trailing twelve months is around 3.47%, while PLG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
ANGPY
Anglo American Platinum ADR
3.47%3.87%3.40%4.85%15.62%10.20%2.91%0.99%1.11%
PLG
Platinum Group Metals Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

ANGPY vs. PLG - Financials Comparison

This section allows you to compare key financial metrics between Anglo American Platinum ADR and Platinum Group Metals Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

Frequently Asked Questions


ANGPY and PLG have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ANGPY has higher volatility (16.35%) compared to PLG (14.29%). In terms of maximum drawdown, ANGPY dropped -78.47% vs PLG's -99.81%.

ANGPY currently has the higher Sharpe Ratio (1.11 vs -0.18), 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.

Portfolio Optimizer

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