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ANGPY vs. PPLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ANGPY and PPLT is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

ANGPY vs. PPLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Anglo American Platinum ADR (ANGPY) and Aberdeen Standard Physical Platinum Shares ETF (PPLT). The values are adjusted to include any dividend payments, if applicable.

-55.00%-50.00%-45.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-53.03%
-46.59%
ANGPY
PPLT

Key characteristics

Sharpe Ratio

ANGPY:

-0.55

PPLT:

-0.16

Sortino Ratio

ANGPY:

-0.55

PPLT:

-0.07

Omega Ratio

ANGPY:

0.94

PPLT:

0.99

Calmar Ratio

ANGPY:

-0.39

PPLT:

-0.07

Martin Ratio

ANGPY:

-1.08

PPLT:

-0.39

Ulcer Index

ANGPY:

28.36%

PPLT:

10.07%

Daily Std Dev

ANGPY:

56.18%

PPLT:

24.20%

Max Drawdown

ANGPY:

-94.16%

PPLT:

-70.73%

Current Drawdown

ANGPY:

-76.61%

PPLT:

-55.09%

Returns By Period

In the year-to-date period, ANGPY achieves a -36.32% return, which is significantly lower than PPLT's -6.85% return. Over the past 10 years, ANGPY has outperformed PPLT with an annualized return of 5.60%, while PPLT has yielded a comparatively lower -3.06% annualized return.


ANGPY

YTD

-36.32%

1M

-10.89%

6M

-3.40%

1Y

-33.47%

5Y*

-13.09%

10Y*

5.60%

PPLT

YTD

-6.85%

1M

-3.32%

6M

-6.76%

1Y

-4.66%

5Y*

-0.21%

10Y*

-3.06%

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Risk-Adjusted Performance

ANGPY vs. PPLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Anglo American Platinum ADR (ANGPY) and Aberdeen Standard Physical Platinum Shares ETF (PPLT). 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.


Sharpe ratio
The chart of Sharpe ratio for ANGPY, currently valued at -0.55, compared to the broader market-4.00-2.000.002.00-0.55-0.16
The chart of Sortino ratio for ANGPY, currently valued at -0.55, compared to the broader market-4.00-2.000.002.004.00-0.55-0.07
The chart of Omega ratio for ANGPY, currently valued at 0.94, compared to the broader market0.501.001.502.000.940.99
The chart of Calmar ratio for ANGPY, currently valued at -0.39, compared to the broader market0.002.004.006.00-0.39-0.07
The chart of Martin ratio for ANGPY, currently valued at -1.08, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.08-0.39
ANGPY
PPLT

The current ANGPY Sharpe Ratio is -0.55, which is lower than the PPLT Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of ANGPY and PPLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.60-0.40-0.200.000.200.400.60JulyAugustSeptemberOctoberNovemberDecember
-0.55
-0.16
ANGPY
PPLT

Dividends

ANGPY vs. PPLT - Dividend Comparison

ANGPY's dividend yield for the trailing twelve months is around 3.13%, while PPLT has not paid dividends to shareholders.


TTM202320222021202020192018
ANGPY
Anglo American Platinum ADR
3.13%4.85%15.62%12.24%2.23%1.33%1.35%
PPLT
Aberdeen Standard Physical Platinum Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ANGPY vs. PPLT - Drawdown Comparison

The maximum ANGPY drawdown since its inception was -94.16%, which is greater than PPLT's maximum drawdown of -70.73%. Use the drawdown chart below to compare losses from any high point for ANGPY and PPLT. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%-45.00%JulyAugustSeptemberOctoberNovemberDecember
-76.61%
-55.09%
ANGPY
PPLT

Volatility

ANGPY vs. PPLT - Volatility Comparison

Anglo American Platinum ADR (ANGPY) has a higher volatility of 11.31% compared to Aberdeen Standard Physical Platinum Shares ETF (PPLT) at 5.21%. This indicates that ANGPY's price experiences larger fluctuations and is considered to be riskier than PPLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.31%
5.21%
ANGPY
PPLT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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