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AUCO.L vs. SPPP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AUCO.L vs. SPPP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Gold Mining UCITS ETF (AUCO.L) and Invesco Physical Platinum (SPPP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AUCO.L is traded in USD, while SPPP.L is traded in GBp. To make them comparable, the SPPP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AUCO.L achieves a -0.69% return, which is significantly higher than SPPP.L's -5.35% return. Over the past 10 years, AUCO.L has outperformed SPPP.L with an annualized return of 15.56%, while SPPP.L has yielded a comparatively lower 6.37% annualized return.


AUCO.L

1D
0.76%
1M
-7.52%
YTD
-0.69%
6M
4.86%
1Y
62.92%
3Y*
49.95%
5Y*
22.29%
10Y*
15.56%

SPPP.L

1D
0.40%
1M
-7.75%
YTD
-5.35%
6M
14.30%
1Y
65.96%
3Y*
20.73%
5Y*
10.09%
10Y*
6.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUCO.L vs. SPPP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AUCO.L
L&G Gold Mining UCITS ETF
-0.69%181.83%17.96%15.02%-14.29%-10.15%21.74%44.15%-10.43%10.00%
SPPP.L
Invesco Physical Platinum
-5.35%120.27%-9.95%-5.99%10.53%-8.02%6.77%22.56%-14.26%0.90%

Correlation

The correlation between AUCO.L and SPPP.L is 0.61, 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

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2014

0.34

Over the past year, AUCO.L and SPPP.L have become more correlated (0.61) than their long-term average of 0.34, meaning their price movements have been converging.

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Return for Risk

AUCO.L vs. SPPP.L — Risk / Return Rank

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

AUCO.L
AUCO.L Risk / Return Rank: 3838
Overall Rank
AUCO.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
AUCO.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
AUCO.L Omega Ratio Rank: 3737
Omega Ratio Rank
AUCO.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
AUCO.L Martin Ratio Rank: 3636
Martin Ratio Rank

SPPP.L
SPPP.L Risk / Return Rank: 4141
Overall Rank
SPPP.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPPP.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
SPPP.L Omega Ratio Rank: 4545
Omega Ratio Rank
SPPP.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
SPPP.L Martin Ratio Rank: 3232
Martin Ratio Rank
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.

AUCO.L vs. SPPP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Gold Mining UCITS ETF (AUCO.L) and Invesco Physical Platinum (SPPP.L). 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.


AUCO.LSPPP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.24

1.27

-0.03

Calmar ratioReturn relative to maximum drawdown

2.10

2.07

+0.03

Martin ratioReturn relative to average drawdown

5.42

4.30

+1.13

AUCO.L vs. SPPP.L - Sharpe Ratio Comparison

The current AUCO.L Sharpe Ratio is 1.41, which is comparable to the SPPP.L Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of AUCO.L and SPPP.L, 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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Sharpe Ratios by Period


AUCO.LSPPP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

1.49

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.43

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.30

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.15

+0.12

Drawdowns

AUCO.L vs. SPPP.L - Drawdown Comparison

The maximum AUCO.L drawdown since its inception was -78.40%, which is greater than SPPP.L's maximum drawdown of -56.15%. Use the drawdown chart below to compare losses from any high point for AUCO.L and SPPP.L.


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Drawdown Indicators


AUCO.LSPPP.LDifference

Max Drawdown

Largest peak-to-trough decline

-78.40%

-56.15%

-22.25%

Max Drawdown (1Y)

Largest decline over 1 year

-30.56%

-35.12%

+4.56%

Max Drawdown (3Y)

Largest decline over 3 years

-30.56%

-35.12%

+4.56%

Max Drawdown (5Y)

Largest decline over 5 years

-48.64%

-35.12%

-13.52%

Max Drawdown (10Y)

Largest decline over 10 years

-54.49%

-51.31%

-3.18%

Current Drawdown

Current decline from peak

-25.94%

-33.26%

+7.32%

Average Drawdown

Average peak-to-trough decline

-42.54%

-25.68%

-16.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.83%

16.96%

-5.13%

Volatility

AUCO.L vs. SPPP.L - Volatility Comparison

L&G Gold Mining UCITS ETF (AUCO.L) has a higher volatility of 15.82% compared to Invesco Physical Platinum (SPPP.L) at 11.40%. This indicates that AUCO.L's price experiences larger fluctuations and is considered to be riskier than SPPP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AUCO.LSPPP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.82%

11.40%

+4.42%

Volatility (6M)

Calculated over the trailing 6-month period

36.24%

43.20%

-6.96%

Volatility (1Y)

Calculated over the trailing 1-year period

45.42%

48.65%

-3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.11%

42.08%

-3.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.36%

38.86%

-3.50%

AUCO.L vs. SPPP.L - Expense Ratio Comparison

AUCO.L has a 0.55% expense ratio, which is higher than SPPP.L's 0.19% expense ratio.


Dividends

AUCO.L vs. SPPP.L - Dividend Comparison

Neither AUCO.L nor SPPP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AUCO.L and SPPP.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPPP.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPPP.L is cheaper with a 0.19% expense ratio, compared with 0.55% for AUCO.L.

AUCO.L is categorized as Gold, while SPPP.L is Precious Metals. AUCO.L tracks STOXX Global Gold Miners Index, while SPPP.L tracks Platinum. They also come from different issuers: L&G and Invesco. Their fees differ too: 0.55% for AUCO.L and 0.19% for SPPP.L.

Portfolio Optimizer

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