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CPNG vs. PPLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CPNG vs. PPLT - Performance Comparison

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

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Returns By Period

In the year-to-date period, CPNG achieves a -28.70% return, which is significantly lower than PPLT's -16.64% return.


CPNG

1D
-2.49%
1M
4.34%
YTD
-28.70%
6M
-34.37%
1Y
-40.14%
3Y*
0.44%
5Y*
-15.31%
10Y*

PPLT

1D
-0.58%
1M
-13.20%
YTD
-16.64%
6M
-2.28%
1Y
38.74%
3Y*
19.71%
5Y*
7.65%
10Y*
5.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CPNG vs. PPLT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CPNG
Coupang, Inc.
-28.70%7.32%35.76%10.06%-49.93%-53.73%
PPLT
Aberdeen Standard Physical Platinum Shares ETF
-16.64%124.48%-8.90%-8.18%10.43%-20.23%

Correlation

The correlation between CPNG and PPLT is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

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

0.15

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

0.14

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2021

0.14

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Return for Risk

CPNG vs. PPLT — Risk / Return Rank

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

CPNG
CPNG Risk / Return Rank: 1010
Overall Rank
CPNG Sharpe Ratio Rank: 77
Sharpe Ratio Rank
CPNG Sortino Ratio Rank: 99
Sortino Ratio Rank
CPNG Omega Ratio Rank: 88
Omega Ratio Rank
CPNG Calmar Ratio Rank: 1515
Calmar Ratio Rank
CPNG Martin Ratio Rank: 1212
Martin Ratio Rank

PPLT
PPLT Risk / Return Rank: 2121
Overall Rank
PPLT Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PPLT Sortino Ratio Rank: 2222
Sortino Ratio Rank
PPLT Omega Ratio Rank: 2525
Omega Ratio Rank
PPLT Calmar Ratio Rank: 2121
Calmar Ratio Rank
PPLT Martin Ratio Rank: 1919
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.

CPNG vs. PPLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Coupang, Inc. (CPNG) 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.

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.


CPNGPPLTDifference
Sharpe ratioReturn per unit of total volatility

-1.55

Sortino ratioReturn per unit of downside risk

-2.37

Omega ratioGain probability vs. loss probability

0.83

1.15

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.74

0.80

-1.54

Martin ratioReturn relative to average drawdown

-1.32

1.84

-3.16

CPNG vs. PPLT - Sharpe Ratio Comparison

The current CPNG Sharpe Ratio is -0.92, which is lower than the PPLT Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of CPNG and PPLT, 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

CPNG vs. PPLT - Drawdown Comparison

The maximum CPNG drawdown since its inception was -85.28%, which is greater than PPLT's maximum drawdown of -70.73%. Use the drawdown chart below to compare losses from any high point for CPNG and PPLT.


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Drawdown Indicators


CPNGPPLTDifference

Max Drawdown

Largest peak-to-trough decline

-85.28%

-70.73%

-14.55%

Max Drawdown (1Y)

Largest decline over 1 year

-54.91%

-40.02%

-14.89%

Max Drawdown (3Y)

Largest decline over 3 years

-54.91%

-40.02%

-14.89%

Max Drawdown (5Y)

Largest decline over 5 years

-79.01%

-40.02%

-38.99%

Max Drawdown (10Y)

Largest decline over 10 years

-51.14%

Current Drawdown

Current decline from peak

-73.51%

-38.39%

-35.12%

Average Drawdown

Average peak-to-trough decline

-64.19%

-39.94%

-24.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.85%

17.37%

+13.48%

Volatility

CPNG vs. PPLT - Volatility Comparison

Coupang, Inc. (CPNG) has a higher volatility of 21.03% compared to Aberdeen Standard Physical Platinum Shares ETF (PPLT) at 11.07%. This indicates that CPNG'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.


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Volatility by Period


CPNGPPLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.03%

11.07%

+9.96%

Volatility (6M)

Calculated over the trailing 6-month period

39.57%

45.24%

-5.67%

Volatility (1Y)

Calculated over the trailing 1-year period

44.14%

50.99%

-6.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.50%

32.68%

+19.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.74%

29.10%

+24.64%

Dividends

CPNG vs. PPLT - Dividend Comparison

Neither CPNG nor PPLT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CPNG and PPLT have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CPNG has higher volatility (21.03%) compared to PPLT (11.07%). In terms of maximum drawdown, CPNG dropped -85.28% vs PPLT's -70.73%.

PPLT currently has the higher Sharpe Ratio (0.63 vs -0.92), 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

Find the right allocation for CPNG and PPLT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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