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

Performance

GGP.L vs. SPPP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Greatland Gold plc (GGP.L) and Invesco Physical Platinum (SPPP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GGP.L achieves a 16.92% return, which is significantly higher than SPPP.L's -20.95% return. Over the past 10 years, GGP.L has outperformed SPPP.L with an annualized return of 59.55%, while SPPP.L has yielded a comparatively lower 3.71% annualized return.


GGP.L

1D
-3.71%
1M
-16.85%
YTD
16.92%
6M
16.74%
1Y
84.70%
3Y*
61.76%
5Y*
11.99%
10Y*
59.55%

SPPP.L

1D
-1.64%
1M
-17.86%
YTD
-20.95%
6M
-28.29%
1Y
20.98%
3Y*
17.64%
5Y*
8.18%
10Y*
3.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
GGP.L
Greatland Gold plc
16.92%309.83%-35.50%23.25%-50.00%-56.64%1,950.00%-0.55%-3.21%1,000.00%
SPPP.L
Invesco Physical Platinum
-20.95%104.81%-8.43%-10.70%24.01%-10.35%7.05%17.67%-9.95%-6.88%

Correlation

The correlation between GGP.L and SPPP.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.24

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

0.24

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

0.13

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2014

0.12

Over the past year, GGP.L and SPPP.L have become more correlated (0.48) than their long-term average of 0.12, meaning their price movements have been converging.

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Return for Risk

GGP.L vs. SPPP.L — Risk / Return Rank

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

GGP.L
GGP.L Risk / Return Rank: 8080
Overall Rank
GGP.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
GGP.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
GGP.L Omega Ratio Rank: 7676
Omega Ratio Rank
GGP.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
GGP.L Martin Ratio Rank: 8383
Martin Ratio Rank

SPPP.L
SPPP.L Risk / Return Rank: 1616
Overall Rank
SPPP.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SPPP.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
SPPP.L Omega Ratio Rank: 1919
Omega Ratio Rank
SPPP.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
SPPP.L Martin Ratio Rank: 1414
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.

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

This table presents a comparison of risk-adjusted performance metrics for Greatland Gold plc (GGP.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.

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.


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

+0.86

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.25

1.12

+0.13

Calmar ratioReturn relative to maximum drawdown

2.63

0.48

+2.14

Martin ratioReturn relative to average drawdown

6.65

1.09

+5.56

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

The current GGP.L Sharpe Ratio is 1.31, which is higher than the SPPP.L Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of GGP.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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Drawdowns

GGP.L vs. SPPP.L - Drawdown Comparison

The maximum GGP.L drawdown since its inception was -98.49%, which is greater than SPPP.L's maximum drawdown of -44.86%. Use the drawdown chart below to compare losses from any high point for GGP.L and SPPP.L.


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Drawdown Indicators


GGP.LSPPP.LDifference

Max Drawdown

Largest peak-to-trough decline

-98.49%

-44.86%

-53.63%

Max Drawdown (1Y)

Largest decline over 1 year

-32.07%

-43.34%

+11.27%

Max Drawdown (3Y)

Largest decline over 3 years

-55.65%

-43.34%

-12.31%

Max Drawdown (5Y)

Largest decline over 5 years

-76.50%

-43.34%

-33.16%

Max Drawdown (10Y)

Largest decline over 10 years

-86.35%

-44.86%

-41.49%

Current Drawdown

Current decline from peak

-23.29%

-43.34%

+20.05%

Average Drawdown

Average peak-to-trough decline

-65.59%

-19.62%

-45.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.70%

19.23%

-6.53%

Volatility

GGP.L vs. SPPP.L - Volatility Comparison

Greatland Gold plc (GGP.L) has a higher volatility of 20.24% compared to Invesco Physical Platinum (SPPP.L) at 10.41%. This indicates that GGP.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


GGP.LSPPP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.24%

10.41%

+9.83%

Volatility (6M)

Calculated over the trailing 6-month period

44.51%

39.73%

+4.78%

Volatility (1Y)

Calculated over the trailing 1-year period

64.07%

46.36%

+17.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.16%

30.57%

+34.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

90.86%

27.77%

+63.09%

Dividends

GGP.L vs. SPPP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


GGP.L and SPPP.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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