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GSM vs. PALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GSM and PALL is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

GSM vs. PALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ferroglobe PLC (GSM) and Aberdeen Standard Physical Palladium Shares ETF (PALL). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
-55.89%
95.07%
GSM
PALL

Key characteristics

Sharpe Ratio

GSM:

-0.97

PALL:

-0.62

Sortino Ratio

GSM:

-1.41

PALL:

-0.78

Omega Ratio

GSM:

0.84

PALL:

0.92

Calmar Ratio

GSM:

-0.46

PALL:

-0.32

Martin Ratio

GSM:

-1.39

PALL:

-1.19

Ulcer Index

GSM:

27.37%

PALL:

19.69%

Daily Std Dev

GSM:

39.25%

PALL:

37.50%

Max Drawdown

GSM:

-98.29%

PALL:

-73.63%

Current Drawdown

GSM:

-82.02%

PALL:

-71.45%

Returns By Period

In the year-to-date period, GSM achieves a -40.06% return, which is significantly lower than PALL's -16.70% return. Over the past 10 years, GSM has underperformed PALL with an annualized return of -12.47%, while PALL has yielded a comparatively higher 0.66% annualized return.


GSM

YTD

-40.06%

1M

-13.62%

6M

-25.06%

1Y

-40.25%

5Y*

33.85%

10Y*

-12.47%

PALL

YTD

-16.70%

1M

-9.82%

6M

-3.76%

1Y

-24.78%

5Y*

-13.51%

10Y*

0.66%

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Risk-Adjusted Performance

GSM vs. PALL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ferroglobe PLC (GSM) and Aberdeen Standard Physical Palladium Shares ETF (PALL). 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 GSM, currently valued at -0.97, compared to the broader market-4.00-2.000.002.00-0.97-0.62
The chart of Sortino ratio for GSM, currently valued at -1.41, compared to the broader market-4.00-2.000.002.004.00-1.41-0.78
The chart of Omega ratio for GSM, currently valued at 0.84, compared to the broader market0.501.001.502.000.840.92
The chart of Calmar ratio for GSM, currently valued at -0.46, compared to the broader market0.002.004.006.00-0.46-0.32
The chart of Martin ratio for GSM, currently valued at -1.39, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.39-1.19
GSM
PALL

The current GSM Sharpe Ratio is -0.97, which is lower than the PALL Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of GSM and PALL, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.97
-0.62
GSM
PALL

Dividends

GSM vs. PALL - Dividend Comparison

GSM's dividend yield for the trailing twelve months is around 1.01%, while PALL has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
GSM
Ferroglobe PLC
1.01%0.00%0.00%0.00%0.00%0.00%7.55%0.00%3.69%2.98%1.74%1.47%
PALL
Aberdeen Standard Physical Palladium Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GSM vs. PALL - Drawdown Comparison

The maximum GSM drawdown since its inception was -98.29%, which is greater than PALL's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for GSM and PALL. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%JulyAugustSeptemberOctoberNovemberDecember
-82.02%
-71.45%
GSM
PALL

Volatility

GSM vs. PALL - Volatility Comparison

Ferroglobe PLC (GSM) has a higher volatility of 8.06% compared to Aberdeen Standard Physical Palladium Shares ETF (PALL) at 6.74%. This indicates that GSM's price experiences larger fluctuations and is considered to be riskier than PALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
8.06%
6.74%
GSM
PALL
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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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