GSM vs. PALL
Compare and contrast key facts about Ferroglobe PLC (GSM) and Aberdeen Standard Physical Palladium Shares ETF (PALL).
PALL is a passively managed fund by Aberdeen that tracks the performance of the Palladium London PM Fix ($/ozt). It was launched on Jan 6, 2010.
Performance
GSM vs. PALL - Performance Comparison
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GSM vs. PALL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSM Ferroglobe PLC | -13.88% | 23.75% | -40.95% | 69.09% | -38.00% | 278.66% | 74.47% | -40.88% | -90.06% | 49.58% |
PALL Aberdeen Standard Physical Palladium Shares ETF | -7.38% | 74.07% | -17.38% | -38.77% | -6.28% | -23.26% | 25.27% | 53.94% | 17.23% | 55.73% |
Returns By Period
In the year-to-date period, GSM achieves a -13.88% return, which is significantly lower than PALL's -7.38% return. Over the past 10 years, GSM has underperformed PALL with an annualized return of -7.09%, while PALL has yielded a comparatively higher 9.50% annualized return.
GSM
- 1D
- -3.40%
- 1M
- -23.45%
- YTD
- -13.88%
- 6M
- -11.13%
- 1Y
- 9.38%
- 3Y*
- -6.05%
- 5Y*
- 0.99%
- 10Y*
- -7.09%
PALL
- 1D
- -0.04%
- 1M
- -16.35%
- YTD
- -7.38%
- 6M
- 17.96%
- 1Y
- 49.11%
- 3Y*
- -0.10%
- 5Y*
- -11.64%
- 10Y*
- 9.50%
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Return for Risk
GSM vs. PALL — Risk / Return Rank
GSM
PALL
GSM vs. PALL - Risk-Adjusted Trends 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.
| GSM | PALL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.17 | 1.01 | -0.84 |
Sortino ratioReturn per unit of downside risk | 0.66 | 1.49 | -0.82 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.21 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.27 | 1.43 | -1.16 |
Martin ratioReturn relative to average drawdown | 0.65 | 4.26 | -3.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSM | PALL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 1.01 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | -0.28 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | 0.25 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 0.20 | -0.24 |
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.
Dividends
GSM vs. PALL - Dividend Comparison
GSM's dividend yield for the trailing twelve months is around 1.43%, while PALL has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSM Ferroglobe PLC | 1.43% | 1.21% | 1.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 7.55% | 0.00% | 2.95% | 2.98% |
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 -98.30%, 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.
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Drawdown Indicators
| GSM | PALL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.30% | -73.63% | -24.67% |
Max Drawdown (1Y)Largest decline over 1 year | -33.09% | -34.17% | +1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -67.30% | -73.63% | +6.33% |
Max Drawdown (10Y)Largest decline over 10 years | -97.84% | -73.63% | -24.21% |
Current DrawdownCurrent decline from peak | -81.15% | -54.36% | -26.79% |
Average DrawdownAverage peak-to-trough decline | -54.68% | -26.51% | -28.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.54% | 11.43% | +2.11% |
Volatility
GSM vs. PALL - Volatility Comparison
Ferroglobe PLC (GSM) has a higher volatility of 17.54% compared to Aberdeen Standard Physical Palladium Shares ETF (PALL) at 14.31%. 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.
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Volatility by Period
| GSM | PALL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.54% | 14.31% | +3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 41.51% | 43.90% | -2.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.78% | 48.71% | +6.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.95% | 42.05% | +15.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.45% | 37.71% | +36.74% |