GSM vs. PALL
GSM (Ferroglobe PLC) is a stock, while PALL (abrdn Physical Palladium Shares ETF) is Precious Metals fund tracking the Palladium London PM Fix ($/ozt). Over the past 10 years, GSM returned -9.35%/yr vs 5.38%/yr for PALL. Their 0.25 correlation means their historical movements had little consistent relationship.
Performance
GSM vs. PALL - Performance Comparison
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Returns By Period
In the year-to-date period, GSM achieves a -30.92% return, which is significantly lower than PALL's -20.11% return. Over the past 10 years, GSM has underperformed PALL with an annualized return of -9.35%, while PALL has yielded a comparatively higher 5.38% annualized return.
GSM
- 1D
- -0.93%
- 1M
- -2.75%
- 6M
- -32.52%
- YTD
- -30.92%
- 1Y
- -18.75%
- 3Y*
- -15.21%
- 5Y*
- -11.46%
- 10Y*
- -9.35%
- ALL TIME*
- -3.53%
PALL
- 1D
- -2.60%
- 1M
- 1.40%
- 6M
- -24.51%
- YTD
- -20.11%
- 1Y
- 5.49%
- 3Y*
- 0.52%
- 5Y*
- -14.08%
- 10Y*
- 5.38%
- ALL TIME*
- 6.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.85M | $5.29M | $6.02M | |
| $12.54M | $14.21M | $19.69M |
GSM vs. PALL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSM Ferroglobe PLC | -30.92% | 23.75% | -40.95% | 69.09% | -38.00% | 278.66% | 74.47% | -40.88% | -90.06% | 49.58% |
PALL abrdn Physical Palladium Shares ETF | -20.11% | 74.07% | -17.38% | -38.77% | -6.28% | -23.26% | 25.27% | 53.94% | 17.23% | 55.73% |
Correlation
The correlation between GSM and PALL is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.21 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jan 14, 2010 | 0.25 |
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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 abrdn 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.
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.
| GSM | PALL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.07 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 0.16 | -0.72 |
| Martin ratioReturn relative to average drawdown | -1.13 | 0.31 | -1.44 |
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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 | -42.91% | -43.20% | +0.29% |
Max Drawdown (3Y)Largest decline over 3 years | -53.69% | -43.20% | -10.49% |
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 | -84.88% | -60.63% | -24.25% |
Average DrawdownAverage peak-to-trough decline | -55.18% | -27.13% | -28.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.11% | 22.01% | -0.90% |
Volatility
GSM vs. PALL - Volatility Comparison
The current volatility for Ferroglobe PLC (GSM) is 10.93%, while abrdn Physical Palladium Shares ETF (PALL) has a volatility of 11.96%. This indicates that GSM experiences smaller price fluctuations and is considered to be less risky 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 | 10.93% | 11.96% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 40.22% | 35.54% | +4.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.22% | 50.62% | +4.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.67% | 42.62% | +14.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.60% | 38.19% | +36.41% |
Dividends
GSM vs. PALL - Dividend Comparison
GSM's dividend yield for the trailing twelve months is around 1.82%, while PALL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSM Ferroglobe PLC | 1.82% | 1.21% | 1.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 7.55% | 0.00% | 2.95% | 2.98% |
PALL abrdn 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% |
Frequently Asked Questions
GSM and PALL have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PALL has higher volatility (11.96%) compared to GSM (10.93%). In terms of maximum drawdown, GSM dropped -98.30% vs PALL's -73.63%.
PALL currently has the higher Sharpe Ratio (0.14 vs -0.43), 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.
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