IAC vs. PALL
Compare and contrast key facts about IAC/InterActiveCorp (IAC) and Aberdeen Standard Physical Palladium Shares ETF (PALL).
PALL is a passively managed fund by Abrdn Plc that tracks the performance of the Palladium London PM Fix ($/ozt). It was launched on Jan 6, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IAC or PALL.
Key characteristics
| IAC | PALL | |
|---|---|---|
| YTD Return | -10.31% | -14.21% |
| 1Y Return | -4.15% | -9.07% |
| 3Y Return (Ann) | -29.52% | -24.54% |
| 5Y Return (Ann) | -0.56% | -11.58% |
| 10Y Return (Ann) | 13.02% | 1.53% |
| Sharpe Ratio | -0.06 | -0.20 |
| Sortino Ratio | 0.15 | -0.02 |
| Omega Ratio | 1.02 | 1.00 |
| Calmar Ratio | -0.03 | -0.11 |
| Martin Ratio | -0.20 | -0.41 |
| Ulcer Index | 10.69% | 19.53% |
| Daily Std Dev | 34.50% | 39.51% |
| Max Drawdown | -76.12% | -73.63% |
| Current Drawdown | -73.18% | -70.60% |
Correlation
The correlation between IAC and PALL is 0.19, 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.
Performance
IAC vs. PALL - Performance Comparison
In the year-to-date period, IAC achieves a -10.31% return, which is significantly higher than PALL's -14.21% return. Over the past 10 years, IAC has outperformed PALL with an annualized return of 13.02%, while PALL has yielded a comparatively lower 1.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IAC vs. PALL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for IAC/InterActiveCorp (IAC) 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.
Dividends
IAC vs. PALL - Dividend Comparison
Neither IAC nor PALL has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAC IAC/InterActiveCorp | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.26% | 1.91% | 1.40% |
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
IAC vs. PALL - Drawdown Comparison
The maximum IAC drawdown since its inception was -76.12%, roughly equal to the maximum PALL drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for IAC and PALL. For additional features, visit the drawdowns tool.
Volatility
IAC vs. PALL - Volatility Comparison
IAC/InterActiveCorp (IAC) has a higher volatility of 17.05% compared to Aberdeen Standard Physical Palladium Shares ETF (PALL) at 14.43%. This indicates that IAC'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.