IAC vs. PALL

In the year-to-date period, IAC achieves a 0.45% return, which is significantly lower than PALL's 2.75% return. Over the past 10 years, IAC has outperformed PALL with an annualized return of 10.99%, while PALL has yielded a comparatively lower 1.33% annualized return.

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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.

The current IAC Sharpe Ratio is -0.31, which is comparable to the PALL Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of IAC 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.

Neither IAC nor PALL has paid dividends to shareholders.

The maximum IAC drawdown since its inception was -77.26%, 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.

IAC/InterActiveCorp (IAC) has a higher volatility of 17.05% compared to Aberdeen Standard Physical Palladium Shares ETF (PALL) at 7.95%. 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.