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IMPUY vs. PPLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IMPUY vs. PPLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Impala Platinum Holdings Limited ADR (IMPUY) and Aberdeen Standard Physical Platinum Shares ETF (PPLT). The values are adjusted to include any dividend payments, if applicable.

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IMPUY vs. PPLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMPUY
Impala Platinum Holdings Limited ADR
-4.36%236.44%-4.39%-58.79%-4.08%10.90%42.27%307.97%-3.09%-17.99%
PPLT
Aberdeen Standard Physical Platinum Shares ETF
-4.40%124.48%-8.90%-8.18%10.43%-10.75%10.78%20.85%-14.95%2.38%

Returns By Period

The year-to-date returns for both stocks are quite close, with IMPUY having a -4.36% return and PPLT slightly lower at -4.40%. Over the past 10 years, IMPUY has outperformed PPLT with an annualized return of 20.16%, while PPLT has yielded a comparatively lower 6.81% annualized return.


IMPUY

1D
8.96%
1M
-32.27%
YTD
-4.36%
6M
17.69%
1Y
119.18%
3Y*
18.78%
5Y*
-1.03%
10Y*
20.16%

PPLT

1D
3.49%
1M
-17.00%
YTD
-4.40%
6M
24.74%
1Y
95.06%
3Y*
24.69%
5Y*
9.44%
10Y*
6.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IMPUY vs. PPLT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IMPUY
IMPUY Risk / Return Rank: 8383
Overall Rank
IMPUY Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IMPUY Sortino Ratio Rank: 8080
Sortino Ratio Rank
IMPUY Omega Ratio Rank: 7979
Omega Ratio Rank
IMPUY Calmar Ratio Rank: 8585
Calmar Ratio Rank
IMPUY Martin Ratio Rank: 8686
Martin Ratio Rank

PPLT
PPLT Risk / Return Rank: 8787
Overall Rank
PPLT Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PPLT Sortino Ratio Rank: 8585
Sortino Ratio Rank
PPLT Omega Ratio Rank: 8686
Omega Ratio Rank
PPLT Calmar Ratio Rank: 9090
Calmar Ratio Rank
PPLT Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IMPUY vs. PPLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Impala Platinum Holdings Limited ADR (IMPUY) and Aberdeen Standard Physical Platinum Shares ETF (PPLT). 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.


IMPUYPPLTDifference

Sharpe ratio

Return per unit of total volatility

1.60

1.95

-0.35

Sortino ratio

Return per unit of downside risk

2.06

2.20

-0.14

Omega ratio

Gain probability vs. loss probability

1.28

1.34

-0.06

Calmar ratio

Return relative to maximum drawdown

2.82

2.85

-0.04

Martin ratio

Return relative to average drawdown

8.03

8.64

-0.60

IMPUY vs. PPLT - Sharpe Ratio Comparison

The current IMPUY Sharpe Ratio is 1.60, which is comparable to the PPLT Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of IMPUY and PPLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IMPUYPPLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

1.95

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.30

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.24

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.03

+0.41

Correlation

The correlation between IMPUY and PPLT is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IMPUY vs. PPLT - Dividend Comparison

IMPUY's dividend yield for the trailing twelve months is around 2.28%, while PPLT has not paid dividends to shareholders.


TTM202520242023202220212020
IMPUY
Impala Platinum Holdings Limited ADR
2.28%0.60%0.00%6.42%7.65%9.50%2.18%
PPLT
Aberdeen Standard Physical Platinum Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IMPUY vs. PPLT - Drawdown Comparison

The maximum IMPUY drawdown since its inception was -82.06%, which is greater than PPLT's maximum drawdown of -70.73%. Use the drawdown chart below to compare losses from any high point for IMPUY and PPLT.


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Drawdown Indicators


IMPUYPPLTDifference

Max Drawdown

Largest peak-to-trough decline

-82.06%

-70.73%

-11.33%

Max Drawdown (1Y)

Largest decline over 1 year

-44.16%

-34.41%

-9.75%

Max Drawdown (5Y)

Largest decline over 5 years

-82.06%

-34.74%

-47.32%

Max Drawdown (10Y)

Largest decline over 10 years

-82.06%

-51.14%

-30.92%

Current Drawdown

Current decline from peak

-35.89%

-29.34%

-6.55%

Average Drawdown

Average peak-to-trough decline

-38.57%

-40.08%

+1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.48%

11.36%

+4.12%

Volatility

IMPUY vs. PPLT - Volatility Comparison

Impala Platinum Holdings Limited ADR (IMPUY) has a higher volatility of 29.97% compared to Aberdeen Standard Physical Platinum Shares ETF (PPLT) at 16.06%. This indicates that IMPUY's price experiences larger fluctuations and is considered to be riskier than PPLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMPUYPPLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.97%

16.06%

+13.91%

Volatility (6M)

Calculated over the trailing 6-month period

55.50%

44.64%

+10.86%

Volatility (1Y)

Calculated over the trailing 1-year period

74.99%

49.13%

+25.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.25%

32.03%

+28.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.21%

28.73%

+33.48%