IMPUY vs. PPLT

In the year-to-date period, IMPUY achieves a 52.13% return, which is significantly higher than PPLT's 16.15% return. Over the past 10 years, IMPUY has outperformed PPLT with an annualized return of 5.57%, while PPLT has yielded a comparatively lower -1.38% annualized return.

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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.

The current IMPUY Sharpe Ratio is 0.22, which is higher than the PPLT Sharpe Ratio of -0.01. 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.

Neither IMPUY nor PPLT has paid dividends to shareholders.

The maximum IMPUY drawdown since its inception was -97.25%, 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. For additional features, visit the drawdowns tool.

Impala Platinum Holdings Limited ADR (IMPUY) has a higher volatility of 19.25% compared to Aberdeen Standard Physical Platinum Shares ETF (PPLT) at 7.37%. 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.