PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IMPUY vs. PPLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IMPUY and PPLT is 0.42, 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.


-0.50.00.51.00.4

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.

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
15.20%
3.24%
IMPUY
PPLT

Key characteristics

Sharpe Ratio

IMPUY:

0.76

PPLT:

0.32

Sortino Ratio

IMPUY:

1.41

PPLT:

0.62

Omega Ratio

IMPUY:

1.16

PPLT:

1.07

Calmar Ratio

IMPUY:

0.50

PPLT:

0.13

Martin Ratio

IMPUY:

2.43

PPLT:

0.76

Ulcer Index

IMPUY:

18.50%

PPLT:

9.99%

Daily Std Dev

IMPUY:

59.37%

PPLT:

23.81%

Max Drawdown

IMPUY:

-97.25%

PPLT:

-70.73%

Current Drawdown

IMPUY:

-82.21%

PPLT:

-52.61%

Returns By Period

In the year-to-date period, IMPUY achieves a 15.96% return, which is significantly higher than PPLT's 7.91% return. Over the past 10 years, IMPUY has outperformed PPLT with an annualized return of 0.63%, while PPLT has yielded a comparatively lower -2.29% annualized return.


IMPUY

YTD

15.96%

1M

1.11%

6M

15.22%

1Y

58.89%

5Y*

-8.14%

10Y*

0.63%

PPLT

YTD

7.91%

1M

3.61%

6M

3.25%

1Y

9.95%

5Y*

-0.53%

10Y*

-2.29%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IMPUY vs. PPLT — Risk-Adjusted Performance Rank

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

IMPUY
The Risk-Adjusted Performance Rank of IMPUY is 6868
Overall Rank
The Sharpe Ratio Rank of IMPUY is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of IMPUY is 6969
Sortino Ratio Rank
The Omega Ratio Rank of IMPUY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of IMPUY is 6767
Calmar Ratio Rank
The Martin Ratio Rank of IMPUY is 6969
Martin Ratio Rank

PPLT
The Risk-Adjusted Performance Rank of PPLT is 1313
Overall Rank
The Sharpe Ratio Rank of PPLT is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of PPLT is 1414
Sortino Ratio Rank
The Omega Ratio Rank of PPLT is 1313
Omega Ratio Rank
The Calmar Ratio Rank of PPLT is 1111
Calmar Ratio Rank
The Martin Ratio Rank of PPLT is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IMPUY vs. PPLT - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for IMPUY, currently valued at 0.76, compared to the broader market-2.000.002.000.760.32
The chart of Sortino ratio for IMPUY, currently valued at 1.41, compared to the broader market-4.00-2.000.002.004.006.001.410.62
The chart of Omega ratio for IMPUY, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.07
The chart of Calmar ratio for IMPUY, currently valued at 0.51, compared to the broader market0.002.004.006.000.510.13
The chart of Martin ratio for IMPUY, currently valued at 2.43, compared to the broader market-10.000.0010.0020.0030.002.430.76
IMPUY
PPLT

The current IMPUY Sharpe Ratio is 0.76, which is higher than the PPLT Sharpe Ratio of 0.32. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
0.76
0.32
IMPUY
PPLT

Dividends

IMPUY vs. PPLT - Dividend Comparison

Neither IMPUY nor PPLT has paid dividends to shareholders.


TTM20242023202220212020
IMPUY
Impala Platinum Holdings Limited ADR
0.00%0.00%6.44%7.65%10.92%2.29%
PPLT
Aberdeen Standard Physical Platinum Shares ETF
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 -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.


-80.00%-70.00%-60.00%-50.00%SeptemberOctoberNovemberDecember2025February
-78.72%
-52.61%
IMPUY
PPLT

Volatility

IMPUY vs. PPLT - Volatility Comparison

Impala Platinum Holdings Limited ADR (IMPUY) has a higher volatility of 14.31% compared to Aberdeen Standard Physical Platinum Shares ETF (PPLT) at 5.15%. 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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
14.31%
5.15%
IMPUY
PPLT
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab