PAF.L vs. EPOL
Compare and contrast key facts about Pan African Resources plc (PAF.L) and iShares MSCI Poland ETF (EPOL).
EPOL is a passively managed fund by iShares that tracks the performance of the MSCI Poland Investable Market Index. It was launched on May 25, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PAF.L or EPOL.
Key characteristics
PAF.L | EPOL | |
---|---|---|
YTD Return | 97.81% | 7.33% |
1Y Return | 118.19% | 41.85% |
3Y Return (Ann) | 33.27% | 5.06% |
5Y Return (Ann) | 28.16% | 5.62% |
10Y Return (Ann) | 12.51% | 0.40% |
Sharpe Ratio | 2.82 | 1.57 |
Daily Std Dev | 41.81% | 25.90% |
Max Drawdown | -80.77% | -63.72% |
Current Drawdown | 0.00% | -13.84% |
Correlation
The correlation between PAF.L and EPOL 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
PAF.L vs. EPOL - Performance Comparison
In the year-to-date period, PAF.L achieves a 97.81% return, which is significantly higher than EPOL's 7.33% return. Over the past 10 years, PAF.L has outperformed EPOL with an annualized return of 12.51%, while EPOL has yielded a comparatively lower 0.40% 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
PAF.L vs. EPOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pan African Resources plc (PAF.L) and iShares MSCI Poland ETF (EPOL). 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
PAF.L vs. EPOL - Dividend Comparison
PAF.L's dividend yield for the trailing twelve months is around 2.25%, less than EPOL's 4.54% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Pan African Resources plc | 2.25% | 4.45% | 5.44% | 5.51% | 2.75% | 1.00% | 0.00% | 3.37% | 567.74% | 694.53% | 744.83% | 592.59% |
iShares MSCI Poland ETF | 4.54% | 2.87% | 2.65% | 1.33% | 1.44% | 2.51% | 1.44% | 1.88% | 2.14% | 2.53% | 3.44% | 3.28% |
Drawdowns
PAF.L vs. EPOL - Drawdown Comparison
The maximum PAF.L drawdown since its inception was -80.77%, which is greater than EPOL's maximum drawdown of -63.72%. Use the drawdown chart below to compare losses from any high point for PAF.L and EPOL. For additional features, visit the drawdowns tool.
Volatility
PAF.L vs. EPOL - Volatility Comparison
Pan African Resources plc (PAF.L) has a higher volatility of 13.03% compared to iShares MSCI Poland ETF (EPOL) at 5.92%. This indicates that PAF.L's price experiences larger fluctuations and is considered to be riskier than EPOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.