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PAF.L vs. EPOL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PAF.LEPOL
YTD Return97.81%7.33%
1Y Return118.19%41.85%
3Y Return (Ann)33.27%5.06%
5Y Return (Ann)28.16%5.62%
10Y Return (Ann)12.51%0.40%
Sharpe Ratio2.821.57
Daily Std Dev41.81%25.90%
Max Drawdown-80.77%-63.72%
Current Drawdown0.00%-13.84%

Correlation

-0.50.00.51.00.2

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.


0.00%100.00%200.00%300.00%400.00%500.00%600.00%AprilMayJuneJulyAugustSeptember
607.17%
39.65%
PAF.L
EPOL

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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.


PAF.L
Sharpe ratio
The chart of Sharpe ratio for PAF.L, currently valued at 3.50, compared to the broader market-4.00-2.000.002.003.50
Sortino ratio
The chart of Sortino ratio for PAF.L, currently valued at 3.92, compared to the broader market-6.00-4.00-2.000.002.004.003.93
Omega ratio
The chart of Omega ratio for PAF.L, currently valued at 1.48, compared to the broader market0.501.001.501.48
Calmar ratio
The chart of Calmar ratio for PAF.L, currently valued at 3.00, compared to the broader market0.001.002.003.004.005.003.00
Martin ratio
The chart of Martin ratio for PAF.L, currently valued at 31.82, compared to the broader market-10.000.0010.0020.0031.82
EPOL
Sharpe ratio
The chart of Sharpe ratio for EPOL, currently valued at 1.89, compared to the broader market-4.00-2.000.002.001.89
Sortino ratio
The chart of Sortino ratio for EPOL, currently valued at 2.64, compared to the broader market-6.00-4.00-2.000.002.004.002.64
Omega ratio
The chart of Omega ratio for EPOL, currently valued at 1.32, compared to the broader market0.501.001.501.32
Calmar ratio
The chart of Calmar ratio for EPOL, currently valued at 1.12, compared to the broader market0.001.002.003.004.005.001.12
Martin ratio
The chart of Martin ratio for EPOL, currently valued at 10.08, compared to the broader market-10.000.0010.0020.0010.08

PAF.L vs. EPOL - Sharpe Ratio Comparison

The current PAF.L Sharpe Ratio is 2.82, which is higher than the EPOL Sharpe Ratio of 1.57. The chart below compares the 12-month rolling Sharpe Ratio of PAF.L and EPOL.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AprilMayJuneJulyAugustSeptember
3.50
1.89
PAF.L
EPOL

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.


TTM20232022202120202019201820172016201520142013
PAF.L
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%
EPOL
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.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember0
-13.84%
PAF.L
EPOL

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.


4.00%6.00%8.00%10.00%12.00%14.00%AprilMayJuneJulyAugustSeptember
13.03%
5.92%
PAF.L
EPOL