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PAF.L vs. ESP0.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PAF.LESP0.DE
YTD Return97.81%27.30%
1Y Return118.19%38.82%
3Y Return (Ann)33.27%6.69%
5Y Return (Ann)28.16%16.89%
Sharpe Ratio2.822.04
Daily Std Dev41.81%19.07%
Max Drawdown-80.77%-40.11%
Current Drawdown0.00%-1.08%

Correlation

-0.50.00.51.00.2

The correlation between PAF.L and ESP0.DE 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. ESP0.DE - Performance Comparison

In the year-to-date period, PAF.L achieves a 97.81% return, which is significantly higher than ESP0.DE's 27.30% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%AprilMayJuneJulyAugustSeptember
290.54%
134.10%
PAF.L
ESP0.DE

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Risk-Adjusted Performance

PAF.L vs. ESP0.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pan African Resources plc (PAF.L) and VanEck Video Gaming and eSports UCITS ETF (ESP0.DE). 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 3.51, compared to the broader market-4.00-2.000.002.003.51
Sortino ratio
The chart of Sortino ratio for PAF.L, currently valued at 3.93, 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 3.01, compared to the broader market0.001.002.003.004.005.003.01
Martin ratio
The chart of Martin ratio for PAF.L, currently valued at 30.96, compared to the broader market-10.000.0010.0020.0030.96
ESP0.DE
Sharpe ratio
The chart of Sharpe ratio for ESP0.DE, currently valued at 2.33, compared to the broader market-4.00-2.000.002.002.33
Sortino ratio
The chart of Sortino ratio for ESP0.DE, currently valued at 3.25, compared to the broader market-6.00-4.00-2.000.002.004.003.26
Omega ratio
The chart of Omega ratio for ESP0.DE, currently valued at 1.39, compared to the broader market0.501.001.501.39
Calmar ratio
The chart of Calmar ratio for ESP0.DE, currently valued at 1.23, compared to the broader market0.001.002.003.004.005.001.23
Martin ratio
The chart of Martin ratio for ESP0.DE, currently valued at 13.91, compared to the broader market-10.000.0010.0020.0013.91

PAF.L vs. ESP0.DE - Sharpe Ratio Comparison

The current PAF.L Sharpe Ratio is 2.82, which is higher than the ESP0.DE Sharpe Ratio of 2.04. The chart below compares the 12-month rolling Sharpe Ratio of PAF.L and ESP0.DE.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AprilMayJuneJulyAugustSeptember
3.51
2.33
PAF.L
ESP0.DE

Dividends

PAF.L vs. ESP0.DE - Dividend Comparison

PAF.L's dividend yield for the trailing twelve months is around 2.25%, while ESP0.DE has not paid dividends to shareholders.


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%
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PAF.L vs. ESP0.DE - Drawdown Comparison

The maximum PAF.L drawdown since its inception was -80.77%, which is greater than ESP0.DE's maximum drawdown of -40.11%. Use the drawdown chart below to compare losses from any high point for PAF.L and ESP0.DE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember0
-6.05%
PAF.L
ESP0.DE

Volatility

PAF.L vs. ESP0.DE - Volatility Comparison

Pan African Resources plc (PAF.L) has a higher volatility of 13.03% compared to VanEck Video Gaming and eSports UCITS ETF (ESP0.DE) at 5.59%. This indicates that PAF.L's price experiences larger fluctuations and is considered to be riskier than ESP0.DE 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%
5.59%
PAF.L
ESP0.DE