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PALL vs. FAAR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PALL and FAAR is 0.10, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

PALL vs. FAAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Standard Physical Palladium Shares ETF (PALL) and First Trust Alternative Absolute Return Strategy ETF (FAAR). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
61.73%
16.99%
PALL
FAAR

Key characteristics

Sharpe Ratio

PALL:

-0.26

FAAR:

-0.35

Sortino Ratio

PALL:

-0.15

FAAR:

-0.39

Omega Ratio

PALL:

0.98

FAAR:

0.95

Calmar Ratio

PALL:

-0.11

FAAR:

-0.23

Martin Ratio

PALL:

-0.53

FAAR:

-1.28

Ulcer Index

PALL:

15.92%

FAAR:

3.25%

Daily Std Dev

PALL:

32.70%

FAAR:

11.80%

Max Drawdown

PALL:

-73.63%

FAAR:

-18.03%

Current Drawdown

PALL:

-70.91%

FAAR:

-14.56%

Returns By Period

In the year-to-date period, PALL achieves a 2.75% return, which is significantly higher than FAAR's -3.92% return.


PALL

YTD

2.75%

1M

-3.30%

6M

-21.30%

1Y

-4.95%

5Y*

-14.89%

10Y*

1.33%

FAAR

YTD

-3.92%

1M

-7.04%

6M

-2.21%

1Y

-5.25%

5Y*

5.71%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


PALL vs. FAAR - Expense Ratio Comparison

PALL has a 0.60% expense ratio, which is lower than FAAR's 0.95% expense ratio.


Expense ratio chart for FAAR: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FAAR: 0.95%
Expense ratio chart for PALL: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PALL: 0.60%

Risk-Adjusted Performance

PALL vs. FAAR — Risk-Adjusted Performance Rank

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

PALL
The Risk-Adjusted Performance Rank of PALL is 1111
Overall Rank
The Sharpe Ratio Rank of PALL is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of PALL is 1010
Sortino Ratio Rank
The Omega Ratio Rank of PALL is 1111
Omega Ratio Rank
The Calmar Ratio Rank of PALL is 1212
Calmar Ratio Rank
The Martin Ratio Rank of PALL is 1111
Martin Ratio Rank

FAAR
The Risk-Adjusted Performance Rank of FAAR is 66
Overall Rank
The Sharpe Ratio Rank of FAAR is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of FAAR is 66
Sortino Ratio Rank
The Omega Ratio Rank of FAAR is 66
Omega Ratio Rank
The Calmar Ratio Rank of FAAR is 88
Calmar Ratio Rank
The Martin Ratio Rank of FAAR is 33
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.

PALL vs. FAAR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Palladium Shares ETF (PALL) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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 chart of Sharpe ratio for PALL, currently valued at -0.26, compared to the broader market-1.000.001.002.003.004.00
PALL: -0.26
FAAR: -0.35
The chart of Sortino ratio for PALL, currently valued at -0.15, compared to the broader market-2.000.002.004.006.008.00
PALL: -0.15
FAAR: -0.39
The chart of Omega ratio for PALL, currently valued at 0.98, compared to the broader market0.501.001.502.002.50
PALL: 0.98
FAAR: 0.95
The chart of Calmar ratio for PALL, currently valued at -0.11, compared to the broader market0.002.004.006.008.0010.0012.00
PALL: -0.11
FAAR: -0.23
The chart of Martin ratio for PALL, currently valued at -0.53, compared to the broader market0.0020.0040.0060.00
PALL: -0.53
FAAR: -1.28

The current PALL Sharpe Ratio is -0.26, which is comparable to the FAAR Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of PALL and FAAR, 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-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.26
-0.35
PALL
FAAR

Dividends

PALL vs. FAAR - Dividend Comparison

PALL has not paid dividends to shareholders, while FAAR's dividend yield for the trailing twelve months is around 3.42%.


TTM20242023202220212020201920182017
PALL
Aberdeen Standard Physical Palladium Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FAAR
First Trust Alternative Absolute Return Strategy ETF
3.42%3.45%3.20%5.82%6.49%3.04%1.02%0.58%2.83%

Drawdowns

PALL vs. FAAR - Drawdown Comparison

The maximum PALL drawdown since its inception was -73.63%, which is greater than FAAR's maximum drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for PALL and FAAR. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-70.91%
-14.56%
PALL
FAAR

Volatility

PALL vs. FAAR - Volatility Comparison

Aberdeen Standard Physical Palladium Shares ETF (PALL) and First Trust Alternative Absolute Return Strategy ETF (FAAR) have volatilities of 7.95% and 7.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
7.95%
7.74%
PALL
FAAR