PALL vs. IAC
Compare and contrast key facts about Aberdeen Standard Physical Palladium Shares ETF (PALL) and IAC/InterActiveCorp (IAC).
PALL is a passively managed fund by Abrdn Plc that tracks the performance of the Palladium London PM Fix ($/ozt). It was launched on Jan 6, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PALL or IAC.
Performance
PALL vs. IAC - Performance Comparison
Returns By Period
In the year-to-date period, PALL achieves a -9.50% return, which is significantly higher than IAC's -10.32% return. Over the past 10 years, PALL has underperformed IAC with an annualized return of 1.78%, while IAC has yielded a comparatively higher 12.99% annualized return.
PALL
-9.50%
-8.01%
-4.18%
-5.93%
-11.35%
1.78%
IAC
-10.32%
-12.77%
-14.85%
-2.40%
-1.00%
12.99%
Key characteristics
PALL | IAC | |
---|---|---|
Sharpe Ratio | -0.12 | -0.08 |
Sortino Ratio | 0.12 | 0.12 |
Omega Ratio | 1.01 | 1.02 |
Calmar Ratio | -0.06 | -0.04 |
Martin Ratio | -0.24 | -0.27 |
Ulcer Index | 19.62% | 10.81% |
Daily Std Dev | 39.82% | 34.48% |
Max Drawdown | -73.63% | -76.12% |
Current Drawdown | -68.99% | -73.18% |
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Correlation
The correlation between PALL and IAC 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.
Risk-Adjusted Performance
PALL vs. IAC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Palladium Shares ETF (PALL) and IAC/InterActiveCorp (IAC). 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
PALL vs. IAC - Dividend Comparison
Neither PALL nor IAC has paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Aberdeen Standard Physical Palladium Shares 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% |
IAC/InterActiveCorp | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.26% | 1.91% | 1.40% |
Drawdowns
PALL vs. IAC - Drawdown Comparison
The maximum PALL drawdown since its inception was -73.63%, roughly equal to the maximum IAC drawdown of -76.12%. Use the drawdown chart below to compare losses from any high point for PALL and IAC. For additional features, visit the drawdowns tool.
Volatility
PALL vs. IAC - Volatility Comparison
The current volatility for Aberdeen Standard Physical Palladium Shares ETF (PALL) is 14.55%, while IAC/InterActiveCorp (IAC) has a volatility of 16.99%. This indicates that PALL experiences smaller price fluctuations and is considered to be less risky than IAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.