PALL vs. IAC

In the year-to-date period, PALL achieves a 3.16% return, which is significantly higher than IAC's -0.67% return. Over the past 10 years, PALL has underperformed IAC with an annualized return of 1.62%, while IAC has yielded a comparatively higher 12.56% annualized return.

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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.

The current PALL Sharpe Ratio is -0.00, which is higher than the IAC Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of PALL and IAC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither PALL nor IAC has paid dividends to shareholders.

The maximum PALL drawdown since its inception was -73.63%, roughly equal to the maximum IAC drawdown of -76.48%. Use the drawdown chart below to compare losses from any high point for PALL and IAC. For additional features, visit the drawdowns tool.

Aberdeen Standard Physical Palladium Shares ETF (PALL) and IAC/InterActiveCorp (IAC) have volatilities of 7.10% and 7.30%, 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.