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

Performance

PALL vs. IAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Standard Physical Palladium Shares ETF (PALL) and IAC/InterActiveCorp (IAC). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%JuneJulyAugustSeptemberOctoberNovember
111.93%
1,006.18%
PALL
IAC

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

YTD

-9.50%

1M

-8.01%

6M

-4.18%

1Y

-5.93%

5Y (annualized)

-11.35%

10Y (annualized)

1.78%

IAC

YTD

-10.32%

1M

-12.77%

6M

-14.85%

1Y

-2.40%

5Y (annualized)

-1.00%

10Y (annualized)

12.99%

Key characteristics


PALLIAC
Sharpe Ratio-0.12-0.08
Sortino Ratio0.120.12
Omega Ratio1.011.02
Calmar Ratio-0.06-0.04
Martin Ratio-0.24-0.27
Ulcer Index19.62%10.81%
Daily Std Dev39.82%34.48%
Max Drawdown-73.63%-76.12%
Current Drawdown-68.99%-73.18%

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Correlation

-0.50.00.51.00.2

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.


Sharpe ratio
The chart of Sharpe ratio for PALL, currently valued at -0.12, compared to the broader market0.002.004.006.00-0.12-0.08
The chart of Sortino ratio for PALL, currently valued at 0.12, compared to the broader market-2.000.002.004.006.008.0010.0012.000.120.12
The chart of Omega ratio for PALL, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.011.02
The chart of Calmar ratio for PALL, currently valued at -0.06, compared to the broader market0.005.0010.0015.00-0.06-0.04
The chart of Martin ratio for PALL, currently valued at -0.24, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.24-0.27
PALL
IAC

The current PALL Sharpe Ratio is -0.12, which is lower than the IAC Sharpe Ratio of -0.08. 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.

Rolling 12-month Sharpe Ratio-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.12
-0.08
PALL
IAC

Dividends

PALL vs. IAC - Dividend Comparison

Neither PALL nor IAC has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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%0.00%0.00%0.00%
IAC
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.


-74.00%-72.00%-70.00%-68.00%-66.00%-64.00%-62.00%JuneJulyAugustSeptemberOctoberNovember
-68.99%
-73.18%
PALL
IAC

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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
14.55%
16.99%
PALL
IAC