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

Correlation

The correlation between PALL and IAC is 0.30, 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: 0.3

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%NovemberDecember2025FebruaryMarchApril
98.80%
929.15%
PALL
IAC

Key characteristics

Sharpe Ratio

PALL:

-0.26

IAC:

-0.31

Sortino Ratio

PALL:

-0.15

IAC:

-0.19

Omega Ratio

PALL:

0.98

IAC:

0.98

Calmar Ratio

PALL:

-0.11

IAC:

-0.15

Martin Ratio

PALL:

-0.53

IAC:

-0.67

Ulcer Index

PALL:

15.92%

IAC:

17.82%

Daily Std Dev

PALL:

32.70%

IAC:

38.81%

Max Drawdown

PALL:

-73.63%

IAC:

-77.26%

Current Drawdown

PALL:

-70.91%

IAC:

-75.26%

Returns By Period

In the year-to-date period, PALL achieves a 2.75% return, which is significantly higher than IAC's 0.45% return. Over the past 10 years, PALL has underperformed IAC with an annualized return of 1.33%, while IAC has yielded a comparatively higher 10.99% annualized return.


PALL

YTD

2.75%

1M

-3.30%

6M

-21.30%

1Y

-4.95%

5Y*

-14.89%

10Y*

1.33%

IAC

YTD

0.45%

1M

-11.51%

6M

-15.28%

1Y

-9.91%

5Y*

-2.32%

10Y*

10.99%

*Annualized

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Risk-Adjusted Performance

PALL vs. IAC — 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

IAC
The Risk-Adjusted Performance Rank of IAC is 3636
Overall Rank
The Sharpe Ratio Rank of IAC is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of IAC is 3232
Sortino Ratio Rank
The Omega Ratio Rank of IAC is 3232
Omega Ratio Rank
The Calmar Ratio Rank of IAC is 4343
Calmar Ratio Rank
The Martin Ratio Rank of IAC is 3838
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. 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.


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
IAC: -0.31
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
IAC: -0.19
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
IAC: 0.98
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
IAC: -0.15
The chart of Martin ratio for PALL, currently valued at -0.53, compared to the broader market0.0020.0040.0060.00
PALL: -0.53
IAC: -0.67

The current PALL Sharpe Ratio is -0.26, which is comparable to the IAC Sharpe Ratio of -0.31. 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-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.26
-0.31
PALL
IAC

Dividends

PALL vs. IAC - Dividend Comparison

Neither PALL nor IAC has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
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%0.00%2.26%1.91%

Drawdowns

PALL vs. IAC - Drawdown Comparison

The maximum PALL drawdown since its inception was -73.63%, roughly equal to the maximum IAC drawdown of -77.26%. Use the drawdown chart below to compare losses from any high point for PALL and IAC. For additional features, visit the drawdowns tool.


-75.00%-70.00%-65.00%NovemberDecember2025FebruaryMarchApril
-70.91%
-75.26%
PALL
IAC

Volatility

PALL vs. IAC - Volatility Comparison

The current volatility for Aberdeen Standard Physical Palladium Shares ETF (PALL) is 7.95%, while IAC/InterActiveCorp (IAC) has a volatility of 17.05%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
7.95%
17.05%
PALL
IAC