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

Correlation

The correlation between PALL and IAUM is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

PALL vs. IAUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Standard Physical Palladium Shares ETF (PALL) and iShares Gold Trust Micro ETF of Benef Interest (IAUM). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-68.07%
46.15%
PALL
IAUM

Key characteristics

Sharpe Ratio

PALL:

-0.63

IAUM:

1.87

Sortino Ratio

PALL:

-0.79

IAUM:

2.48

Omega Ratio

PALL:

0.92

IAUM:

1.32

Calmar Ratio

PALL:

-0.33

IAUM:

3.44

Martin Ratio

PALL:

-1.17

IAUM:

10.03

Ulcer Index

PALL:

20.45%

IAUM:

2.77%

Daily Std Dev

PALL:

37.80%

IAUM:

14.91%

Max Drawdown

PALL:

-73.63%

IAUM:

-20.87%

Current Drawdown

PALL:

-71.89%

IAUM:

-6.98%

Returns By Period

In the year-to-date period, PALL achieves a -17.97% return, which is significantly lower than IAUM's 25.58% return.


PALL

YTD

-17.97%

1M

-10.40%

6M

1.39%

1Y

-26.79%

5Y*

-13.80%

10Y*

0.60%

IAUM

YTD

25.58%

1M

-0.69%

6M

11.32%

1Y

27.00%

5Y*

N/A

10Y*

N/A

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. IAUM - Expense Ratio Comparison

PALL has a 0.60% expense ratio, which is higher than IAUM's 0.15% expense ratio.


PALL
Aberdeen Standard Physical Palladium Shares ETF
Expense ratio chart for PALL: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for IAUM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

PALL vs. IAUM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Palladium Shares ETF (PALL) and iShares Gold Trust Micro ETF of Benef Interest (IAUM). 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 -0.63, compared to the broader market0.002.004.00-0.631.87
The chart of Sortino ratio for PALL, currently valued at -0.79, compared to the broader market-2.000.002.004.006.008.0010.00-0.792.48
The chart of Omega ratio for PALL, currently valued at 0.92, compared to the broader market0.501.001.502.002.503.000.921.32
The chart of Calmar ratio for PALL, currently valued at -0.33, compared to the broader market0.005.0010.0015.00-0.333.44
The chart of Martin ratio for PALL, currently valued at -1.17, compared to the broader market0.0020.0040.0060.0080.00100.00-1.1710.03
PALL
IAUM

The current PALL Sharpe Ratio is -0.63, which is lower than the IAUM Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of PALL and IAUM, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.63
1.87
PALL
IAUM

Dividends

PALL vs. IAUM - Dividend Comparison

Neither PALL nor IAUM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PALL vs. IAUM - Drawdown Comparison

The maximum PALL drawdown since its inception was -73.63%, which is greater than IAUM's maximum drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for PALL and IAUM. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-71.89%
-6.98%
PALL
IAUM

Volatility

PALL vs. IAUM - Volatility Comparison

Aberdeen Standard Physical Palladium Shares ETF (PALL) has a higher volatility of 7.39% compared to iShares Gold Trust Micro ETF of Benef Interest (IAUM) at 5.21%. This indicates that PALL's price experiences larger fluctuations and is considered to be riskier than IAUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
7.39%
5.21%
PALL
IAUM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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