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PALL vs. PPLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PALL vs. PPLT - Performance Comparison

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

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PALL vs. PPLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PALL
Aberdeen Standard Physical Palladium Shares ETF
-7.34%74.07%-17.38%-38.77%-6.28%-23.26%25.27%53.94%17.23%55.73%
PPLT
Aberdeen Standard Physical Platinum Shares ETF
-4.40%124.48%-8.90%-8.18%10.43%-10.75%10.78%20.85%-14.95%2.38%

Returns By Period

In the year-to-date period, PALL achieves a -7.34% return, which is significantly lower than PPLT's -4.40% return. Over the past 10 years, PALL has outperformed PPLT with an annualized return of 9.50%, while PPLT has yielded a comparatively lower 6.81% annualized return.


PALL

1D
5.15%
1M
-17.05%
YTD
-7.34%
6M
17.99%
1Y
48.77%
3Y*
-0.08%
5Y*
-11.63%
10Y*
9.50%

PPLT

1D
3.49%
1M
-17.00%
YTD
-4.40%
6M
24.74%
1Y
95.06%
3Y*
24.69%
5Y*
9.44%
10Y*
6.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PALL vs. PPLT - Expense Ratio Comparison

Both PALL and PPLT have an expense ratio of 0.60%.


Return for Risk

PALL vs. PPLT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PALL
PALL Risk / Return Rank: 5858
Overall Rank
PALL Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
PALL Sortino Ratio Rank: 6060
Sortino Ratio Rank
PALL Omega Ratio Rank: 6060
Omega Ratio Rank
PALL Calmar Ratio Rank: 6262
Calmar Ratio Rank
PALL Martin Ratio Rank: 5050
Martin Ratio Rank

PPLT
PPLT Risk / Return Rank: 8787
Overall Rank
PPLT Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PPLT Sortino Ratio Rank: 8585
Sortino Ratio Rank
PPLT Omega Ratio Rank: 8686
Omega Ratio Rank
PPLT Calmar Ratio Rank: 9090
Calmar Ratio Rank
PPLT Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PALL vs. PPLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Palladium Shares ETF (PALL) and Aberdeen Standard Physical Platinum Shares ETF (PPLT). 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.


PALLPPLTDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.95

-0.94

Sortino ratio

Return per unit of downside risk

1.48

2.20

-0.72

Omega ratio

Gain probability vs. loss probability

1.21

1.34

-0.12

Calmar ratio

Return relative to maximum drawdown

1.51

2.85

-1.34

Martin ratio

Return relative to average drawdown

4.55

8.64

-4.08

PALL vs. PPLT - Sharpe Ratio Comparison

The current PALL Sharpe Ratio is 1.01, which is lower than the PPLT Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of PALL and PPLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PALLPPLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.95

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

0.30

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.24

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.03

+0.18

Correlation

The correlation between PALL and PPLT is 0.59, 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.


Dividends

PALL vs. PPLT - Dividend Comparison

Neither PALL nor PPLT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PALL vs. PPLT - Drawdown Comparison

The maximum PALL drawdown since its inception was -73.63%, roughly equal to the maximum PPLT drawdown of -70.73%. Use the drawdown chart below to compare losses from any high point for PALL and PPLT.


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Drawdown Indicators


PALLPPLTDifference

Max Drawdown

Largest peak-to-trough decline

-73.63%

-70.73%

-2.90%

Max Drawdown (1Y)

Largest decline over 1 year

-34.17%

-34.41%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-73.63%

-34.74%

-38.89%

Max Drawdown (10Y)

Largest decline over 10 years

-73.63%

-51.14%

-22.49%

Current Drawdown

Current decline from peak

-54.34%

-29.34%

-25.00%

Average Drawdown

Average peak-to-trough decline

-26.51%

-40.08%

+13.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.31%

11.36%

-0.05%

Volatility

PALL vs. PPLT - Volatility Comparison

Aberdeen Standard Physical Palladium Shares ETF (PALL) and Aberdeen Standard Physical Platinum Shares ETF (PPLT) have volatilities of 15.73% and 16.06%, 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.


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Volatility by Period


PALLPPLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.73%

16.06%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

43.92%

44.64%

-0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

48.74%

49.13%

-0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.07%

32.03%

+10.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.71%

28.73%

+8.98%