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PCGH.L vs. PPH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCGH.L vs. PPH - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Polar Capital Global Healthcare Trust plc (PCGH.L) and VanEck Vectors Pharmaceutical ETF (PPH). The values are adjusted to include any dividend payments, if applicable.

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PCGH.L vs. PPH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCGH.L
Polar Capital Global Healthcare Trust plc
-10.72%21.81%6.15%-0.26%9.02%27.51%2.99%19.19%-0.51%6.27%
PPH
VanEck Vectors Pharmaceutical ETF
3.93%13.30%9.94%1.61%14.84%18.91%2.39%14.85%-0.31%5.26%
Different Trading Currencies

PCGH.L is traded in GBp, while PPH is traded in USD. To make them comparable, the PPH values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PCGH.L achieves a -10.72% return, which is significantly lower than PPH's 3.93% return. Over the past 10 years, PCGH.L has outperformed PPH with an annualized return of 9.95%, while PPH has yielded a comparatively lower 8.98% annualized return.


PCGH.L

1D
2.46%
1M
-9.20%
YTD
-10.72%
6M
3.55%
1Y
12.95%
3Y*
6.43%
5Y*
9.78%
10Y*
9.95%

PPH

1D
1.31%
1M
-3.25%
YTD
3.93%
6M
14.14%
1Y
17.57%
3Y*
10.34%
5Y*
11.88%
10Y*
8.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PCGH.L vs. PPH — Risk / Return Rank

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

PCGH.L
PCGH.L Risk / Return Rank: 6161
Overall Rank
PCGH.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PCGH.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
PCGH.L Omega Ratio Rank: 5555
Omega Ratio Rank
PCGH.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
PCGH.L Martin Ratio Rank: 6666
Martin Ratio Rank

PPH
PPH Risk / Return Rank: 5656
Overall Rank
PPH Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PPH Sortino Ratio Rank: 5858
Sortino Ratio Rank
PPH Omega Ratio Rank: 5050
Omega Ratio Rank
PPH Calmar Ratio Rank: 6868
Calmar Ratio Rank
PPH Martin Ratio Rank: 4747
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.

PCGH.L vs. PPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polar Capital Global Healthcare Trust plc (PCGH.L) and VanEck Vectors Pharmaceutical ETF (PPH). 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.


PCGH.LPPHDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.91

-0.20

Sortino ratio

Return per unit of downside risk

1.12

1.37

-0.26

Omega ratio

Gain probability vs. loss probability

1.14

1.17

-0.03

Calmar ratio

Return relative to maximum drawdown

0.76

1.52

-0.76

Martin ratio

Return relative to average drawdown

3.02

3.39

-0.37

PCGH.L vs. PPH - Sharpe Ratio Comparison

The current PCGH.L Sharpe Ratio is 0.71, which is comparable to the PPH Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of PCGH.L and PPH, 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


PCGH.LPPHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.91

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.82

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.52

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.58

0.00

Correlation

The correlation between PCGH.L and PPH is 0.23, 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.


Dividends

PCGH.L vs. PPH - Dividend Comparison

PCGH.L's dividend yield for the trailing twelve months is around 0.59%, less than PPH's 2.06% yield.


TTM20252024202320222021202020192018201720162015
PCGH.L
Polar Capital Global Healthcare Trust plc
0.59%0.57%0.69%0.64%0.60%0.65%0.86%0.84%0.99%1.17%2.08%2.15%
PPH
VanEck Vectors Pharmaceutical ETF
2.06%1.78%1.98%2.09%1.55%1.62%1.66%1.77%1.97%1.92%2.43%1.93%

Drawdowns

PCGH.L vs. PPH - Drawdown Comparison

The maximum PCGH.L drawdown since its inception was -33.84%, which is greater than PPH's maximum drawdown of -24.37%. Use the drawdown chart below to compare losses from any high point for PCGH.L and PPH.


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Drawdown Indicators


PCGH.LPPHDifference

Max Drawdown

Largest peak-to-trough decline

-33.84%

-51.45%

+17.61%

Max Drawdown (1Y)

Largest decline over 1 year

-18.80%

-10.02%

-8.78%

Max Drawdown (5Y)

Largest decline over 5 years

-23.06%

-20.26%

-2.80%

Max Drawdown (10Y)

Largest decline over 10 years

-33.84%

-29.70%

-4.14%

Current Drawdown

Current decline from peak

-13.99%

-5.56%

-8.43%

Average Drawdown

Average peak-to-trough decline

-4.79%

-17.38%

+12.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.75%

3.88%

+0.87%

Volatility

PCGH.L vs. PPH - Volatility Comparison

Polar Capital Global Healthcare Trust plc (PCGH.L) has a higher volatility of 8.12% compared to VanEck Vectors Pharmaceutical ETF (PPH) at 4.98%. This indicates that PCGH.L's price experiences larger fluctuations and is considered to be riskier than PPH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCGH.LPPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

4.98%

+3.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.48%

11.95%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

18.18%

19.48%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.49%

14.56%

+0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.09%

17.42%

+0.67%