PL=F vs. CL=F

In the year-to-date period, PL=F achieves a 7.56% return, which is significantly higher than CL=F's -11.38% return. Over the past 10 years, PL=F has underperformed CL=F with an annualized return of -1.70%, while CL=F has yielded a comparatively higher 0.51% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Platinum (PL=F) and Crude Oil WTI (CL=F). 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 current PL=F Sharpe Ratio is -0.10, which is higher than the CL=F Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of PL=F and CL=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum PL=F drawdown since its inception was -68.68%, smaller than the maximum CL=F drawdown of -92.04%. Use the drawdown chart below to compare losses from any high point for PL=F and CL=F. For additional features, visit the drawdowns tool.

The current volatility for Platinum (PL=F) is 6.38%, while Crude Oil WTI (CL=F) has a volatility of 10.76%. This indicates that PL=F experiences smaller price fluctuations and is considered to be less risky than CL=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.