PL=F vs. GC=F
Compare and contrast key facts about Platinum (PL=F) and Gold (GC=F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PL=F or GC=F.
Key characteristics
| PL=F | GC=F | |
|---|---|---|
| YTD Return | -0.03% | 33.45% |
| 1Y Return | 6.84% | 37.67% |
| 3Y Return (Ann) | -0.65% | 13.26% |
| 5Y Return (Ann) | 1.60% | 11.69% |
| 10Y Return (Ann) | -1.68% | 8.11% |
| Sharpe Ratio | 0.36 | 2.52 |
| Sortino Ratio | 0.69 | 3.24 |
| Omega Ratio | 1.08 | 1.46 |
| Calmar Ratio | 0.17 | 6.33 |
| Martin Ratio | 0.98 | 14.36 |
| Ulcer Index | 9.47% | 2.44% |
| Daily Std Dev | 26.36% | 13.79% |
| Max Drawdown | -68.68% | -44.36% |
| Current Drawdown | -47.06% | -1.30% |
Correlation
The correlation between PL=F and GC=F is 0.20, 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.
Performance
PL=F vs. GC=F - Performance Comparison
In the year-to-date period, PL=F achieves a -0.03% return, which is significantly lower than GC=F's 33.45% return. Over the past 10 years, PL=F has underperformed GC=F with an annualized return of -1.68%, while GC=F has yielded a comparatively higher 8.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PL=F vs. GC=F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Platinum (PL=F) and Gold (GC=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.
Drawdowns
PL=F vs. GC=F - Drawdown Comparison
The maximum PL=F drawdown since its inception was -68.68%, which is greater than GC=F's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for PL=F and GC=F. For additional features, visit the drawdowns tool.
Volatility
PL=F vs. GC=F - Volatility Comparison
Platinum (PL=F) has a higher volatility of 7.27% compared to Gold (GC=F) at 3.57%. This indicates that PL=F's price experiences larger fluctuations and is considered to be riskier than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.