PL=F vs. GLD

In the year-to-date period, PL=F achieves a 5.99% return, which is significantly higher than GLD's 2.95% return. Over the past 10 years, PL=F has underperformed GLD with an annualized return of -2.81%, while GLD has yielded a comparatively higher 7.24% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Platinum (PL=F) and SPDR Gold Trust (GLD). 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 0.41, which is lower than the GLD Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of PL=F and GLD, 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%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for PL=F and GLD. For additional features, visit the drawdowns tool.

Platinum (PL=F) has a higher volatility of 7.94% compared to SPDR Gold Trust (GLD) at 3.00%. This indicates that PL=F's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.