PL=F vs. GLD

In the year-to-date period, PL=F achieves a 8.76% return, which is significantly lower than GLD's 23.15% return. Over the past 10 years, PL=F has underperformed GLD with an annualized return of -1.65%, while GLD has yielded a comparatively higher 9.79% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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 -0.07, which is lower than the GLD Sharpe Ratio of 2.07. 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.

The current volatility for Platinum (PL=F) is 6.67%, while SPDR Gold Trust (GLD) has a volatility of 8.82%. This indicates that PL=F experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.