PL=F vs. PPLT
Compare and contrast key facts about Platinum (PL=F) and Aberdeen Standard Physical Platinum Shares ETF (PPLT).
PPLT is a passively managed fund by Abrdn Plc that tracks the performance of the Platinum London PM Fix ($/ozt). It was launched on Jan 8, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PL=F or PPLT.
Key characteristics
| PL=F | PPLT | |
|---|---|---|
| YTD Return | -3.53% | -2.64% |
| 1Y Return | 12.84% | 11.64% |
| 3Y Return (Ann) | -2.75% | -3.55% |
| 5Y Return (Ann) | 1.71% | 1.20% |
| 10Y Return (Ann) | -2.11% | -2.74% |
| Sharpe Ratio | 0.15 | 0.43 |
| Sortino Ratio | 0.41 | 0.79 |
| Omega Ratio | 1.05 | 1.08 |
| Calmar Ratio | 0.07 | 0.18 |
| Martin Ratio | 0.42 | 1.19 |
| Ulcer Index | 9.52% | 8.97% |
| Daily Std Dev | 26.09% | 24.63% |
| Max Drawdown | -68.68% | -70.73% |
| Current Drawdown | -48.91% | -53.07% |
Correlation
The correlation between PL=F and PPLT is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PL=F vs. PPLT - Performance Comparison
In the year-to-date period, PL=F achieves a -3.53% return, which is significantly lower than PPLT's -2.64% return. Over the past 10 years, PL=F has outperformed PPLT with an annualized return of -2.11%, while PPLT has yielded a comparatively lower -2.74% 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. PPLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Platinum (PL=F) and Aberdeen Standard Physical Platinum Shares ETF (PPLT). 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. PPLT - Drawdown Comparison
The maximum PL=F drawdown since its inception was -68.68%, roughly equal to the maximum PPLT drawdown of -70.73%. Use the drawdown chart below to compare losses from any high point for PL=F and PPLT. For additional features, visit the drawdowns tool.
Volatility
PL=F vs. PPLT - Volatility Comparison
Platinum (PL=F) and Aberdeen Standard Physical Platinum Shares ETF (PPLT) have volatilities of 6.96% and 6.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.