PL=F vs. PPLT

In the year-to-date period, PL=F achieves a 8.95% return, which is significantly higher than PPLT's 7.91% return. Over the past 10 years, PL=F has outperformed PPLT with an annualized return of -1.56%, while PPLT has yielded a comparatively lower -2.29% annualized return.

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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.

The current PL=F Sharpe Ratio is 0.40, which is comparable to the PPLT Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of PL=F and PPLT, 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%, 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.

Platinum (PL=F) has a higher volatility of 8.41% compared to Aberdeen Standard Physical Platinum Shares ETF (PPLT) at 5.15%. This indicates that PL=F's price experiences larger fluctuations and is considered to be riskier than PPLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.