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PL=F vs. PPLT
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

PL=F vs. PPLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Platinum (PL=F) and Aberdeen Standard Physical Platinum Shares ETF (PPLT). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-2.72%
-3.29%
PL=F
PPLT

Key characteristics

Sharpe Ratio

PL=F:

0.25

PPLT:

0.13

Sortino Ratio

PL=F:

0.53

PPLT:

0.35

Omega Ratio

PL=F:

1.06

PPLT:

1.04

Calmar Ratio

PL=F:

0.12

PPLT:

0.05

Martin Ratio

PL=F:

0.68

PPLT:

0.32

Ulcer Index

PL=F:

9.44%

PPLT:

9.45%

Daily Std Dev

PL=F:

25.83%

PPLT:

24.21%

Max Drawdown

PL=F:

-68.68%

PPLT:

-70.73%

Current Drawdown

PL=F:

-50.25%

PPLT:

-54.51%

Returns By Period

In the year-to-date period, PL=F achieves a 4.13% return, which is significantly higher than PPLT's 3.59% return. Over the past 10 years, PL=F has outperformed PPLT with an annualized return of -2.85%, while PPLT has yielded a comparatively lower -3.51% annualized return.


PL=F

YTD

4.13%

1M

1.04%

6M

-4.90%

1Y

4.83%

5Y*

-1.52%

10Y*

-2.85%

PPLT

YTD

3.59%

1M

0.40%

6M

-5.89%

1Y

3.95%

5Y*

-2.24%

10Y*

-3.51%

*Annualized

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Risk-Adjusted Performance

PL=F vs. PPLT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PL=F
The Risk-Adjusted Performance Rank of PL=F is 3535
Overall Rank
The Sharpe Ratio Rank of PL=F is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of PL=F is 3535
Sortino Ratio Rank
The Omega Ratio Rank of PL=F is 3535
Omega Ratio Rank
The Calmar Ratio Rank of PL=F is 3434
Calmar Ratio Rank
The Martin Ratio Rank of PL=F is 3737
Martin Ratio Rank

PPLT
The Risk-Adjusted Performance Rank of PPLT is 1313
Overall Rank
The Sharpe Ratio Rank of PPLT is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of PPLT is 1414
Sortino Ratio Rank
The Omega Ratio Rank of PPLT is 1313
Omega Ratio Rank
The Calmar Ratio Rank of PPLT is 1212
Calmar Ratio Rank
The Martin Ratio Rank of PPLT is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for PL=F, currently valued at 0.25, compared to the broader market0.000.501.001.502.000.250.21
The chart of Sortino ratio for PL=F, currently valued at 0.53, compared to the broader market0.501.001.502.002.500.530.47
The chart of Omega ratio for PL=F, currently valued at 1.06, compared to the broader market1.101.201.301.401.061.05
The chart of Calmar ratio for PL=F, currently valued at 0.12, compared to the broader market0.001.002.003.004.000.120.09
The chart of Martin ratio for PL=F, currently valued at 0.68, compared to the broader market0.002.004.006.008.0010.000.680.50
PL=F
PPLT

The current PL=F Sharpe Ratio is 0.25, which is higher than the PPLT Sharpe Ratio of 0.13. 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.


Rolling 12-month Sharpe Ratio-0.40-0.200.000.200.400.600.80AugustSeptemberOctoberNovemberDecember2025
0.25
0.21
PL=F
PPLT

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.


-56.00%-54.00%-52.00%-50.00%-48.00%-46.00%-44.00%AugustSeptemberOctoberNovemberDecember2025
-50.25%
-54.51%
PL=F
PPLT

Volatility

PL=F vs. PPLT - Volatility Comparison

Platinum (PL=F) has a higher volatility of 8.37% compared to Aberdeen Standard Physical Platinum Shares ETF (PPLT) at 4.59%. 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.


5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
8.37%
4.59%
PL=F
PPLT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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