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

Correlation

The correlation between PL=F and SI=F is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

PL=F vs. SI=F - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PL=F:

0.04

SI=F:

0.45

Sortino Ratio

PL=F:

0.25

SI=F:

0.42

Omega Ratio

PL=F:

1.03

SI=F:

1.05

Calmar Ratio

PL=F:

0.02

SI=F:

0.11

Martin Ratio

PL=F:

0.10

SI=F:

0.56

Ulcer Index

PL=F:

10.51%

SI=F:

8.82%

Daily Std Dev

PL=F:

27.04%

SI=F:

32.45%

Max Drawdown

PL=F:

-68.68%

SI=F:

-91.54%

Current Drawdown

PL=F:

-47.44%

SI=F:

-32.53%

Returns By Period

In the year-to-date period, PL=F achieves a 10.01% return, which is significantly lower than SI=F's 12.13% return. Over the past 10 years, PL=F has underperformed SI=F with an annualized return of -1.48%, while SI=F has yielded a comparatively higher 6.32% annualized return.


PL=F

YTD

10.01%

1M

6.03%

6M

2.36%

1Y

-0.56%

5Y*

5.21%

10Y*

-1.48%

SI=F

YTD

12.13%

1M

2.76%

6M

3.74%

1Y

15.03%

5Y*

15.31%

10Y*

6.32%

*Annualized

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Risk-Adjusted Performance

PL=F vs. SI=F — 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 5858
Overall Rank
The Sharpe Ratio Rank of PL=F is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of PL=F is 6060
Sortino Ratio Rank
The Omega Ratio Rank of PL=F is 5959
Omega Ratio Rank
The Calmar Ratio Rank of PL=F is 6060
Calmar Ratio Rank
The Martin Ratio Rank of PL=F is 6060
Martin Ratio Rank

SI=F
The Risk-Adjusted Performance Rank of SI=F is 6161
Overall Rank
The Sharpe Ratio Rank of SI=F is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SI=F is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SI=F is 5858
Omega Ratio Rank
The Calmar Ratio Rank of SI=F is 5454
Calmar Ratio Rank
The Martin Ratio Rank of SI=F is 5858
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. SI=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Platinum (PL=F) and Silver (SI=F). 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 0.04, which is lower than the SI=F Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of PL=F and SI=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Drawdowns

PL=F vs. SI=F - Drawdown Comparison

The maximum PL=F drawdown since its inception was -68.68%, smaller than the maximum SI=F drawdown of -91.54%. Use the drawdown chart below to compare losses from any high point for PL=F and SI=F. For additional features, visit the drawdowns tool.


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Volatility

PL=F vs. SI=F - Volatility Comparison

The current volatility for Platinum (PL=F) is 6.08%, while Silver (SI=F) has a volatility of 7.06%. This indicates that PL=F experiences smaller price fluctuations and is considered to be less risky than SI=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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