PL=F vs. VXX

In the year-to-date period, PL=F achieves a 8.80% return, which is significantly lower than VXX's 13.14% return.

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This table presents a comparison of risk-adjusted performance metrics for Platinum (PL=F) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX). 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 VXX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of PL=F and VXX, 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%, smaller than the maximum VXX drawdown of -99.08%. Use the drawdown chart below to compare losses from any high point for PL=F and VXX. For additional features, visit the drawdowns tool.

The current volatility for Platinum (PL=F) is 6.67%, while iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) has a volatility of 24.05%. This indicates that PL=F experiences smaller price fluctuations and is considered to be less risky than VXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.