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PLG vs. IAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PLG and IAU is 0.28, 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.


-0.50.00.51.00.3

Performance

PLG vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Platinum Group Metals Ltd. (PLG) and iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
6.96%
18.26%
PLG
IAU

Key characteristics

Sharpe Ratio

PLG:

0.49

IAU:

2.99

Sortino Ratio

PLG:

1.28

IAU:

3.77

Omega Ratio

PLG:

1.14

IAU:

1.51

Calmar Ratio

PLG:

0.40

IAU:

5.61

Martin Ratio

PLG:

1.63

IAU:

15.38

Ulcer Index

PLG:

24.38%

IAU:

2.97%

Daily Std Dev

PLG:

81.30%

IAU:

15.27%

Max Drawdown

PLG:

-99.81%

IAU:

-45.14%

Current Drawdown

PLG:

-99.69%

IAU:

0.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with PLG having a 12.50% return and IAU slightly lower at 11.98%. Over the past 10 years, PLG has underperformed IAU with an annualized return of -30.06%, while IAU has yielded a comparatively higher 9.10% annualized return.


PLG

YTD

12.50%

1M

16.13%

6M

7.46%

1Y

45.43%

5Y*

-12.17%

10Y*

-30.06%

IAU

YTD

11.98%

1M

7.13%

6M

18.26%

1Y

44.75%

5Y*

12.07%

10Y*

9.10%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PLG vs. IAU — Risk-Adjusted Performance Rank

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

PLG
The Risk-Adjusted Performance Rank of PLG is 6363
Overall Rank
The Sharpe Ratio Rank of PLG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of PLG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of PLG is 6161
Omega Ratio Rank
The Calmar Ratio Rank of PLG is 6363
Calmar Ratio Rank
The Martin Ratio Rank of PLG is 6464
Martin Ratio Rank

IAU
The Risk-Adjusted Performance Rank of IAU is 9494
Overall Rank
The Sharpe Ratio Rank of IAU is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of IAU is 9494
Sortino Ratio Rank
The Omega Ratio Rank of IAU is 9393
Omega Ratio Rank
The Calmar Ratio Rank of IAU is 9696
Calmar Ratio Rank
The Martin Ratio Rank of IAU is 9090
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.

PLG vs. IAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Platinum Group Metals Ltd. (PLG) and iShares Gold Trust (IAU). 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 PLG, currently valued at 0.49, compared to the broader market-2.000.002.000.492.99
The chart of Sortino ratio for PLG, currently valued at 1.28, compared to the broader market-4.00-2.000.002.004.006.001.283.77
The chart of Omega ratio for PLG, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.51
The chart of Calmar ratio for PLG, currently valued at 0.40, compared to the broader market0.002.004.006.000.405.61
The chart of Martin ratio for PLG, currently valued at 1.63, compared to the broader market-10.000.0010.0020.0030.001.6315.38
PLG
IAU

The current PLG Sharpe Ratio is 0.49, which is lower than the IAU Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of PLG and IAU, 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.49
2.99
PLG
IAU

Dividends

PLG vs. IAU - Dividend Comparison

Neither PLG nor IAU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PLG vs. IAU - Drawdown Comparison

The maximum PLG drawdown since its inception was -99.81%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for PLG and IAU. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-99.69%
0
PLG
IAU

Volatility

PLG vs. IAU - Volatility Comparison

Platinum Group Metals Ltd. (PLG) has a higher volatility of 18.21% compared to iShares Gold Trust (IAU) at 3.70%. This indicates that PLG's price experiences larger fluctuations and is considered to be riskier than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2025February
18.21%
3.70%
PLG
IAU
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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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