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PLG vs. PPLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLG vs. PPLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Platinum Group Metals Ltd. (PLG) and abrdn Physical Platinum Shares ETF (PPLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PLG achieves a -42.37% return, which is significantly lower than PPLT's -19.76% return. Over the past 10 years, PLG has underperformed PPLT with an annualized return of -26.75%, while PPLT has yielded a comparatively higher 4.70% annualized return.


PLG

1D
-2.86%
1M
-15.53%
YTD
-42.37%
6M
-52.11%
1Y
-8.72%
3Y*
-0.49%
5Y*
-18.10%
10Y*
-26.75%

PPLT

1D
-1.45%
1M
-14.37%
YTD
-19.76%
6M
-28.09%
1Y
27.10%
3Y*
20.79%
5Y*
7.90%
10Y*
4.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLG vs. PPLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PLG
Platinum Group Metals Ltd.
-42.37%84.37%12.28%-34.48%10.13%-65.95%174.56%13.42%-50.99%-78.74%
PPLT
abrdn Physical Platinum Shares ETF
-19.76%124.48%-8.90%-8.18%10.43%-10.75%10.78%20.85%-14.95%2.38%

Correlation

The correlation between PLG and PPLT is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Jan 8, 2010

0.40

Over the past year, PLG and PPLT have become more correlated (0.71) than their long-term average of 0.40, meaning their price movements have been converging.

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Return for Risk

PLG vs. PPLT — Risk / Return Rank

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

PLG
PLG Risk / Return Rank: 3939
Overall Rank
PLG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PLG Sortino Ratio Rank: 4242
Sortino Ratio Rank
PLG Omega Ratio Rank: 4141
Omega Ratio Rank
PLG Calmar Ratio Rank: 3838
Calmar Ratio Rank
PLG Martin Ratio Rank: 3737
Martin Ratio Rank

PPLT
PPLT Risk / Return Rank: 1818
Overall Rank
PPLT Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PPLT Sortino Ratio Rank: 1818
Sortino Ratio Rank
PPLT Omega Ratio Rank: 2020
Omega Ratio Rank
PPLT Calmar Ratio Rank: 1717
Calmar Ratio Rank
PPLT Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PLG vs. PPLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Platinum Group Metals Ltd. (PLG) and abrdn 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PLGPPLTDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.05

1.14

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.14

0.67

-0.81

Martin ratioReturn relative to average drawdown

-0.27

1.48

-1.75

PLG vs. PPLT - Sharpe Ratio Comparison

The current PLG Sharpe Ratio is -0.11, which is lower than the PPLT Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of PLG and PPLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PLG vs. PPLT - Drawdown Comparison

The maximum PLG drawdown since its inception was -99.81%, which is greater than PPLT's maximum drawdown of -70.73%. Use the drawdown chart below to compare losses from any high point for PLG and PPLT.


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Drawdown Indicators


PLGPPLTDifference

Max Drawdown

Largest peak-to-trough decline

-99.81%

-70.73%

-29.08%

Max Drawdown (1Y)

Largest decline over 1 year

-62.07%

-40.69%

-21.38%

Max Drawdown (3Y)

Largest decline over 3 years

-62.07%

-40.69%

-21.38%

Max Drawdown (5Y)

Largest decline over 5 years

-74.19%

-40.69%

-33.50%

Max Drawdown (10Y)

Largest decline over 10 years

-97.73%

-51.14%

-46.59%

Current Drawdown

Current decline from peak

-99.71%

-40.69%

-59.02%

Average Drawdown

Average peak-to-trough decline

-68.84%

-39.93%

-28.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.35%

18.34%

+14.01%

Volatility

PLG vs. PPLT - Volatility Comparison

Platinum Group Metals Ltd. (PLG) has a higher volatility of 24.75% compared to abrdn Physical Platinum Shares ETF (PPLT) at 11.41%. This indicates that PLG'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.


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Volatility by Period


PLGPPLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.75%

11.41%

+13.34%

Volatility (6M)

Calculated over the trailing 6-month period

60.53%

45.28%

+15.25%

Volatility (1Y)

Calculated over the trailing 1-year period

82.92%

50.70%

+32.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.19%

32.68%

+39.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.29%

29.18%

+51.11%

Dividends

PLG vs. PPLT - Dividend Comparison

Neither PLG nor PPLT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PLG and PPLT have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PLG has higher volatility (24.75%) compared to PPLT (11.41%). In terms of maximum drawdown, PLG dropped -99.81% vs PPLT's -70.73%.

PPLT currently has the higher Sharpe Ratio (0.54 vs -0.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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