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PLTM vs. SCHB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PLTM and SCHB 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

PLTM vs. SCHB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Platinum Trust (PLTM) and Schwab U.S. Broad Market ETF (SCHB). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
-9.80%
141.88%
PLTM
SCHB

Key characteristics

Sharpe Ratio

PLTM:

-0.16

SCHB:

2.11

Sortino Ratio

PLTM:

-0.07

SCHB:

2.81

Omega Ratio

PLTM:

0.99

SCHB:

1.39

Calmar Ratio

PLTM:

-0.12

SCHB:

3.17

Martin Ratio

PLTM:

-0.40

SCHB:

13.53

Ulcer Index

PLTM:

9.97%

SCHB:

2.00%

Daily Std Dev

PLTM:

24.14%

SCHB:

12.79%

Max Drawdown

PLTM:

-42.32%

SCHB:

-35.27%

Current Drawdown

PLTM:

-28.92%

SCHB:

-3.03%

Returns By Period

In the year-to-date period, PLTM achieves a -7.05% return, which is significantly lower than SCHB's 25.02% return.


PLTM

YTD

-7.05%

1M

-3.50%

6M

-6.95%

1Y

-4.53%

5Y*

-0.12%

10Y*

N/A

SCHB

YTD

25.02%

1M

0.09%

6M

10.08%

1Y

25.70%

5Y*

14.13%

10Y*

12.53%

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PLTM vs. SCHB - Expense Ratio Comparison

PLTM has a 0.50% expense ratio, which is higher than SCHB's 0.03% expense ratio.


PLTM
GraniteShares Platinum Trust
Expense ratio chart for PLTM: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for SCHB: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

PLTM vs. SCHB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Platinum Trust (PLTM) and Schwab U.S. Broad Market ETF (SCHB). 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 PLTM, currently valued at -0.16, compared to the broader market0.002.004.00-0.162.11
The chart of Sortino ratio for PLTM, currently valued at -0.07, compared to the broader market-2.000.002.004.006.008.0010.00-0.072.81
The chart of Omega ratio for PLTM, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.991.39
The chart of Calmar ratio for PLTM, currently valued at -0.12, compared to the broader market0.005.0010.0015.00-0.123.17
The chart of Martin ratio for PLTM, currently valued at -0.40, compared to the broader market0.0020.0040.0060.0080.00100.00-0.4013.53
PLTM
SCHB

The current PLTM Sharpe Ratio is -0.16, which is lower than the SCHB Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of PLTM and SCHB, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.16
2.11
PLTM
SCHB

Dividends

PLTM vs. SCHB - Dividend Comparison

PLTM has not paid dividends to shareholders, while SCHB's dividend yield for the trailing twelve months is around 1.23%.


TTM20232022202120202019201820172016201520142013
PLTM
GraniteShares Platinum Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHB
Schwab U.S. Broad Market ETF
1.23%1.40%1.61%1.21%1.63%1.80%2.13%1.65%1.86%2.00%1.72%1.63%

Drawdowns

PLTM vs. SCHB - Drawdown Comparison

The maximum PLTM drawdown since its inception was -42.32%, which is greater than SCHB's maximum drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for PLTM and SCHB. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.92%
-3.03%
PLTM
SCHB

Volatility

PLTM vs. SCHB - Volatility Comparison

GraniteShares Platinum Trust (PLTM) has a higher volatility of 5.14% compared to Schwab U.S. Broad Market ETF (SCHB) at 4.06%. This indicates that PLTM's price experiences larger fluctuations and is considered to be riskier than SCHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.14%
4.06%
PLTM
SCHB
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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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