PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PLTM vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PLTM and VOOG is 0.24, 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.


-0.50.00.51.00.2

Performance

PLTM vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Platinum Trust (PLTM) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
-9.80%
188.27%
PLTM
VOOG

Key characteristics

Sharpe Ratio

PLTM:

-0.16

VOOG:

2.24

Sortino Ratio

PLTM:

-0.07

VOOG:

2.88

Omega Ratio

PLTM:

0.99

VOOG:

1.41

Calmar Ratio

PLTM:

-0.12

VOOG:

3.05

Martin Ratio

PLTM:

-0.40

VOOG:

12.09

Ulcer Index

PLTM:

9.97%

VOOG:

3.24%

Daily Std Dev

PLTM:

24.14%

VOOG:

17.50%

Max Drawdown

PLTM:

-42.32%

VOOG:

-32.73%

Current Drawdown

PLTM:

-28.92%

VOOG:

-2.43%

Returns By Period

In the year-to-date period, PLTM achieves a -7.05% return, which is significantly lower than VOOG's 37.61% return.


PLTM

YTD

-7.05%

1M

-3.50%

6M

-6.95%

1Y

-4.53%

5Y*

-0.12%

10Y*

N/A

VOOG

YTD

37.61%

1M

3.33%

6M

11.61%

1Y

37.72%

5Y*

17.40%

10Y*

15.20%

Compare stocks, funds, or ETFs

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


PLTM vs. VOOG - Expense Ratio Comparison

PLTM has a 0.50% expense ratio, which is higher than VOOG's 0.10% 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 VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

PLTM vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Platinum Trust (PLTM) and Vanguard S&P 500 Growth ETF (VOOG). 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 market0.002.004.00-0.162.24
The chart of Sortino ratio for PLTM, currently valued at -0.07, compared to the broader market-2.000.002.004.006.008.0010.00-0.072.88
The chart of Omega ratio for PLTM, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.991.41
The chart of Calmar ratio for PLTM, currently valued at -0.12, compared to the broader market0.005.0010.0015.00-0.123.05
The chart of Martin ratio for PLTM, currently valued at -0.40, compared to the broader market0.0020.0040.0060.0080.00100.00-0.4012.09
PLTM
VOOG

The current PLTM Sharpe Ratio is -0.16, which is lower than the VOOG Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of PLTM and VOOG, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.16
2.24
PLTM
VOOG

Dividends

PLTM vs. VOOG - Dividend Comparison

PLTM has not paid dividends to shareholders, while VOOG's dividend yield for the trailing twelve months is around 0.34%.


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%
VOOG
Vanguard S&P 500 Growth ETF
0.34%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

Drawdowns

PLTM vs. VOOG - Drawdown Comparison

The maximum PLTM drawdown since its inception was -42.32%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for PLTM and VOOG. 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%
-2.43%
PLTM
VOOG

Volatility

PLTM vs. VOOG - Volatility Comparison

GraniteShares Platinum Trust (PLTM) has a higher volatility of 5.14% compared to Vanguard S&P 500 Growth ETF (VOOG) at 4.77%. This indicates that PLTM's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.14%
4.77%
PLTM
VOOG
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab