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PPL.TO vs. REMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPL.TO vs. REMX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Pembina Pipeline Corporation (PPL.TO) and VanEck Rare Earth and Strategic Metals ETF (REMX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PPL.TO is traded in CAD, while REMX is traded in USD. To make them comparable, the REMX values have been converted to CAD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with PPL.TO having a 30.78% return and REMX slightly higher at 31.81%. Both investments have delivered pretty close results over the past 10 years, with PPL.TO having a 11.55% annualized return and REMX not far behind at 11.26%.


PPL.TO

1D
-0.46%
1M
0.36%
YTD
30.78%
6M
28.18%
1Y
36.20%
3Y*
23.83%
5Y*
17.18%
10Y*
11.55%

REMX

1D
2.92%
1M
-2.49%
YTD
31.81%
6M
36.12%
1Y
152.10%
3Y*
6.73%
5Y*
7.87%
10Y*
11.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPL.TO vs. REMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPL.TO
Pembina Pipeline Corporation
30.78%3.76%22.71%5.56%26.63%36.13%-32.39%24.75%-6.28%13.75%
REMX
VanEck Rare Earth and Strategic Metals ETF
31.81%84.14%-29.51%-21.11%-26.76%79.72%60.91%-3.42%-45.40%70.24%

Correlation

The correlation between PPL.TO and REMX is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.00

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

0.14

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

0.25

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

0.27

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2010

0.28

Over the past year, the correlation between PPL.TO and REMX has dropped to 0.00 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

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Return for Risk

PPL.TO vs. REMX — Risk / Return Rank

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

PPL.TO
PPL.TO Risk / Return Rank: 8686
Overall Rank
PPL.TO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PPL.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
PPL.TO Omega Ratio Rank: 8686
Omega Ratio Rank
PPL.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
PPL.TO Martin Ratio Rank: 8383
Martin Ratio Rank

REMX
REMX Risk / Return Rank: 8787
Overall Rank
REMX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
REMX Sortino Ratio Rank: 8383
Sortino Ratio Rank
REMX Omega Ratio Rank: 7878
Omega Ratio Rank
REMX Calmar Ratio Rank: 9494
Calmar Ratio Rank
REMX Martin Ratio Rank: 8888
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.

PPL.TO vs. REMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pembina Pipeline Corporation (PPL.TO) and VanEck Rare Earth and Strategic Metals ETF (REMX). 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.


PPL.TOREMXDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.35

1.41

-0.06

Calmar ratioReturn relative to maximum drawdown

2.94

6.57

-3.63

Martin ratioReturn relative to average drawdown

6.93

17.56

-10.63

PPL.TO vs. REMX - Sharpe Ratio Comparison

The current PPL.TO Sharpe Ratio is 1.99, which is lower than the REMX Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of PPL.TO and REMX, 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

PPL.TO vs. REMX - Drawdown Comparison

The maximum PPL.TO drawdown since its inception was -68.76%, smaller than the maximum REMX drawdown of -85.86%. Use the drawdown chart below to compare losses from any high point for PPL.TO and REMX.


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Drawdown Indicators


PPL.TOREMXDifference

Max Drawdown

Largest peak-to-trough decline

-68.76%

-85.86%

+17.10%

Max Drawdown (1Y)

Largest decline over 1 year

-12.82%

-22.97%

+10.15%

Max Drawdown (3Y)

Largest decline over 3 years

-16.36%

-59.08%

+42.72%

Max Drawdown (5Y)

Largest decline over 5 years

-20.19%

-69.70%

+49.51%

Max Drawdown (10Y)

Largest decline over 10 years

-68.76%

-69.70%

+0.94%

Current Drawdown

Current decline from peak

-1.26%

-36.08%

+34.82%

Average Drawdown

Average peak-to-trough decline

-10.20%

-58.95%

+48.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.43%

8.58%

-3.15%

Volatility

PPL.TO vs. REMX - Volatility Comparison

The current volatility for Pembina Pipeline Corporation (PPL.TO) is 6.30%, while VanEck Rare Earth and Strategic Metals ETF (REMX) has a volatility of 17.69%. This indicates that PPL.TO experiences smaller price fluctuations and is considered to be less risky than REMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPL.TOREMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

17.69%

-11.39%

Volatility (6M)

Calculated over the trailing 6-month period

13.47%

37.34%

-23.87%

Volatility (1Y)

Calculated over the trailing 1-year period

18.99%

49.57%

-30.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.62%

40.98%

-22.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.89%

37.53%

-6.64%

Dividends

PPL.TO vs. REMX - Dividend Comparison

PPL.TO's dividend yield for the trailing twelve months is around 4.20%, more than REMX's 1.36% yield.


PositionTTM20252024202320222021202020192018201720162015
PPL.TO
Pembina Pipeline Corporation
4.20%5.39%5.15%5.82%5.55%6.57%8.37%4.90%5.53%4.48%4.52%5.97%
REMX
VanEck Rare Earth and Strategic Metals ETF
1.36%1.76%2.56%0.00%1.56%5.25%0.81%1.64%12.43%2.89%2.23%4.77%

Frequently Asked Questions


PPL.TO and REMX have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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