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

Correlation

The correlation between PPLT and ANGPY is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

PPLT vs. ANGPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Standard Physical Platinum Shares ETF (PPLT) and Anglo American Platinum ADR (ANGPY). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-6.76%
-3.39%
PPLT
ANGPY

Key characteristics

Sharpe Ratio

PPLT:

-0.16

ANGPY:

-0.55

Sortino Ratio

PPLT:

-0.07

ANGPY:

-0.55

Omega Ratio

PPLT:

0.99

ANGPY:

0.94

Calmar Ratio

PPLT:

-0.07

ANGPY:

-0.39

Martin Ratio

PPLT:

-0.39

ANGPY:

-1.08

Ulcer Index

PPLT:

10.07%

ANGPY:

28.36%

Daily Std Dev

PPLT:

24.20%

ANGPY:

56.18%

Max Drawdown

PPLT:

-70.73%

ANGPY:

-94.16%

Current Drawdown

PPLT:

-55.09%

ANGPY:

-76.61%

Returns By Period

In the year-to-date period, PPLT achieves a -6.85% return, which is significantly higher than ANGPY's -36.32% return. Over the past 10 years, PPLT has underperformed ANGPY with an annualized return of -3.06%, while ANGPY has yielded a comparatively higher 5.60% annualized return.


PPLT

YTD

-6.85%

1M

-3.32%

6M

-6.76%

1Y

-4.66%

5Y*

-0.21%

10Y*

-3.06%

ANGPY

YTD

-36.32%

1M

-10.89%

6M

-3.40%

1Y

-33.47%

5Y*

-13.09%

10Y*

5.60%

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

PPLT vs. ANGPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Platinum Shares ETF (PPLT) and Anglo American Platinum ADR (ANGPY). 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 PPLT, currently valued at -0.16, compared to the broader market0.002.004.00-0.16-0.55
The chart of Sortino ratio for PPLT, currently valued at -0.07, compared to the broader market-2.000.002.004.006.008.0010.00-0.07-0.55
The chart of Omega ratio for PPLT, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.990.94
The chart of Calmar ratio for PPLT, currently valued at -0.07, compared to the broader market0.005.0010.0015.00-0.07-0.39
The chart of Martin ratio for PPLT, currently valued at -0.39, compared to the broader market0.0020.0040.0060.0080.00100.00-0.39-1.08
PPLT
ANGPY

The current PPLT Sharpe Ratio is -0.16, which is higher than the ANGPY Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of PPLT and ANGPY, 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 Ratio-0.60-0.40-0.200.000.200.400.60JulyAugustSeptemberOctoberNovemberDecember
-0.16
-0.55
PPLT
ANGPY

Dividends

PPLT vs. ANGPY - Dividend Comparison

PPLT has not paid dividends to shareholders, while ANGPY's dividend yield for the trailing twelve months is around 3.13%.


TTM202320222021202020192018
PPLT
Aberdeen Standard Physical Platinum Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ANGPY
Anglo American Platinum ADR
3.13%4.85%15.62%12.24%2.23%1.33%1.35%

Drawdowns

PPLT vs. ANGPY - Drawdown Comparison

The maximum PPLT drawdown since its inception was -70.73%, smaller than the maximum ANGPY drawdown of -94.16%. Use the drawdown chart below to compare losses from any high point for PPLT and ANGPY. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%-45.00%JulyAugustSeptemberOctoberNovemberDecember
-55.09%
-76.61%
PPLT
ANGPY

Volatility

PPLT vs. ANGPY - Volatility Comparison

The current volatility for Aberdeen Standard Physical Platinum Shares ETF (PPLT) is 5.21%, while Anglo American Platinum ADR (ANGPY) has a volatility of 11.31%. This indicates that PPLT experiences smaller price fluctuations and is considered to be less risky than ANGPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.21%
11.31%
PPLT
ANGPY
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