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PPLT vs. IAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PPLT and IAU is 0.59, 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.


-0.50.00.51.00.6

Performance

PPLT vs. IAU - Performance Comparison

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

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-46.59%
122.07%
PPLT
IAU

Key characteristics

Sharpe Ratio

PPLT:

-0.16

IAU:

1.93

Sortino Ratio

PPLT:

-0.07

IAU:

2.55

Omega Ratio

PPLT:

0.99

IAU:

1.34

Calmar Ratio

PPLT:

-0.07

IAU:

3.55

Martin Ratio

PPLT:

-0.39

IAU:

10.15

Ulcer Index

PPLT:

10.07%

IAU:

2.85%

Daily Std Dev

PPLT:

24.20%

IAU:

14.97%

Max Drawdown

PPLT:

-70.73%

IAU:

-45.14%

Current Drawdown

PPLT:

-55.09%

IAU:

-5.98%

Returns By Period

In the year-to-date period, PPLT achieves a -6.85% return, which is significantly lower than IAU's 26.83% return. Over the past 10 years, PPLT has underperformed IAU with an annualized return of -3.06%, while IAU has yielded a comparatively higher 8.12% annualized return.


PPLT

YTD

-6.85%

1M

-3.32%

6M

-6.76%

1Y

-4.66%

5Y*

-0.21%

10Y*

-3.06%

IAU

YTD

26.83%

1M

-1.06%

6M

12.78%

1Y

27.97%

5Y*

11.90%

10Y*

8.12%

Compare stocks, funds, or ETFs

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


PPLT vs. IAU - Expense Ratio Comparison

PPLT has a 0.60% expense ratio, which is higher than IAU's 0.25% expense ratio.


PPLT
Aberdeen Standard Physical Platinum Shares ETF
Expense ratio chart for PPLT: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for IAU: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

PPLT vs. IAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Platinum Shares ETF (PPLT) and iShares Gold Trust (IAU). 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 market0.002.004.00-0.161.93
The chart of Sortino ratio for PPLT, currently valued at -0.07, compared to the broader market-2.000.002.004.006.008.0010.00-0.072.55
The chart of Omega ratio for PPLT, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.991.34
The chart of Calmar ratio for PPLT, currently valued at -0.07, compared to the broader market0.005.0010.0015.00-0.073.55
The chart of Martin ratio for PPLT, currently valued at -0.39, compared to the broader market0.0020.0040.0060.0080.00100.00-0.3910.15
PPLT
IAU

The current PPLT Sharpe Ratio is -0.16, which is lower than the IAU Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of PPLT and IAU, 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
1.93
PPLT
IAU

Dividends

PPLT vs. IAU - Dividend Comparison

Neither PPLT nor IAU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PPLT vs. IAU - Drawdown Comparison

The maximum PPLT drawdown since its inception was -70.73%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for PPLT and IAU. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-55.09%
-5.98%
PPLT
IAU

Volatility

PPLT vs. IAU - Volatility Comparison

Aberdeen Standard Physical Platinum Shares ETF (PPLT) and iShares Gold Trust (IAU) have volatilities of 5.21% and 5.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.21%
5.17%
PPLT
IAU
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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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