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PPLT vs. SLVO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PPLT vs. SLVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Standard Physical Platinum Shares ETF (PPLT) and Credit Suisse X-Links Silver Shares Covered Call ETN (SLVO). The values are adjusted to include any dividend payments, if applicable.

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PPLT vs. SLVO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, PPLT achieves a -4.40% return, which is significantly lower than SLVO's 6.93% return.


PPLT

1D
3.49%
1M
-17.00%
YTD
-4.40%
6M
24.74%
1Y
95.06%
3Y*
24.69%
5Y*
9.44%
10Y*
6.81%

SLVO

1D
6.33%
1M
-7.38%
YTD
6.93%
6M
24.18%
1Y
56.38%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PPLT vs. SLVO - Expense Ratio Comparison

PPLT has a 0.60% expense ratio, which is lower than SLVO's 0.65% expense ratio.


Return for Risk

PPLT vs. SLVO — Risk / Return Rank

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

PPLT
PPLT Risk / Return Rank: 8787
Overall Rank
PPLT Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PPLT Sortino Ratio Rank: 8585
Sortino Ratio Rank
PPLT Omega Ratio Rank: 8686
Omega Ratio Rank
PPLT Calmar Ratio Rank: 9090
Calmar Ratio Rank
PPLT Martin Ratio Rank: 8282
Martin Ratio Rank

SLVO
SLVO Risk / Return Rank: 9191
Overall Rank
SLVO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SLVO Sortino Ratio Rank: 8484
Sortino Ratio Rank
SLVO Omega Ratio Rank: 9393
Omega Ratio Rank
SLVO Calmar Ratio Rank: 9292
Calmar Ratio Rank
SLVO Martin Ratio Rank: 9494
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.

PPLT vs. SLVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Platinum Shares ETF (PPLT) and Credit Suisse X-Links Silver Shares Covered Call ETN (SLVO). 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.


PPLTSLVODifference

Sharpe ratio

Return per unit of total volatility

1.95

1.91

+0.03

Sortino ratio

Return per unit of downside risk

2.20

2.17

+0.03

Omega ratio

Gain probability vs. loss probability

1.34

1.42

-0.08

Calmar ratio

Return relative to maximum drawdown

2.85

3.26

-0.41

Martin ratio

Return relative to average drawdown

8.64

14.30

-5.66

PPLT vs. SLVO - Sharpe Ratio Comparison

The current PPLT Sharpe Ratio is 1.95, which is comparable to the SLVO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of PPLT and SLVO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PPLTSLVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

1.91

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

1.59

-1.57

Correlation

The correlation between PPLT and SLVO is 0.64, 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.


Dividends

PPLT vs. SLVO - Dividend Comparison

PPLT has not paid dividends to shareholders, while SLVO's dividend yield for the trailing twelve months is around 38.16%.


Drawdowns

PPLT vs. SLVO - Drawdown Comparison

The maximum PPLT drawdown since its inception was -70.73%, which is greater than SLVO's maximum drawdown of -17.23%. Use the drawdown chart below to compare losses from any high point for PPLT and SLVO.


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Drawdown Indicators


PPLTSLVODifference

Max Drawdown

Largest peak-to-trough decline

-70.73%

-17.23%

-53.50%

Max Drawdown (1Y)

Largest decline over 1 year

-34.41%

-17.23%

-17.18%

Max Drawdown (5Y)

Largest decline over 5 years

-34.74%

Max Drawdown (10Y)

Largest decline over 10 years

-51.14%

Current Drawdown

Current decline from peak

-29.34%

-8.42%

-20.92%

Average Drawdown

Average peak-to-trough decline

-40.08%

-2.99%

-37.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.36%

3.93%

+7.43%

Volatility

PPLT vs. SLVO - Volatility Comparison

Aberdeen Standard Physical Platinum Shares ETF (PPLT) has a higher volatility of 16.06% compared to Credit Suisse X-Links Silver Shares Covered Call ETN (SLVO) at 14.86%. This indicates that PPLT's price experiences larger fluctuations and is considered to be riskier than SLVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPLTSLVODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.06%

14.86%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

44.64%

27.43%

+17.21%

Volatility (1Y)

Calculated over the trailing 1-year period

49.13%

29.61%

+19.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.03%

25.44%

+6.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.73%

25.44%

+3.29%