PPTA vs. ISVL
PPTA (Perpetua Resources Corp) is a stock, while ISVL (iShares International Developed Small Cap Value Factor ETF) is Small Cap Value Equities fund tracking the FTSE Developed ex US ex Korea Small Cap Focused Value Index. Over the past 5 years, PPTA returned 22.85%/yr vs 10.55%/yr for ISVL. At a 0.39 correlation, their price movements are largely independent.
Performance
PPTA vs. ISVL - Performance Comparison
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Returns By Period
In the year-to-date period, PPTA achieves a -0.50% return, which is significantly lower than ISVL's 10.51% return.
PPTA
- 1D
- 2.77%
- 1M
- -24.17%
- YTD
- -0.50%
- 6M
- -16.47%
- 1Y
- 83.61%
- 3Y*
- 77.19%
- 5Y*
- 22.85%
- 10Y*
- —
ISVL
- 1D
- 0.50%
- 1M
- 1.31%
- YTD
- 10.51%
- 6M
- 13.02%
- 1Y
- 28.56%
- 3Y*
- 21.36%
- 5Y*
- 10.55%
- 10Y*
- —
PPTA vs. ISVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PPTA Perpetua Resources Corp | -0.50% | 126.90% | 236.59% | 8.56% | -38.53% | -27.48% |
ISVL iShares International Developed Small Cap Value Factor ETF | 10.51% | 42.84% | 4.58% | 17.56% | -13.69% | 8.32% |
Correlation
The correlation between PPTA and ISVL is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2021 | 0.39 |
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Return for Risk
PPTA vs. ISVL — Risk / Return Rank
PPTA
ISVL
PPTA vs. ISVL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Perpetua Resources Corp (PPTA) and iShares International Developed Small Cap Value Factor ETF (ISVL). 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.
| PPTA | ISVL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.35 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.97 | 2.30 | -0.33 |
| Martin ratioReturn relative to average drawdown | 5.23 | 8.97 | -3.74 |
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Drawdowns
PPTA vs. ISVL - Drawdown Comparison
The maximum PPTA drawdown since its inception was -81.78%, which is greater than ISVL's maximum drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for PPTA and ISVL.
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Drawdown Indicators
| PPTA | ISVL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.78% | -30.48% | -51.30% |
Max Drawdown (1Y)Largest decline over 1 year | -42.61% | -12.48% | -30.13% |
Max Drawdown (3Y)Largest decline over 3 years | -42.61% | -12.93% | -29.68% |
Max Drawdown (5Y)Largest decline over 5 years | -81.78% | -30.48% | -51.30% |
Current DrawdownCurrent decline from peak | -35.28% | -0.30% | -34.98% |
Average DrawdownAverage peak-to-trough decline | -38.70% | -6.63% | -32.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.04% | 3.20% | +12.84% |
Volatility
PPTA vs. ISVL - Volatility Comparison
Perpetua Resources Corp (PPTA) has a higher volatility of 25.93% compared to iShares International Developed Small Cap Value Factor ETF (ISVL) at 4.96%. This indicates that PPTA's price experiences larger fluctuations and is considered to be riskier than ISVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PPTA | ISVL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.93% | 4.96% | +20.97% |
Volatility (6M)Calculated over the trailing 6-month period | 56.52% | 12.44% | +44.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 75.66% | 14.80% | +60.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.00% | 16.95% | +55.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.22% | 16.79% | +55.43% |
Dividends
PPTA vs. ISVL - Dividend Comparison
PPTA has not paid dividends to shareholders, while ISVL's dividend yield for the trailing twelve months is around 2.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
ISVL iShares International Developed Small Cap Value Factor ETF | 2.43% | 2.69% | 3.92% | 3.82% | 3.37% | 2.82% |
PPTA Perpetua Resources Corp | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PPTA and ISVL have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PPTA has higher volatility (25.93%) compared to ISVL (4.96%). In terms of maximum drawdown, PPTA dropped -81.78% vs ISVL's -30.48%.
ISVL currently has the higher Sharpe Ratio (1.94 vs 1.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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