PortfoliosLab logoPortfoliosLab logo
SGDM vs. SPPP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SGDM vs. SPPP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Gold Miners ETF (SGDM) and Sprott Physical Platinum and Palladium Trust (SPPP). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SGDM vs. SPPP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGDM
Sprott Gold Miners ETF
8.42%153.46%12.14%2.34%-8.23%-9.15%21.85%44.27%-15.14%10.46%
SPPP
Sprott Physical Platinum and Palladium Trust
-7.78%89.43%-11.89%-25.86%-2.37%-21.77%23.84%46.00%5.53%35.36%

Returns By Period

In the year-to-date period, SGDM achieves a 8.42% return, which is significantly higher than SPPP's -7.78% return. Over the past 10 years, SGDM has outperformed SPPP with an annualized return of 15.92%, while SPPP has yielded a comparatively lower 9.27% annualized return.


SGDM

1D
6.91%
1M
-20.65%
YTD
8.42%
6M
23.04%
1Y
101.07%
3Y*
40.36%
5Y*
23.53%
10Y*
15.92%

SPPP

1D
4.93%
1M
-18.00%
YTD
-7.78%
6M
14.36%
1Y
56.24%
3Y*
8.35%
5Y*
-4.20%
10Y*
9.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


SGDM vs. SPPP - Expense Ratio Comparison

SGDM has a 0.50% expense ratio, which is lower than SPPP's 1.02% expense ratio.


Return for Risk

SGDM vs. SPPP — Risk / Return Rank

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

SGDM
SGDM Risk / Return Rank: 9292
Overall Rank
SGDM Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SGDM Sortino Ratio Rank: 8989
Sortino Ratio Rank
SGDM Omega Ratio Rank: 9090
Omega Ratio Rank
SGDM Calmar Ratio Rank: 9393
Calmar Ratio Rank
SGDM Martin Ratio Rank: 9292
Martin Ratio Rank

SPPP
SPPP Risk / Return Rank: 6363
Overall Rank
SPPP Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SPPP Sortino Ratio Rank: 6464
Sortino Ratio Rank
SPPP Omega Ratio Rank: 6767
Omega Ratio Rank
SPPP Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPPP Martin Ratio Rank: 5252
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.

SGDM vs. SPPP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Gold Miners ETF (SGDM) and Sprott Physical Platinum and Palladium Trust (SPPP). 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.


SGDMSPPPDifference

Sharpe ratio

Return per unit of total volatility

2.23

1.14

+1.09

Sortino ratio

Return per unit of downside risk

2.43

1.56

+0.87

Omega ratio

Gain probability vs. loss probability

1.37

1.24

+0.13

Calmar ratio

Return relative to maximum drawdown

3.42

1.58

+1.84

Martin ratio

Return relative to average drawdown

12.43

4.81

+7.62

SGDM vs. SPPP - Sharpe Ratio Comparison

The current SGDM Sharpe Ratio is 2.23, which is higher than the SPPP Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of SGDM and SPPP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SGDMSPPPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

1.14

+1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

-0.12

+0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.28

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.11

+0.17

Correlation

The correlation between SGDM and SPPP is 0.44, 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

SGDM vs. SPPP - Dividend Comparison

SGDM's dividend yield for the trailing twelve months is around 0.96%, while SPPP has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SGDM
Sprott Gold Miners ETF
0.96%1.04%1.04%1.39%1.42%1.33%0.30%0.25%0.50%0.58%0.02%1.47%
SPPP
Sprott Physical Platinum and Palladium Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SGDM vs. SPPP - Drawdown Comparison

The maximum SGDM drawdown since its inception was -54.95%, smaller than the maximum SPPP drawdown of -59.09%. Use the drawdown chart below to compare losses from any high point for SGDM and SPPP.


Loading graphics...

Drawdown Indicators


SGDMSPPPDifference

Max Drawdown

Largest peak-to-trough decline

-54.95%

-59.09%

+4.14%

Max Drawdown (1Y)

Largest decline over 1 year

-30.04%

-37.42%

+7.38%

Max Drawdown (5Y)

Largest decline over 5 years

-45.06%

-59.09%

+14.03%

Max Drawdown (10Y)

Largest decline over 10 years

-49.69%

-59.09%

+9.40%

Current Drawdown

Current decline from peak

-20.81%

-31.22%

+10.41%

Average Drawdown

Average peak-to-trough decline

-25.53%

-26.42%

+0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.26%

12.30%

-4.04%

Volatility

SGDM vs. SPPP - Volatility Comparison

Sprott Gold Miners ETF (SGDM) and Sprott Physical Platinum and Palladium Trust (SPPP) have volatilities of 17.60% and 16.95%, 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.


Loading graphics...

Volatility by Period


SGDMSPPPDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.60%

16.95%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

38.07%

46.40%

-8.33%

Volatility (1Y)

Calculated over the trailing 1-year period

45.52%

49.39%

-3.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.27%

34.38%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.05%

32.88%

+4.17%