SMSN.L vs. PPFB.DE
SMSN.L (Samsung Electronics Co. Ltd) is a stock, while PPFB.DE (iShares Physical Gold ETC) is Precious Metals fund tracking the Gold. Over the past 3 years, SMSN.L returned 59.18%/yr vs 31.53%/yr for PPFB.DE. At a 0.18 correlation, their price movements are largely independent.
Performance
SMSN.L vs. PPFB.DE - Performance Comparison
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Different Trading Currencies
SMSN.L is traded in USD, while PPFB.DE is traded in EUR. To make them comparable, the PPFB.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SMSN.L achieves a 161.93% return, which is significantly higher than PPFB.DE's 1.54% return.
SMSN.L
- 1D
- 6.51%
- 1M
- 13.49%
- YTD
- 161.93%
- 6M
- 204.19%
- 1Y
- 399.27%
- 3Y*
- 59.18%
- 5Y*
- 26.81%
- 10Y*
- 27.99%
PPFB.DE
- 1D
- 0.72%
- 1M
- -4.85%
- YTD
- 1.54%
- 6M
- 4.30%
- 1Y
- 31.70%
- 3Y*
- 31.53%
- 5Y*
- —
- 10Y*
- —
SMSN.L vs. PPFB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SMSN.L Samsung Electronics Co. Ltd | 161.93% | 130.81% | -37.94% | 38.34% | -31.32% | -5.89% |
PPFB.DE iShares Physical Gold ETC | 1.54% | 68.33% | 26.50% | 12.88% | 1.14% | -1.31% |
Correlation
The correlation between SMSN.L and PPFB.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2021 | 0.18 |
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Return for Risk
SMSN.L vs. PPFB.DE — Risk / Return Rank
SMSN.L
PPFB.DE
SMSN.L vs. PPFB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Samsung Electronics Co. Ltd (SMSN.L) and iShares Physical Gold ETC (PPFB.DE). 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.
| SMSN.L | PPFB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +6.43 | ||
| Sortino ratioReturn per unit of downside risk | +4.03 | ||
| Omega ratioGain probability vs. loss probability | 1.75 | 1.25 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 18.03 | 1.87 | +16.16 |
| Martin ratioReturn relative to average drawdown | 57.94 | 4.78 | +53.16 |
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Drawdowns
SMSN.L vs. PPFB.DE - Drawdown Comparison
The maximum SMSN.L drawdown since its inception was -55.59%, which is greater than PPFB.DE's maximum drawdown of -21.42%. Use the drawdown chart below to compare losses from any high point for SMSN.L and PPFB.DE.
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Drawdown Indicators
| SMSN.L | PPFB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.59% | -21.42% | -34.17% |
Max Drawdown (1Y)Largest decline over 1 year | -21.96% | -17.21% | -4.75% |
Max Drawdown (3Y)Largest decline over 3 years | -44.52% | -17.21% | -27.31% |
Max Drawdown (5Y)Largest decline over 5 years | -49.12% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -54.44% | — | — |
Current DrawdownCurrent decline from peak | -8.55% | -15.63% | +7.08% |
Average DrawdownAverage peak-to-trough decline | -17.37% | -5.42% | -11.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.85% | 6.76% | +0.09% |
Volatility
SMSN.L vs. PPFB.DE - Volatility Comparison
Samsung Electronics Co. Ltd (SMSN.L) has a higher volatility of 20.71% compared to iShares Physical Gold ETC (PPFB.DE) at 5.67%. This indicates that SMSN.L's price experiences larger fluctuations and is considered to be riskier than PPFB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMSN.L | PPFB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.71% | 5.67% | +15.04% |
Volatility (6M)Calculated over the trailing 6-month period | 43.80% | 21.08% | +22.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.06% | 24.30% | +26.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.83% | 17.39% | +17.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.95% | 17.39% | +15.56% |
Dividends
SMSN.L vs. PPFB.DE - Dividend Comparison
SMSN.L's dividend yield for the trailing twelve months is around 0.35%, while PPFB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PPFB.DE iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMSN.L Samsung Electronics Co. Ltd | 0.35% | 0.94% | 2.88% | 1.79% | 2.50% | 1.85% | 3.60% | 2.47% | 3.65% | 1.62% | 1.68% | 1.71% |
Frequently Asked Questions
SMSN.L and PPFB.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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