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SPAP.L vs. AUCO.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPAP.L vs. AUCO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Physical Palladium (SPAP.L) and L&G Gold Mining UCITS ETF (AUCO.L). The values are adjusted to include any dividend payments, if applicable.

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SPAP.L vs. AUCO.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPAP.L
Invesco Physical Palladium
-4.36%62.74%-17.91%-41.14%5.62%-19.64%19.57%47.38%24.58%42.70%
AUCO.L
L&G Gold Mining UCITS ETF
14.02%161.75%20.02%9.27%-4.09%-9.30%18.16%38.67%-5.12%0.49%
Different Trading Currencies

SPAP.L is traded in GBp, while AUCO.L is traded in USD. To make them comparable, the AUCO.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPAP.L achieves a -4.36% return, which is significantly lower than AUCO.L's 14.02% return. Over the past 10 years, SPAP.L has underperformed AUCO.L with an annualized return of 10.73%, while AUCO.L has yielded a comparatively higher 20.65% annualized return.


SPAP.L

1D
2.11%
1M
-14.31%
YTD
-4.36%
6M
21.61%
1Y
46.62%
3Y*
-2.05%
5Y*
-10.31%
10Y*
10.73%

AUCO.L

1D
7.28%
1M
-13.80%
YTD
14.02%
6M
30.30%
1Y
112.06%
3Y*
51.97%
5Y*
29.76%
10Y*
20.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPAP.L vs. AUCO.L - Expense Ratio Comparison

SPAP.L has a 0.19% expense ratio, which is lower than AUCO.L's 0.55% expense ratio.


Return for Risk

SPAP.L vs. AUCO.L — Risk / Return Rank

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

SPAP.L
SPAP.L Risk / Return Rank: 5151
Overall Rank
SPAP.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SPAP.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
SPAP.L Omega Ratio Rank: 5151
Omega Ratio Rank
SPAP.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
SPAP.L Martin Ratio Rank: 4242
Martin Ratio Rank

AUCO.L
AUCO.L Risk / Return Rank: 9292
Overall Rank
AUCO.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
AUCO.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
AUCO.L Omega Ratio Rank: 8787
Omega Ratio Rank
AUCO.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
AUCO.L Martin Ratio Rank: 9292
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.

SPAP.L vs. AUCO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Palladium (SPAP.L) and L&G Gold Mining UCITS ETF (AUCO.L). 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.


SPAP.LAUCO.LDifference

Sharpe ratio

Return per unit of total volatility

1.08

2.50

-1.43

Sortino ratio

Return per unit of downside risk

1.55

2.77

-1.22

Omega ratio

Gain probability vs. loss probability

1.21

1.38

-0.17

Calmar ratio

Return relative to maximum drawdown

1.42

3.93

-2.51

Martin ratio

Return relative to average drawdown

4.38

14.17

-9.79

SPAP.L vs. AUCO.L - Sharpe Ratio Comparison

The current SPAP.L Sharpe Ratio is 1.08, which is lower than the AUCO.L Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of SPAP.L and AUCO.L, 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


SPAP.LAUCO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

2.50

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

0.85

-1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.60

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.33

-0.13

Correlation

The correlation between SPAP.L and AUCO.L is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SPAP.L vs. AUCO.L - Dividend Comparison

Neither SPAP.L nor AUCO.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPAP.L vs. AUCO.L - Drawdown Comparison

The maximum SPAP.L drawdown since its inception was -70.89%, smaller than the maximum AUCO.L drawdown of -77.65%. Use the drawdown chart below to compare losses from any high point for SPAP.L and AUCO.L.


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Drawdown Indicators


SPAP.LAUCO.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.89%

-78.40%

+7.51%

Max Drawdown (1Y)

Largest decline over 1 year

-35.27%

-30.56%

-4.71%

Max Drawdown (5Y)

Largest decline over 5 years

-70.89%

-49.36%

-21.53%

Max Drawdown (10Y)

Largest decline over 10 years

-70.89%

-54.49%

-16.40%

Current Drawdown

Current decline from peak

-51.70%

-16.34%

-35.36%

Average Drawdown

Average peak-to-trough decline

-26.79%

-42.76%

+15.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.40%

8.69%

+2.71%

Volatility

SPAP.L vs. AUCO.L - Volatility Comparison

The current volatility for Invesco Physical Palladium (SPAP.L) is 12.06%, while L&G Gold Mining UCITS ETF (AUCO.L) has a volatility of 18.91%. This indicates that SPAP.L experiences smaller price fluctuations and is considered to be less risky than AUCO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPAP.LAUCO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.06%

18.91%

-6.85%

Volatility (6M)

Calculated over the trailing 6-month period

37.47%

36.81%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

43.16%

44.52%

-1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.36%

35.14%

+6.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.28%

34.18%

+3.10%