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

Performance

SPPP.L vs. PHYS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Physical Platinum (SPPP.L) and Sprott Physical Gold Trust (PHYS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SPPP.L vs. PHYS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPPP.L
Invesco Physical Platinum
0.03%104.81%-8.43%-10.70%22.05%-6.96%4.80%17.40%-9.50%-7.13%
PHYS
Sprott Physical Gold Trust
11.13%52.27%28.64%7.33%9.86%-3.94%20.25%13.64%3.13%3.03%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, SPPP.L achieves a 0.03% return, which is significantly lower than PHYS's 11.13% return. Over the past 10 years, SPPP.L has underperformed PHYS with an annualized return of 7.81%, while PHYS has yielded a comparatively higher 14.43% annualized return.


SPPP.L

1D
1.57%
1M
-12.97%
YTD
0.03%
6M
28.70%
1Y
92.90%
3Y*
22.87%
5Y*
11.45%
10Y*
7.81%

PHYS

1D
1.63%
1M
-10.30%
YTD
11.13%
6M
23.68%
1Y
45.79%
3Y*
29.52%
5Y*
22.65%
10Y*
14.43%
*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.


Return for Risk

SPPP.L vs. PHYS — Risk / Return Rank

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

SPPP.L
SPPP.L Risk / Return Rank: 8484
Overall Rank
SPPP.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SPPP.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
SPPP.L Omega Ratio Rank: 8585
Omega Ratio Rank
SPPP.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
SPPP.L Martin Ratio Rank: 7474
Martin Ratio Rank

PHYS
PHYS Risk / Return Rank: 8484
Overall Rank
PHYS Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PHYS Sortino Ratio Rank: 8080
Sortino Ratio Rank
PHYS Omega Ratio Rank: 8383
Omega Ratio Rank
PHYS Calmar Ratio Rank: 8282
Calmar Ratio Rank
PHYS Martin Ratio Rank: 8787
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.

SPPP.L vs. PHYS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Platinum (SPPP.L) and Sprott Physical Gold Trust (PHYS). 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.


SPPP.LPHYSDifference

Sharpe ratio

Return per unit of total volatility

2.04

1.72

+0.31

Sortino ratio

Return per unit of downside risk

2.31

2.12

+0.19

Omega ratio

Gain probability vs. loss probability

1.35

1.32

+0.03

Calmar ratio

Return relative to maximum drawdown

2.84

2.49

+0.35

Martin ratio

Return relative to average drawdown

8.35

9.46

-1.11

SPPP.L vs. PHYS - Sharpe Ratio Comparison

The current SPPP.L Sharpe Ratio is 2.04, which is comparable to the PHYS Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of SPPP.L and PHYS, 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


SPPP.LPHYSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

1.72

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

1.35

-0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.87

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.53

-0.25

Correlation

The correlation between SPPP.L and PHYS is 0.27, 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

SPPP.L vs. PHYS - Dividend Comparison

Neither SPPP.L nor PHYS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPPP.L vs. PHYS - Drawdown Comparison

The maximum SPPP.L drawdown since its inception was -44.86%, roughly equal to the maximum PHYS drawdown of -44.94%. Use the drawdown chart below to compare losses from any high point for SPPP.L and PHYS.


Loading graphics...

Drawdown Indicators


SPPP.LPHYSDifference

Max Drawdown

Largest peak-to-trough decline

-44.86%

-48.16%

+3.30%

Max Drawdown (1Y)

Largest decline over 1 year

-33.68%

-19.35%

-14.33%

Max Drawdown (5Y)

Largest decline over 5 years

-33.68%

-21.80%

-11.88%

Max Drawdown (10Y)

Largest decline over 10 years

-44.86%

-23.75%

-21.11%

Current Drawdown

Current decline from peak

-28.31%

-11.80%

-16.51%

Average Drawdown

Average peak-to-trough decline

-18.60%

-21.07%

+2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.46%

5.38%

+6.08%

Volatility

SPPP.L vs. PHYS - Volatility Comparison

Invesco Physical Platinum (SPPP.L) has a higher volatility of 14.71% compared to Sprott Physical Gold Trust (PHYS) at 10.97%. This indicates that SPPP.L's price experiences larger fluctuations and is considered to be riskier than PHYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SPPP.LPHYSDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.71%

10.97%

+3.74%

Volatility (6M)

Calculated over the trailing 6-month period

41.86%

24.12%

+17.74%

Volatility (1Y)

Calculated over the trailing 1-year period

46.38%

26.70%

+19.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.27%

16.80%

+23.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.03%

16.63%

+20.40%