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SPPP.L vs. PLTM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPPP.L vs. PLTM - Performance Comparison

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

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SPPP.L vs. PLTM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPPP.L
Invesco Physical Platinum
-1.52%104.81%-8.43%-10.70%22.05%-6.96%4.80%17.40%-12.51%
PLTM
GraniteShares Platinum Trust
-2.34%108.47%-7.32%-12.69%24.00%-9.67%7.61%16.16%-12.98%
Different Trading Currencies

SPPP.L is traded in GBp, while PLTM is traded in USD. To make them comparable, the PLTM 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 -1.52% return, which is significantly higher than PLTM's -2.34% return.


SPPP.L

1D
1.27%
1M
-16.31%
YTD
-1.52%
6M
25.31%
1Y
88.88%
3Y*
22.23%
5Y*
11.11%
10Y*
7.64%

PLTM

1D
3.48%
1M
-15.24%
YTD
-2.34%
6M
27.29%
1Y
90.86%
3Y*
22.11%
5Y*
10.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPPP.L vs. PLTM - Expense Ratio Comparison

SPPP.L has a 0.19% expense ratio, which is lower than PLTM's 0.50% expense ratio.


Return for Risk

SPPP.L vs. PLTM — 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: 8686
Overall Rank
SPPP.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SPPP.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
SPPP.L Omega Ratio Rank: 8686
Omega Ratio Rank
SPPP.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
SPPP.L Martin Ratio Rank: 7979
Martin Ratio Rank

PLTM
PLTM Risk / Return Rank: 8686
Overall Rank
PLTM Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PLTM Sortino Ratio Rank: 8585
Sortino Ratio Rank
PLTM Omega Ratio Rank: 8686
Omega Ratio Rank
PLTM Calmar Ratio Rank: 8989
Calmar Ratio Rank
PLTM Martin Ratio Rank: 8282
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. PLTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Platinum (SPPP.L) and GraniteShares Platinum Trust (PLTM). 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.LPLTMDifference

Sharpe ratio

Return per unit of total volatility

1.95

1.89

+0.06

Sortino ratio

Return per unit of downside risk

2.24

2.17

+0.08

Omega ratio

Gain probability vs. loss probability

1.34

1.33

+0.01

Calmar ratio

Return relative to maximum drawdown

2.74

2.85

-0.11

Martin ratio

Return relative to average drawdown

8.16

8.53

-0.38

SPPP.L vs. PLTM - Sharpe Ratio Comparison

The current SPPP.L Sharpe Ratio is 1.95, which is comparable to the PLTM Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of SPPP.L and PLTM, 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


SPPP.LPLTMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

1.89

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.35

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.31

-0.04

Correlation

The correlation between SPPP.L and PLTM is 0.52, 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

SPPP.L vs. PLTM - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SPPP.L vs. PLTM - Drawdown Comparison

The maximum SPPP.L drawdown since its inception was -44.86%, which is greater than PLTM's maximum drawdown of -36.32%. Use the drawdown chart below to compare losses from any high point for SPPP.L and PLTM.


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Drawdown Indicators


SPPP.LPLTMDifference

Max Drawdown

Largest peak-to-trough decline

-44.86%

-42.32%

-2.54%

Max Drawdown (1Y)

Largest decline over 1 year

-33.68%

-34.52%

+0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-33.68%

-34.68%

+1.00%

Max Drawdown (10Y)

Largest decline over 10 years

-44.86%

Current Drawdown

Current decline from peak

-29.42%

-29.20%

-0.22%

Average Drawdown

Average peak-to-trough decline

-18.60%

-18.35%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.32%

11.43%

-0.11%

Volatility

SPPP.L vs. PLTM - Volatility Comparison

Invesco Physical Platinum (SPPP.L) has a higher volatility of 16.67% compared to GraniteShares Platinum Trust (PLTM) at 15.79%. This indicates that SPPP.L's price experiences larger fluctuations and is considered to be riskier than PLTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPPP.LPLTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.67%

15.79%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

41.84%

44.14%

-2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

46.38%

48.48%

-2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.26%

30.52%

+9.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.04%

29.15%

+7.89%