PortfoliosLab logo
SPPP.L vs. PPLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPPP.L and PPLT is 0.13, 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.


Performance

SPPP.L vs. PPLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Physical Platinum (SPPP.L) and Aberdeen Standard Physical Platinum Shares ETF (PPLT). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

SPPP.L:

-0.63

PPLT:

-0.38

Sortino Ratio

SPPP.L:

0.43

PPLT:

-0.26

Omega Ratio

SPPP.L:

1.05

PPLT:

0.97

Calmar Ratio

SPPP.L:

0.19

PPLT:

-0.11

Martin Ratio

SPPP.L:

0.45

PPLT:

-0.57

Ulcer Index

SPPP.L:

10.77%

PPLT:

11.32%

Daily Std Dev

SPPP.L:

24.68%

PPLT:

22.20%

Max Drawdown

SPPP.L:

-44.86%

PPLT:

-70.73%

Current Drawdown

SPPP.L:

-19.70%

PPLT:

-51.59%

Returns By Period

In the year-to-date period, SPPP.L achieves a 3.30% return, which is significantly lower than PPLT's 10.23% return. Over the past 10 years, SPPP.L has outperformed PPLT with an annualized return of -0.22%, while PPLT has yielded a comparatively lower -1.89% annualized return.


SPPP.L

YTD

3.30%

1M

2.35%

6M

-2.18%

1Y

-12.04%

3Y*

-0.85%

5Y*

1.38%

10Y*

-0.22%

PPLT

YTD

10.23%

1M

3.47%

6M

3.28%

1Y

-8.27%

3Y*

1.09%

5Y*

2.44%

10Y*

-1.89%

*Annualized

Compare stocks, funds, or ETFs

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


Invesco Physical Platinum

SPPP.L vs. PPLT - Expense Ratio Comparison

SPPP.L has a 0.19% expense ratio, which is lower than PPLT's 0.60% expense ratio.


Risk-Adjusted Performance

SPPP.L vs. PPLT — Risk-Adjusted Performance Rank

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

SPPP.L
The Risk-Adjusted Performance Rank of SPPP.L is 2020
Overall Rank
The Sharpe Ratio Rank of SPPP.L is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of SPPP.L is 2626
Sortino Ratio Rank
The Omega Ratio Rank of SPPP.L is 2424
Omega Ratio Rank
The Calmar Ratio Rank of SPPP.L is 2828
Calmar Ratio Rank
The Martin Ratio Rank of SPPP.L is 2222
Martin Ratio Rank

PPLT
The Risk-Adjusted Performance Rank of PPLT is 88
Overall Rank
The Sharpe Ratio Rank of PPLT is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of PPLT is 88
Sortino Ratio Rank
The Omega Ratio Rank of PPLT is 88
Omega Ratio Rank
The Calmar Ratio Rank of PPLT is 1010
Calmar Ratio Rank
The Martin Ratio Rank of PPLT is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPPP.L vs. PPLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Platinum (SPPP.L) and Aberdeen Standard Physical Platinum Shares ETF (PPLT). 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.


The current SPPP.L Sharpe Ratio is -0.63, which is lower than the PPLT Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of SPPP.L and PPLT, 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 data...

Dividends

SPPP.L vs. PPLT - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SPPP.L vs. PPLT - Drawdown Comparison

The maximum SPPP.L drawdown since its inception was -44.86%, smaller than the maximum PPLT drawdown of -70.73%. Use the drawdown chart below to compare losses from any high point for SPPP.L and PPLT. For additional features, visit the drawdowns tool.


Loading data...

Volatility

SPPP.L vs. PPLT - Volatility Comparison

The current volatility for Invesco Physical Platinum (SPPP.L) is 4.59%, while Aberdeen Standard Physical Platinum Shares ETF (PPLT) has a volatility of 5.39%. This indicates that SPPP.L experiences smaller price fluctuations and is considered to be less risky than PPLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...