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SPPP.L vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SPPP.LVOO
YTD Return-2.90%23.75%
1Y Return3.58%35.49%
3Y Return (Ann)-0.32%11.02%
5Y Return (Ann)1.77%16.24%
10Y Return (Ann)-0.53%14.04%
Sharpe Ratio0.212.85
Sortino Ratio0.483.80
Omega Ratio1.051.52
Calmar Ratio0.203.05
Martin Ratio0.5717.77
Ulcer Index9.28%2.00%
Daily Std Dev25.04%12.45%
Max Drawdown-44.86%-33.99%
Current Drawdown-18.63%-0.34%

Correlation

-0.50.00.51.00.2

The correlation between SPPP.L and VOO is 0.18, 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. VOO - Performance Comparison

In the year-to-date period, SPPP.L achieves a -2.90% return, which is significantly lower than VOO's 23.75% return. Over the past 10 years, SPPP.L has underperformed VOO with an annualized return of -0.53%, while VOO has yielded a comparatively higher 14.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
4.87%
17.40%
SPPP.L
VOO

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SPPP.L vs. VOO - Expense Ratio Comparison

SPPP.L has a 0.19% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SPPP.L
Invesco Physical Platinum
Expense ratio chart for SPPP.L: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Platinum (SPPP.L) and Vanguard S&P 500 ETF (VOO). 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.L
Sharpe ratio
The chart of Sharpe ratio for SPPP.L, currently valued at 0.47, compared to the broader market0.002.004.006.000.47
Sortino ratio
The chart of Sortino ratio for SPPP.L, currently valued at 0.84, compared to the broader market0.005.0010.000.84
Omega ratio
The chart of Omega ratio for SPPP.L, currently valued at 1.09, compared to the broader market1.001.502.002.503.001.09
Calmar ratio
The chart of Calmar ratio for SPPP.L, currently valued at 0.27, compared to the broader market0.005.0010.0015.000.27
Martin ratio
The chart of Martin ratio for SPPP.L, currently valued at 1.46, compared to the broader market0.0020.0040.0060.0080.00100.001.46
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.23, compared to the broader market0.002.004.006.003.23
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.28, compared to the broader market0.005.0010.004.28
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.60, compared to the broader market1.001.502.002.503.001.60
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 3.40, compared to the broader market0.005.0010.0015.003.40
Martin ratio
The chart of Martin ratio for VOO, currently valued at 21.58, compared to the broader market0.0020.0040.0060.0080.00100.0021.58

SPPP.L vs. VOO - Sharpe Ratio Comparison

The current SPPP.L Sharpe Ratio is 0.21, which is lower than the VOO Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of SPPP.L and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00MayJuneJulyAugustSeptemberOctober
0.47
3.23
SPPP.L
VOO

Dividends

SPPP.L vs. VOO - Dividend Comparison

SPPP.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
SPPP.L
Invesco Physical Platinum
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SPPP.L vs. VOO - Drawdown Comparison

The maximum SPPP.L drawdown since its inception was -44.86%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SPPP.L and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptemberOctober
-36.32%
-0.34%
SPPP.L
VOO

Volatility

SPPP.L vs. VOO - Volatility Comparison

Invesco Physical Platinum (SPPP.L) has a higher volatility of 7.76% compared to Vanguard S&P 500 ETF (VOO) at 3.04%. This indicates that SPPP.L's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%MayJuneJulyAugustSeptemberOctober
7.76%
3.04%
SPPP.L
VOO