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SPPP vs. CEF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPPP vs. CEF - Performance Comparison

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

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SPPP vs. CEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPPP
Sprott Physical Platinum and Palladium Trust
-7.78%89.43%-11.89%-25.86%-2.37%-21.77%23.84%46.00%5.53%35.36%
CEF
Sprott Physical Gold and Silver Trust
4.19%92.76%24.07%6.80%1.07%-8.32%31.99%16.91%-6.34%18.78%

Returns By Period

In the year-to-date period, SPPP achieves a -7.78% return, which is significantly lower than CEF's 4.19% return. Over the past 10 years, SPPP has underperformed CEF with an annualized return of 9.27%, while CEF has yielded a comparatively higher 15.03% annualized return.


SPPP

1D
4.93%
1M
-18.00%
YTD
-7.78%
6M
14.36%
1Y
56.24%
3Y*
8.35%
5Y*
-4.20%
10Y*
9.27%

CEF

1D
5.58%
1M
-15.38%
YTD
4.19%
6M
30.06%
1Y
67.97%
3Y*
36.15%
5Y*
21.95%
10Y*
15.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPPP vs. CEF - Expense Ratio Comparison

SPPP has a 1.02% expense ratio, which is higher than CEF's 0.48% expense ratio.


Return for Risk

SPPP vs. CEF — Risk / Return Rank

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

SPPP
SPPP Risk / Return Rank: 6363
Overall Rank
SPPP Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SPPP Sortino Ratio Rank: 6464
Sortino Ratio Rank
SPPP Omega Ratio Rank: 6767
Omega Ratio Rank
SPPP Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPPP Martin Ratio Rank: 5252
Martin Ratio Rank

CEF
CEF Risk / Return Rank: 8787
Overall Rank
CEF Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CEF Sortino Ratio Rank: 8383
Sortino Ratio Rank
CEF Omega Ratio Rank: 8484
Omega Ratio Rank
CEF Calmar Ratio Rank: 9191
Calmar Ratio Rank
CEF Martin Ratio Rank: 8989
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 vs. CEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Platinum and Palladium Trust (SPPP) and Sprott Physical Gold and Silver Trust (CEF). 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.


SPPPCEFDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.83

-0.68

Sortino ratio

Return per unit of downside risk

1.56

2.12

-0.56

Omega ratio

Gain probability vs. loss probability

1.24

1.34

-0.10

Calmar ratio

Return relative to maximum drawdown

1.58

2.61

-1.03

Martin ratio

Return relative to average drawdown

4.81

9.68

-4.87

SPPP vs. CEF - Sharpe Ratio Comparison

The current SPPP Sharpe Ratio is 1.14, which is lower than the CEF Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of SPPP and CEF, 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


SPPPCEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.83

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.93

-1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.70

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.23

-0.11

Correlation

The correlation between SPPP and CEF is 0.50, 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 vs. CEF - Dividend Comparison

Neither SPPP nor CEF has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SPPP
Sprott Physical Platinum and Palladium Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CEF
Sprott Physical Gold and Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.08%0.07%0.09%0.10%

Drawdowns

SPPP vs. CEF - Drawdown Comparison

The maximum SPPP drawdown since its inception was -59.09%, smaller than the maximum CEF drawdown of -62.29%. Use the drawdown chart below to compare losses from any high point for SPPP and CEF.


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Drawdown Indicators


SPPPCEFDifference

Max Drawdown

Largest peak-to-trough decline

-59.09%

-62.29%

+3.20%

Max Drawdown (1Y)

Largest decline over 1 year

-37.42%

-26.77%

-10.65%

Max Drawdown (5Y)

Largest decline over 5 years

-59.09%

-26.77%

-32.32%

Max Drawdown (10Y)

Largest decline over 10 years

-59.09%

-29.10%

-29.99%

Current Drawdown

Current decline from peak

-31.22%

-19.41%

-11.81%

Average Drawdown

Average peak-to-trough decline

-26.42%

-27.38%

+0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.30%

7.23%

+5.07%

Volatility

SPPP vs. CEF - Volatility Comparison

Sprott Physical Platinum and Palladium Trust (SPPP) has a higher volatility of 16.95% compared to Sprott Physical Gold and Silver Trust (CEF) at 14.73%. This indicates that SPPP's price experiences larger fluctuations and is considered to be riskier than CEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPPPCEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.95%

14.73%

+2.22%

Volatility (6M)

Calculated over the trailing 6-month period

46.40%

35.36%

+11.04%

Volatility (1Y)

Calculated over the trailing 1-year period

49.39%

37.38%

+12.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.38%

23.78%

+10.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.88%

21.58%

+11.30%