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SPPP vs. PALL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPPP vs. PALL - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with SPPP having a -21.62% return and PALL slightly higher at -21.28%. Over the past 10 years, SPPP has underperformed PALL with an annualized return of 7.38%, while PALL has yielded a comparatively higher 8.05% annualized return.


SPPP

1D
-1.71%
1M
-11.23%
YTD
-21.62%
6M
-24.40%
1Y
16.71%
3Y*
5.41%
5Y*
-6.36%
10Y*
7.38%

PALL

1D
-1.46%
1M
-6.65%
YTD
-21.28%
6M
-28.69%
1Y
19.34%
3Y*
-1.19%
5Y*
-14.09%
10Y*
8.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPPP vs. PALL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPPP
Sprott Physical Platinum and Palladium Trust
-21.62%89.43%-11.89%-25.86%-2.37%-21.77%23.84%46.00%5.53%35.36%
PALL
Aberdeen Standard Physical Palladium Shares ETF
-21.28%74.07%-17.38%-38.77%-6.28%-23.26%25.27%53.94%17.23%55.73%

Correlation

The correlation between SPPP and PALL is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.85

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2012

0.85

The correlation between SPPP and PALL has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.

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Return for Risk

SPPP vs. PALL — Risk / Return Rank

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

SPPP
SPPP Risk / Return Rank: 1414
Overall Rank
SPPP Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SPPP Sortino Ratio Rank: 1414
Sortino Ratio Rank
SPPP Omega Ratio Rank: 1616
Omega Ratio Rank
SPPP Calmar Ratio Rank: 1313
Calmar Ratio Rank
SPPP Martin Ratio Rank: 1212
Martin Ratio Rank

PALL
PALL Risk / Return Rank: 1515
Overall Rank
PALL Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
PALL Sortino Ratio Rank: 1616
Sortino Ratio Rank
PALL Omega Ratio Rank: 1717
Omega Ratio Rank
PALL Calmar Ratio Rank: 1414
Calmar Ratio Rank
PALL Martin Ratio Rank: 1313
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. PALL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Platinum and Palladium Trust (SPPP) and Aberdeen Standard Physical Palladium Shares ETF (PALL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPPPPALLDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.11

1.11

-0.01

Calmar ratioReturn relative to maximum drawdown

0.40

0.48

-0.08

Martin ratioReturn relative to average drawdown

0.85

1.06

-0.21

SPPP vs. PALL - Sharpe Ratio Comparison

The current SPPP Sharpe Ratio is 0.33, which is comparable to the PALL Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of SPPP and PALL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPPP vs. PALL - Drawdown Comparison

The maximum SPPP drawdown since its inception was -59.09%, smaller than the maximum PALL drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for SPPP and PALL.


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Drawdown Indicators


SPPPPALLDifference

Max Drawdown

Largest peak-to-trough decline

-59.09%

-73.63%

+14.54%

Max Drawdown (1Y)

Largest decline over 1 year

-42.21%

-40.70%

-1.51%

Max Drawdown (3Y)

Largest decline over 3 years

-42.21%

-40.70%

-1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-58.50%

-73.63%

+15.13%

Max Drawdown (10Y)

Largest decline over 10 years

-59.09%

-73.63%

+14.54%

Current Drawdown

Current decline from peak

-41.54%

-61.20%

+19.66%

Average Drawdown

Average peak-to-trough decline

-26.51%

-26.90%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.60%

18.21%

+1.39%

Volatility

SPPP vs. PALL - Volatility Comparison

The current volatility for Sprott Physical Platinum and Palladium Trust (SPPP) is 11.76%, while Aberdeen Standard Physical Palladium Shares ETF (PALL) has a volatility of 12.68%. This indicates that SPPP experiences smaller price fluctuations and is considered to be less risky than PALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPPPPALLDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.76%

12.68%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

46.30%

42.46%

+3.84%

Volatility (1Y)

Calculated over the trailing 1-year period

51.52%

51.08%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.05%

42.41%

-7.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.25%

38.03%

-4.78%

SPPP vs. PALL - Expense Ratio Comparison

SPPP has a 1.02% expense ratio, which is higher than PALL's 0.60% expense ratio.


Dividends

SPPP vs. PALL - Dividend Comparison

Neither SPPP nor PALL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPPP and PALL have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PALL has higher volatility (12.68%) compared to SPPP (11.76%). In terms of maximum drawdown, SPPP dropped -59.09% vs PALL's -73.63%.

On 10-year performance, PALL leads with 8.05% vs 7.38% for SPPP. On fees, PALL is cheaper at 0.60% per year. On volatility, SPPP has been the lower-risk option at 11.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PALL has performed better with a 8.05% return vs 7.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PALL is cheaper with a 0.60% expense ratio, compared with 1.02% for SPPP.

SPPP and PALL have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Sprott and Aberdeen. Their fees differ too: 1.02% for SPPP and 0.60% for PALL.

PALL currently has the higher Sharpe Ratio (0.38 vs 0.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SPPP and PALL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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