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SPPP vs. PPLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPPP vs. PPLT - Performance Comparison

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

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Returns By Period

In the year-to-date period, SPPP achieves a -21.62% return, which is significantly lower than PPLT's -18.58% return. Over the past 10 years, SPPP has outperformed PPLT with an annualized return of 7.38%, while PPLT has yielded a comparatively lower 4.85% 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%

PPLT

1D
-1.24%
1M
-13.11%
YTD
-18.58%
6M
-20.84%
1Y
31.58%
3Y*
21.38%
5Y*
8.39%
10Y*
4.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPPP vs. PPLT - 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%
PPLT
abrdn Physical Platinum Shares ETF
-18.58%124.48%-8.90%-8.18%10.43%-10.75%10.78%20.85%-14.95%2.38%

Correlation

The correlation between SPPP and PPLT is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.87

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

0.81

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

0.71

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

0.72

Over the past year, SPPP and PPLT have become more correlated (0.95) than their long-term average of 0.72, meaning their price movements have been converging.

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Return for Risk

SPPP vs. PPLT — 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

PPLT
PPLT Risk / Return Rank: 1919
Overall Rank
PPLT Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
PPLT Sortino Ratio Rank: 2020
Sortino Ratio Rank
PPLT Omega Ratio Rank: 2222
Omega Ratio Rank
PPLT Calmar Ratio Rank: 1818
Calmar Ratio Rank
PPLT Martin Ratio Rank: 1717
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. PPLT - Risk-Adjusted Trends Comparison

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

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.


SPPPPPLTDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.11

1.15

-0.05

Calmar ratioReturn relative to maximum drawdown

0.40

0.79

-0.39

Martin ratioReturn relative to average drawdown

0.85

1.74

-0.89

SPPP vs. PPLT - Sharpe Ratio Comparison

The current SPPP Sharpe Ratio is 0.33, which is lower than the PPLT Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of SPPP and PPLT, 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. PPLT - Drawdown Comparison

The maximum SPPP drawdown since its inception was -59.09%, smaller than the maximum PPLT drawdown of -70.73%. Use the drawdown chart below to compare losses from any high point for SPPP and PPLT.


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Drawdown Indicators


SPPPPPLTDifference

Max Drawdown

Largest peak-to-trough decline

-59.09%

-70.73%

+11.64%

Max Drawdown (1Y)

Largest decline over 1 year

-42.21%

-40.02%

-2.19%

Max Drawdown (3Y)

Largest decline over 3 years

-42.21%

-40.02%

-2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-58.50%

-40.02%

-18.48%

Max Drawdown (10Y)

Largest decline over 10 years

-59.09%

-51.14%

-7.95%

Current Drawdown

Current decline from peak

-41.54%

-39.82%

-1.72%

Average Drawdown

Average peak-to-trough decline

-26.51%

-39.93%

+13.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.60%

18.16%

+1.44%

Volatility

SPPP vs. PPLT - Volatility Comparison

Sprott Physical Platinum and Palladium Trust (SPPP) and abrdn Physical Platinum Shares ETF (PPLT) have volatilities of 11.76% and 11.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPPPPPLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.76%

11.51%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

46.30%

45.30%

+1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

51.52%

50.77%

+0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.05%

32.68%

+2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.25%

29.18%

+4.07%

SPPP vs. PPLT - Expense Ratio Comparison

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


Dividends

SPPP vs. PPLT - Dividend Comparison

Neither SPPP nor PPLT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, SPPP and PPLT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SPPP has higher volatility (11.76%) compared to PPLT (11.51%). In terms of maximum drawdown, SPPP dropped -59.09% vs PPLT's -70.73%.

On 10-year performance, SPPP leads with 7.38% vs 4.85% for PPLT. On fees, PPLT is cheaper at 0.60% per year. On volatility, PPLT has been the lower-risk option at 11.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPPP has performed better with a 7.38% return vs 4.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

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

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

PPLT currently has the higher Sharpe Ratio (0.63 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 PPLT

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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