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SPPP vs. SILJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPPP vs. SILJ - Performance Comparison

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

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SPPP vs. SILJ - 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%
SILJ
ETFMG Prime Junior Silver Miners ETF
7.41%183.89%6.39%-5.21%-15.42%-23.21%33.00%57.06%-27.95%-5.65%

Returns By Period

In the year-to-date period, SPPP achieves a -7.78% return, which is significantly lower than SILJ's 7.41% return. Over the past 10 years, SPPP has underperformed SILJ with an annualized return of 9.27%, while SILJ has yielded a comparatively higher 14.73% 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%

SILJ

1D
8.82%
1M
-26.25%
YTD
7.41%
6M
31.14%
1Y
149.83%
3Y*
42.89%
5Y*
16.70%
10Y*
14.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPPP vs. SILJ - Expense Ratio Comparison

SPPP has a 1.02% expense ratio, which is higher than SILJ's 0.69% expense ratio.


Return for Risk

SPPP vs. SILJ — 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

SILJ
SILJ Risk / Return Rank: 9595
Overall Rank
SILJ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SILJ Sortino Ratio Rank: 9494
Sortino Ratio Rank
SILJ Omega Ratio Rank: 9292
Omega Ratio Rank
SILJ Calmar Ratio Rank: 9696
Calmar Ratio Rank
SILJ Martin Ratio Rank: 9595
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. SILJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Platinum and Palladium Trust (SPPP) and ETFMG Prime Junior Silver Miners ETF (SILJ). 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.


SPPPSILJDifference

Sharpe ratio

Return per unit of total volatility

1.14

2.74

-1.60

Sortino ratio

Return per unit of downside risk

1.56

2.83

-1.27

Omega ratio

Gain probability vs. loss probability

1.24

1.40

-0.16

Calmar ratio

Return relative to maximum drawdown

1.58

4.26

-2.68

Martin ratio

Return relative to average drawdown

4.81

14.55

-9.74

SPPP vs. SILJ - Sharpe Ratio Comparison

The current SPPP Sharpe Ratio is 1.14, which is lower than the SILJ Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of SPPP and SILJ, 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


SPPPSILJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

2.74

-1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.38

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.32

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.09

+0.02

Correlation

The correlation between SPPP and SILJ is 0.49, 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. SILJ - Dividend Comparison

SPPP has not paid dividends to shareholders, while SILJ's dividend yield for the trailing twelve months is around 1.86%.


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%
SILJ
ETFMG Prime Junior Silver Miners ETF
1.86%2.00%7.26%0.01%0.05%0.36%1.23%1.45%1.66%0.00%0.52%2.46%

Drawdowns

SPPP vs. SILJ - Drawdown Comparison

The maximum SPPP drawdown since its inception was -59.09%, smaller than the maximum SILJ drawdown of -79.04%. Use the drawdown chart below to compare losses from any high point for SPPP and SILJ.


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Drawdown Indicators


SPPPSILJDifference

Max Drawdown

Largest peak-to-trough decline

-59.09%

-79.04%

+19.95%

Max Drawdown (1Y)

Largest decline over 1 year

-37.42%

-34.71%

-2.71%

Max Drawdown (5Y)

Largest decline over 5 years

-59.09%

-56.09%

-3.00%

Max Drawdown (10Y)

Largest decline over 10 years

-59.09%

-70.06%

+10.97%

Current Drawdown

Current decline from peak

-31.22%

-26.25%

-4.97%

Average Drawdown

Average peak-to-trough decline

-26.42%

-41.67%

+15.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.30%

10.16%

+2.14%

Volatility

SPPP vs. SILJ - Volatility Comparison

The current volatility for Sprott Physical Platinum and Palladium Trust (SPPP) is 16.95%, while ETFMG Prime Junior Silver Miners ETF (SILJ) has a volatility of 21.63%. This indicates that SPPP experiences smaller price fluctuations and is considered to be less risky than SILJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPPPSILJDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.95%

21.63%

-4.68%

Volatility (6M)

Calculated over the trailing 6-month period

46.40%

46.79%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

49.39%

54.97%

-5.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.38%

44.07%

-9.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.88%

46.61%

-13.73%