AIA vs. PLTR
AIA (iShares Asia 50 ETF) is Asia Pacific Equities fund tracking the S&P Asia 50, while PLTR (Palantir Technologies Inc.) is a stock. Over the past 5 years, AIA returned 11.52%/yr vs 39.00%/yr for PLTR. At a 0.39 correlation, their price movements are largely independent.
Performance
AIA vs. PLTR - Performance Comparison
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Returns By Period
In the year-to-date period, AIA achieves a 44.56% return, which is significantly higher than PLTR's -27.99% return.
AIA
- 1D
- 0.54%
- 1M
- 6.70%
- YTD
- 44.56%
- 6M
- 50.54%
- 1Y
- 83.79%
- 3Y*
- 34.57%
- 5Y*
- 11.52%
- 10Y*
- 15.05%
PLTR
- 1D
- -2.36%
- 1M
- -4.48%
- YTD
- -27.99%
- 6M
- -30.28%
- 1Y
- -6.85%
- 3Y*
- 99.99%
- 5Y*
- 39.00%
- 10Y*
- —
AIA vs. PLTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AIA iShares Asia 50 ETF | 44.56% | 47.79% | 20.26% | 4.32% | -24.08% | -10.91% | 24.06% |
PLTR Palantir Technologies Inc. | -27.99% | 135.03% | 340.48% | 167.45% | -64.74% | -22.68% | 135.50% |
Correlation
The correlation between AIA and PLTR is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2020 | 0.39 |
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Return for Risk
AIA vs. PLTR — Risk / Return Rank
AIA
PLTR
AIA vs. PLTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Asia 50 ETF (AIA) and Palantir Technologies Inc. (PLTR). 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.
| AIA | PLTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.99 | ||
| Sortino ratioReturn per unit of downside risk | +3.21 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.03 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 5.70 | -0.14 | +5.84 |
| Martin ratioReturn relative to average drawdown | 19.76 | -0.25 | +20.01 |
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Drawdowns
AIA vs. PLTR - Drawdown Comparison
The maximum AIA drawdown since its inception was -60.89%, smaller than the maximum PLTR drawdown of -84.62%. Use the drawdown chart below to compare losses from any high point for AIA and PLTR.
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Drawdown Indicators
| AIA | PLTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.89% | -84.62% | +23.73% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -38.22% | +24.07% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -40.61% | +18.97% |
Max Drawdown (5Y)Largest decline over 5 years | -50.11% | -79.14% | +29.03% |
Max Drawdown (10Y)Largest decline over 10 years | -54.64% | — | — |
Current DrawdownCurrent decline from peak | -6.44% | -38.22% | +31.78% |
Average DrawdownAverage peak-to-trough decline | -16.66% | -40.27% | +23.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.08% | 21.23% | -17.15% |
Volatility
AIA vs. PLTR - Volatility Comparison
The current volatility for iShares Asia 50 ETF (AIA) is 14.34%, while Palantir Technologies Inc. (PLTR) has a volatility of 17.16%. This indicates that AIA experiences smaller price fluctuations and is considered to be less risky than PLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIA | PLTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.34% | 17.16% | -2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 24.49% | 38.32% | -13.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.93% | 50.83% | -22.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.96% | 65.44% | -39.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.78% | 69.75% | -45.97% |
Dividends
AIA vs. PLTR - Dividend Comparison
AIA's dividend yield for the trailing twelve months is around 1.73%, while PLTR has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIA iShares Asia 50 ETF | 1.73% | 2.50% | 2.78% | 2.07% | 2.59% | 1.54% | 1.11% | 2.24% | 2.49% | 1.45% | 2.29% | 2.88% |
PLTR Palantir Technologies Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AIA and PLTR have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLTR has higher volatility (17.16%) compared to AIA (14.34%). In terms of maximum drawdown, AIA dropped -60.89% vs PLTR's -84.62%.
AIA currently has the higher Sharpe Ratio (2.89 vs -0.11), 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.
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