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BTC-USD vs. PLTR
Performance
Return for Risk
Drawdowns
Volatility

Performance

BTC-USD vs. PLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin (BTC-USD) and Palantir Technologies Inc. (PLTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTC-USD achieves a -28.54% return, which is significantly lower than PLTR's -23.22% return.


BTC-USD

1D
-1.22%
1M
-22.47%
YTD
-28.54%
6M
-31.02%
1Y
-40.89%
3Y*
33.16%
5Y*
10.82%
10Y*
59.68%

PLTR

1D
0.69%
1M
-0.97%
YTD
-23.22%
6M
-24.81%
1Y
6.85%
3Y*
108.67%
5Y*
41.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTC-USD vs. PLTR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BTC-USD
Bitcoin
-28.54%-6.27%120.76%155.82%-64.23%59.40%168.93%
PLTR
Palantir Technologies Inc.
-23.22%135.03%340.48%167.45%-64.74%-22.68%147.89%

Correlation

The correlation between BTC-USD and PLTR is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.22

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

0.27

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2020

0.23

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Return for Risk

BTC-USD vs. PLTR — Risk / Return Rank

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

BTC-USD
BTC-USD Risk / Return Rank: 2828
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4646
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1616
Martin Ratio Rank

PLTR
PLTR Risk / Return Rank: 4545
Overall Rank
PLTR Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PLTR Sortino Ratio Rank: 4444
Sortino Ratio Rank
PLTR Omega Ratio Rank: 4444
Omega Ratio Rank
PLTR Calmar Ratio Rank: 4747
Calmar Ratio Rank
PLTR Martin Ratio Rank: 4646
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.

BTC-USD vs. PLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) 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.


BTC-USDPLTRDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.88

Omega ratioGain probability vs. loss probability

0.86

1.07

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.80

0.18

-0.98

Martin ratioReturn relative to average drawdown

-1.42

0.33

-1.75

BTC-USD vs. PLTR - Sharpe Ratio Comparison

The current BTC-USD Sharpe Ratio is -0.95, which is lower than the PLTR Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of BTC-USD and PLTR, 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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Sharpe Ratios by Period


BTC-USDPLTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.95

0.14

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.64

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.86

+0.27

Drawdowns

BTC-USD vs. PLTR - Drawdown Comparison

The maximum BTC-USD drawdown since its inception was -85.30%, roughly equal to the maximum PLTR drawdown of -84.62%. Use the drawdown chart below to compare losses from any high point for BTC-USD and PLTR.


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Drawdown Indicators


BTC-USDPLTRDifference

Max Drawdown

Largest peak-to-trough decline

-85.30%

-84.62%

-0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-51.21%

-38.19%

-13.02%

Max Drawdown (3Y)

Largest decline over 3 years

-51.21%

-40.61%

-10.60%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

-79.14%

+2.47%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-49.86%

-34.13%

-15.73%

Average Drawdown

Average peak-to-trough decline

-42.32%

-40.29%

-2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.46%

20.71%

+13.75%

Volatility

BTC-USD vs. PLTR - Volatility Comparison

The current volatility for Bitcoin (BTC-USD) is 11.59%, while Palantir Technologies Inc. (PLTR) has a volatility of 17.24%. This indicates that BTC-USD 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


BTC-USDPLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.59%

17.24%

-5.65%

Volatility (6M)

Calculated over the trailing 6-month period

34.53%

38.35%

-3.82%

Volatility (1Y)

Calculated over the trailing 1-year period

35.67%

50.93%

-15.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.95%

65.44%

-20.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.71%

69.81%

-13.10%

Frequently Asked Questions


BTC-USD and PLTR have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PLTR has higher volatility (17.24%) compared to BTC-USD (11.59%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs PLTR's -84.62%.

PLTR currently has the higher Sharpe Ratio (0.14 vs -0.95), 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

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