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CEGI.L vs. PLTI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEGI.L vs. PLTI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX Crypto Equity Income & Growth UCITS ETF Distributing (CEGI.L) and IncomeShares Palantir (PLTR) Options ETP (PLTI.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CEGI.L achieves a 21.78% return, which is significantly higher than PLTI.L's -32.76% return.


CEGI.L

1D
0.00%
1M
-7.68%
6M
11.56%
YTD
21.78%
1Y
36.17%
3Y*
5Y*
10Y*

PLTI.L

1D
0.00%
1M
-8.92%
6M
-31.80%
YTD
-32.76%
1Y
-34.05%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEGI.L vs. PLTI.L - Yearly Performance Comparison


Correlation

The correlation between CEGI.L and PLTI.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2025

0.33

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Return for Risk

CEGI.L vs. PLTI.L — Risk / Return Rank

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

CEGI.L
CEGI.L Risk / Return Rank: 3131
Overall Rank
CEGI.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CEGI.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
CEGI.L Omega Ratio Rank: 3232
Omega Ratio Rank
CEGI.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
CEGI.L Martin Ratio Rank: 2626
Martin Ratio Rank

PLTI.L
PLTI.L Risk / Return Rank: 55
Overall Rank
PLTI.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PLTI.L Sortino Ratio Rank: 55
Sortino Ratio Rank
PLTI.L Omega Ratio Rank: 55
Omega Ratio Rank
PLTI.L Calmar Ratio Rank: 44
Calmar Ratio Rank
PLTI.L Martin Ratio Rank: 55
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.

CEGI.L vs. PLTI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX Crypto Equity Income & Growth UCITS ETF Distributing (CEGI.L) and IncomeShares Palantir (PLTR) Options ETP (PLTI.L). 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.


CEGI.LPLTI.LDifference
Sharpe ratioReturn per unit of total volatility

+1.57

Sortino ratioReturn per unit of downside risk

+2.11

Omega ratioGain probability vs. loss probability

1.19

0.93

+0.26

Calmar ratioReturn relative to maximum drawdown

1.29

-0.58

+1.87

Martin ratioReturn relative to average drawdown

2.85

-0.89

+3.74

CEGI.L vs. PLTI.L - Sharpe Ratio Comparison

The current CEGI.L Sharpe Ratio is 1.03, which is higher than the PLTI.L Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of CEGI.L and PLTI.L, 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

CEGI.L vs. PLTI.L - Drawdown Comparison

The maximum CEGI.L drawdown since its inception was -27.98%, smaller than the maximum PLTI.L drawdown of -59.14%. Use the drawdown chart below to compare losses from any high point for CEGI.L and PLTI.L.


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Drawdown Indicators


CEGI.LPLTI.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.98%

-59.14%

+31.16%

Max Drawdown (1Y)

Largest decline over 1 year

-27.98%

-59.14%

+31.16%

Current Drawdown

Current decline from peak

-8.97%

-55.06%

+46.09%

Average Drawdown

Average peak-to-trough decline

-9.52%

-32.79%

+23.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.70%

38.09%

-25.39%

Volatility

CEGI.L vs. PLTI.L - Volatility Comparison

The current volatility for REX Crypto Equity Income & Growth UCITS ETF Distributing (CEGI.L) is 9.85%, while IncomeShares Palantir (PLTR) Options ETP (PLTI.L) has a volatility of 14.53%. This indicates that CEGI.L experiences smaller price fluctuations and is considered to be less risky than PLTI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEGI.LPLTI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.85%

14.53%

-4.68%

Volatility (6M)

Calculated over the trailing 6-month period

25.58%

32.83%

-7.25%

Volatility (1Y)

Calculated over the trailing 1-year period

35.16%

62.68%

-27.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.79%

9,906.58%

-9,871.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.79%

9,906.58%

-9,871.79%

CEGI.L vs. PLTI.L - Expense Ratio Comparison

CEGI.L has a 0.65% expense ratio, which is higher than PLTI.L's 0.55% expense ratio.


Dividends

CEGI.L vs. PLTI.L - Dividend Comparison

CEGI.L's dividend yield for the trailing twelve months is around 18.49%, less than PLTI.L's 57.80% yield.


Frequently Asked Questions


CEGI.L and PLTI.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PLTI.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PLTI.L is cheaper with a 0.55% expense ratio, compared with 0.65% for CEGI.L.

They also come from different issuers: REX and Leverage Shares. Their fees differ too: 0.65% for CEGI.L and 0.55% for PLTI.L.

Portfolio Optimizer

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