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EUAD vs. PLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUAD vs. PLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Select STOXX Europe Aerospace & Defense ETF (EUAD) 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, EUAD achieves a -2.37% return, which is significantly higher than PLTR's -27.99% return.


EUAD

1D
-0.77%
1M
4.47%
YTD
-2.37%
6M
-0.54%
1Y
2.75%
3Y*
5Y*
10Y*

PLTR

1D
-2.36%
1M
-1.58%
YTD
-27.99%
6M
-30.28%
1Y
-5.33%
3Y*
99.99%
5Y*
39.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUAD vs. PLTR - Yearly Performance Comparison


2026 (YTD)20252024
EUAD
Select STOXX Europe Aerospace & Defense ETF
-2.37%74.51%-6.86%
PLTR
Palantir Technologies Inc.
-27.99%135.03%77.12%

Correlation

The correlation between EUAD and PLTR is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2024

0.26

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Return for Risk

EUAD vs. PLTR — Risk / Return Rank

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

EUAD
EUAD Risk / Return Rank: 1111
Overall Rank
EUAD Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EUAD Sortino Ratio Rank: 1111
Sortino Ratio Rank
EUAD Omega Ratio Rank: 1111
Omega Ratio Rank
EUAD Calmar Ratio Rank: 1111
Calmar Ratio Rank
EUAD Martin Ratio Rank: 1111
Martin Ratio Rank

PLTR
PLTR Risk / Return Rank: 3838
Overall Rank
PLTR Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PLTR Sortino Ratio Rank: 3737
Sortino Ratio Rank
PLTR Omega Ratio Rank: 3636
Omega Ratio Rank
PLTR Calmar Ratio Rank: 3939
Calmar Ratio Rank
PLTR Martin Ratio Rank: 3939
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.

EUAD vs. PLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Select STOXX Europe Aerospace & Defense ETF (EUAD) 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.


EUADPLTRDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.04

1.03

+0.01

Calmar ratioReturn relative to maximum drawdown

0.13

-0.14

+0.27

Martin ratioReturn relative to average drawdown

0.30

-0.25

+0.55

EUAD vs. PLTR - Sharpe Ratio Comparison

The current EUAD Sharpe Ratio is 0.09, which is higher than the PLTR Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of EUAD 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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Drawdowns

EUAD vs. PLTR - Drawdown Comparison

The maximum EUAD drawdown since its inception was -22.04%, smaller than the maximum PLTR drawdown of -84.62%. Use the drawdown chart below to compare losses from any high point for EUAD and PLTR.


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Drawdown Indicators


EUADPLTRDifference

Max Drawdown

Largest peak-to-trough decline

-22.04%

-84.62%

+62.58%

Max Drawdown (1Y)

Largest decline over 1 year

-22.04%

-38.22%

+16.18%

Max Drawdown (3Y)

Largest decline over 3 years

-40.61%

Max Drawdown (5Y)

Largest decline over 5 years

-79.14%

Current Drawdown

Current decline from peak

-14.81%

-38.22%

+23.41%

Average Drawdown

Average peak-to-trough decline

-5.88%

-40.27%

+34.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.34%

21.23%

-11.89%

Volatility

EUAD vs. PLTR - Volatility Comparison

The current volatility for Select STOXX Europe Aerospace & Defense ETF (EUAD) is 9.65%, while Palantir Technologies Inc. (PLTR) has a volatility of 17.16%. This indicates that EUAD 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


EUADPLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.65%

17.16%

-7.51%

Volatility (6M)

Calculated over the trailing 6-month period

24.40%

38.32%

-13.92%

Volatility (1Y)

Calculated over the trailing 1-year period

29.15%

50.83%

-21.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.90%

65.44%

-35.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.90%

69.75%

-39.85%

Dividends

EUAD vs. PLTR - Dividend Comparison

EUAD's dividend yield for the trailing twelve months is around 0.41%, while PLTR has not paid dividends to shareholders.


PositionTTM20252024
EUAD
Select STOXX Europe Aerospace & Defense ETF
0.41%0.40%0.10%
PLTR
Palantir Technologies Inc.
0.00%0.00%0.00%

Frequently Asked Questions


EUAD and PLTR have a correlation of 0.30, 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 EUAD (9.65%). In terms of maximum drawdown, EUAD dropped -22.04% vs PLTR's -84.62%.

EUAD currently has the higher Sharpe Ratio (0.09 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.

Portfolio Optimizer

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