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GRNY vs. PLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GRNY vs. PLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) 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, GRNY achieves a 9.98% return, which is significantly higher than PLTR's -24.14% return.


GRNY

1D
-0.37%
1M
-0.94%
6M
5.26%
YTD
9.98%
1Y
17.27%
3Y*
5Y*
10Y*
ALL TIME*
19.76%

PLTR

1D
1.87%
1M
4.97%
6M
-21.12%
YTD
-24.14%
1Y
-12.16%
3Y*
101.71%
5Y*
43.04%
10Y*
ALL TIME*
56.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GRNY vs. PLTR - Yearly Performance Comparison


2026 (YTD)20252024
GRNY
Fundstrat Granny Shots U.S. Large Cap ETF
9.98%24.05%-0.45%
PLTR
Palantir Technologies Inc.
-24.14%135.03%36.20%

Correlation

The correlation between GRNY and PLTR is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2024

0.61

The correlation between GRNY and PLTR has been stable across timeframes, ranging from 0.54 to 0.60 - a consistent structural relationship.

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Return for Risk

GRNY vs. PLTR — Risk / Return Rank

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

GRNY
GRNY Risk / Return Rank: 3535
Overall Rank
GRNY Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
GRNY Sortino Ratio Rank: 3333
Sortino Ratio Rank
GRNY Omega Ratio Rank: 3232
Omega Ratio Rank
GRNY Calmar Ratio Rank: 3838
Calmar Ratio Rank
GRNY Martin Ratio Rank: 3838
Martin Ratio Rank

PLTR
PLTR Risk / Return Rank: 3535
Overall Rank
PLTR Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
PLTR Sortino Ratio Rank: 3434
Sortino Ratio Rank
PLTR Omega Ratio Rank: 3434
Omega Ratio Rank
PLTR Calmar Ratio Rank: 3737
Calmar Ratio Rank
PLTR Martin Ratio Rank: 3636
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.

GRNY vs. PLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) 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.


GRNYPLTRDifference
Sharpe ratioReturn per unit of total volatility

+1.20

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.17

1.00

+0.17

Calmar ratioReturn relative to maximum drawdown

1.49

-0.25

+1.74

Martin ratioReturn relative to average drawdown

4.48

-0.50

+4.98

GRNY vs. PLTR - Sharpe Ratio Comparison

The current GRNY Sharpe Ratio is 0.96, which is higher than the PLTR Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of GRNY 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

GRNY vs. PLTR - Drawdown Comparison

The maximum GRNY drawdown since its inception was -24.18%, smaller than the maximum PLTR drawdown of -84.62%. Use the drawdown chart below to compare losses from any high point for GRNY and PLTR.


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Drawdown Indicators


GRNYPLTRDifference

Max Drawdown

Largest peak-to-trough decline

-24.18%

-84.62%

+60.44%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-48.22%

+36.59%

Max Drawdown (3Y)

Largest decline over 3 years

-48.22%

Max Drawdown (5Y)

Largest decline over 5 years

-79.14%

Current Drawdown

Current decline from peak

-2.68%

-34.91%

+32.23%

Average Drawdown

Average peak-to-trough decline

-3.84%

-40.25%

+36.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.86%

24.39%

-20.53%

Volatility

GRNY vs. PLTR - Volatility Comparison

The current volatility for Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) is 4.09%, while Palantir Technologies Inc. (PLTR) has a volatility of 15.76%. This indicates that GRNY 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


GRNYPLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

15.76%

-11.67%

Volatility (6M)

Calculated over the trailing 6-month period

13.02%

39.68%

-26.66%

Volatility (1Y)

Calculated over the trailing 1-year period

18.06%

51.53%

-33.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.80%

65.63%

-42.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.80%

69.51%

-46.71%

Dividends

GRNY vs. PLTR - Dividend Comparison

GRNY's dividend yield for the trailing twelve months is around 0.07%, while PLTR has not paid dividends to shareholders.


Frequently Asked Questions


GRNY and PLTR have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PLTR has higher volatility (15.76%) compared to GRNY (4.09%). In terms of maximum drawdown, GRNY dropped -24.18% vs PLTR's -84.62%.

GRNY currently has the higher Sharpe Ratio (0.96 vs -0.24), 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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