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

Performance

MSTI.L vs. PLTI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Microstrategy (MSTR) Options ETP (MSTI.L) and IncomeShares Palantir (PLTR) Options ETP (PLTI.L). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

In the year-to-date period, MSTI.L achieves a -40.12% return, which is significantly lower than PLTI.L's -29.13% return.


MSTI.L

1D
-7.11%
1M
-16.01%
YTD
-40.12%
6M
-72.66%
1Y
3Y*
5Y*
10Y*

PLTI.L

1D
0.00%
1M
1.64%
YTD
-29.13%
6M
-40.48%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both MSTI.L and PLTI.L have an expense ratio of 0.55%.


Return for Risk

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

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Microstrategy (MSTR) Options ETP (MSTI.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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


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Sharpe Ratios by Period


MSTI.LPLTI.LDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.40

-0.86

-0.54

Correlation

The correlation between MSTI.L and PLTI.L is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MSTI.L vs. PLTI.L - Dividend Comparison

MSTI.L's dividend yield for the trailing twelve months is around 0.74%, more than PLTI.L's 0.72% yield.


Drawdowns

MSTI.L vs. PLTI.L - Drawdown Comparison

The maximum MSTI.L drawdown since its inception was -80.37%, which is greater than PLTI.L's maximum drawdown of -51.46%. Use the drawdown chart below to compare losses from any high point for MSTI.L and PLTI.L.


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Drawdown Indicators


MSTI.LPLTI.LDifference

Max Drawdown

Largest peak-to-trough decline

-80.37%

-51.46%

-28.91%

Current Drawdown

Current decline from peak

-80.37%

-45.54%

-34.83%

Average Drawdown

Average peak-to-trough decline

-46.87%

-21.31%

-25.56%

Volatility

MSTI.L vs. PLTI.L - Volatility Comparison


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Volatility by Period


MSTI.LPLTI.LDifference

Volatility (1Y)

Calculated over the trailing 1-year period

61.31%

45.34%

+15.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.31%

45.34%

+15.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.31%

45.34%

+15.97%