ORCX vs. PLTR

Last updated Jun 3, 2026

ORCX (Defiance Daily Target 2X Long ORCL ETF) is Leveraged Equities fund actively managed by Defiance, while PLTR (Palantir Technologies Inc.) is a stock. Over the past year, ORCX returned 33.67% vs 15.25% for PLTR. At a 0.49 correlation, their price movements are largely independent.

Performance

ORCX vs. PLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Long ORCL ETF (ORCX) and Palantir Technologies Inc. (PLTR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ORCX achieves a 31.34% return, which is significantly higher than PLTR's -14.39% return.

ORCX

• 1D: -2.86%
• 1M: 93.58%
• YTD: 31.34%
• 6M: 18.48%
• 1Y: 33.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PLTR

• 1D: -5.28%
• 1M: 5.62%
• YTD: -14.39%
• 6M: -10.85%
• 1Y: 15.25%
• 3Y*: 118.84%
• 5Y*: 45.14%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ORCX vs. PLTR - Yearly Performance Comparison

	2026 (YTD)	2025
ORCX Defiance Daily Target 2X Long ORCL ETF	31.34%	-16.20%
PLTR Palantir Technologies Inc.	-14.39%	60.35%

Correlation

The correlation between ORCX and PLTR is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (All Time) Calculated using the full available price history since Feb 10, 2025	0.49

Return for Risk

ORCX vs. PLTR — Risk / Return Rank

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

ORCX

ORCX Risk / Return Rank: 18
ORCX Sharpe Ratio Rank: 13
ORCX Sortino Ratio Rank: 27
ORCX Omega Ratio Rank: 25
ORCX Calmar Ratio Rank: 13
ORCX Martin Ratio Rank: 11

PLTR

PLTR Risk / Return Rank: 48
PLTR Sharpe Ratio Rank: 51
PLTR Sortino Ratio Rank: 47
PLTR Omega Ratio Rank: 47
PLTR Calmar Ratio Rank: 50
PLTR Martin Ratio Rank: 48

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.

ORCX vs. PLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Long ORCL ETF (ORCX) 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.

	ORCX	PLTR	Difference
Sharpe ratio Return per unit of total volatility	0.27	0.30	-0.03
Sortino ratio Return per unit of downside risk	1.46	0.74	+0.72
Omega ratio Gain probability vs. loss probability	1.17	1.09	+0.07
Calmar ratio Return relative to maximum drawdown	0.42	0.41	+0.01
Martin ratio Return relative to average drawdown	0.62	0.76	-0.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ORCX vs. PLTR - Sharpe Ratio Comparison

The current ORCX Sharpe Ratio is 0.27, which is comparable to the PLTR Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of ORCX 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.

Sharpe Ratios by Period

	ORCX	PLTR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.27	0.30	-0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.69	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	0.91	-0.85

Drawdowns

ORCX vs. PLTR - Drawdown Comparison

The maximum ORCX drawdown since its inception was -85.98%, roughly equal to the maximum PLTR drawdown of -84.62%. Use the drawdown chart below to compare losses from any high point for ORCX and PLTR.

Drawdown Indicators

	ORCX	PLTR	Difference
Max Drawdown Largest peak-to-trough decline	-85.98%	-84.62%	-1.36%
Max Drawdown (1Y) Largest decline over 1 year	-85.98%	-38.19%	-47.79%
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	-59.52%	-26.55%	-32.97%
Average Drawdown Average peak-to-trough decline	-44.34%	-40.31%	-4.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	57.35%	20.30%	+37.05%

Volatility

ORCX vs. PLTR - Volatility Comparison

Defiance Daily Target 2X Long ORCL ETF (ORCX) has a higher volatility of 34.29% compared to Palantir Technologies Inc. (PLTR) at 17.05%. This indicates that ORCX's price experiences larger fluctuations and is considered to be riskier than PLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ORCX	PLTR	Difference
Volatility (1M) Calculated over the trailing 1-month period	34.29%	17.05%	+17.24%
Volatility (6M) Calculated over the trailing 6-month period	81.33%	37.73%	+43.60%
Volatility (1Y) Calculated over the trailing 1-year period	127.43%	51.27%	+76.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	120.74%	65.36%	+55.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	120.74%	69.82%	+50.92%

Dividends

ORCX vs. PLTR - Dividend Comparison

Neither ORCX nor PLTR has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both ORCX and PLTR in my portfolio?

ORCX and PLTR have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ORCX or PLTR?

ORCX has higher volatility (34.29%) compared to PLTR (17.05%). In terms of maximum drawdown, ORCX dropped -85.98% vs PLTR's -84.62%.

Which has better risk-adjusted returns?

PLTR currently has the higher Sharpe Ratio (0.30 vs 0.27), 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.