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PL vs. EWY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PL vs. EWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Planet Labs PBC (PL) and iShares MSCI South Korea ETF (EWY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PL achieves a 57.96% return, which is significantly lower than EWY's 103.10% return.


PL

1D
-8.84%
1M
-27.63%
YTD
57.96%
6M
70.78%
1Y
480.07%
3Y*
106.65%
5Y*
25.63%
10Y*

EWY

1D
-0.75%
1M
3.64%
YTD
103.10%
6M
117.85%
1Y
203.95%
3Y*
46.46%
5Y*
18.80%
10Y*
16.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PL vs. EWY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PL
Planet Labs PBC
57.96%388.12%63.56%-43.22%-29.27%-37.24%
EWY
iShares MSCI South Korea ETF
103.10%95.33%-20.48%19.05%-26.59%-14.34%

Correlation

The correlation between PL and EWY 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 (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2021

0.37

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Return for Risk

PL vs. EWY — Risk / Return Rank

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

PL
PL Risk / Return Rank: 9797
Overall Rank
PL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PL Sortino Ratio Rank: 9696
Sortino Ratio Rank
PL Omega Ratio Rank: 9595
Omega Ratio Rank
PL Calmar Ratio Rank: 9898
Calmar Ratio Rank
PL Martin Ratio Rank: 9999
Martin Ratio Rank

EWY
EWY Risk / Return Rank: 9595
Overall Rank
EWY Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
EWY Sortino Ratio Rank: 9393
Sortino Ratio Rank
EWY Omega Ratio Rank: 9494
Omega Ratio Rank
EWY Calmar Ratio Rank: 9797
Calmar Ratio Rank
EWY Martin Ratio Rank: 9696
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.

PL vs. EWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Planet Labs PBC (PL) and iShares MSCI South Korea ETF (EWY). 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.


PLEWYDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.55

1.59

-0.04

Calmar ratioReturn relative to maximum drawdown

11.79

8.65

+3.15

Martin ratioReturn relative to average drawdown

36.80

30.24

+6.57

PL vs. EWY - Sharpe Ratio Comparison

The current PL Sharpe Ratio is 4.62, which is comparable to the EWY Sharpe Ratio of 4.29. The chart below compares the historical Sharpe Ratios of PL and EWY, 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

PL vs. EWY - Drawdown Comparison

The maximum PL drawdown since its inception was -85.73%, which is greater than EWY's maximum drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for PL and EWY.


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Drawdown Indicators


PLEWYDifference

Max Drawdown

Largest peak-to-trough decline

-85.73%

-74.14%

-11.59%

Max Drawdown (1Y)

Largest decline over 1 year

-40.23%

-23.08%

-17.15%

Max Drawdown (3Y)

Largest decline over 3 years

-55.17%

-27.36%

-27.81%

Max Drawdown (5Y)

Largest decline over 5 years

-85.73%

-48.55%

-37.18%

Max Drawdown (10Y)

Largest decline over 10 years

-49.73%

Current Drawdown

Current decline from peak

-39.40%

-8.88%

-30.52%

Average Drawdown

Average peak-to-trough decline

-49.90%

-20.11%

-29.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.88%

6.59%

+6.29%

Volatility

PL vs. EWY - Volatility Comparison

Planet Labs PBC (PL) has a higher volatility of 39.48% compared to iShares MSCI South Korea ETF (EWY) at 25.64%. This indicates that PL's price experiences larger fluctuations and is considered to be riskier than EWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLEWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

39.48%

25.64%

+13.84%

Volatility (6M)

Calculated over the trailing 6-month period

78.71%

42.65%

+36.06%

Volatility (1Y)

Calculated over the trailing 1-year period

102.61%

46.51%

+56.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.98%

30.15%

+50.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.91%

28.06%

+51.85%

Dividends

PL vs. EWY - Dividend Comparison

PL has not paid dividends to shareholders, while EWY's dividend yield for the trailing twelve months is around 1.03%.


PositionTTM20252024202320222021202020192018201720162015
EWY
iShares MSCI South Korea ETF
1.03%2.10%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%
PL
Planet Labs PBC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PL and EWY 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.

PL has higher volatility (39.48%) compared to EWY (25.64%). In terms of maximum drawdown, PL dropped -85.73% vs EWY's -74.14%.

PL currently has the higher Sharpe Ratio (4.62 vs 4.29), 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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