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PL vs. ION
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PL vs. ION - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Planet Labs PBC (PL) and Proshares S&P Global Core Battery Metals ETF (ION). 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 120.74% return, which is significantly higher than ION's 11.94% return.


PL

1D
0.93%
1M
17.24%
YTD
120.74%
6M
236.40%
1Y
990.98%
3Y*
110.30%
5Y*
34.47%
10Y*

ION

1D
-1.83%
1M
-11.66%
YTD
11.94%
6M
26.66%
1Y
112.51%
3Y*
18.23%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PL vs. ION - Yearly Performance Comparison


2026 (YTD)2025202420232022
PL
Planet Labs PBC
120.74%388.12%63.56%-43.22%-23.95%
ION
Proshares S&P Global Core Battery Metals ETF
11.94%108.37%-20.02%-14.10%-8.86%

Correlation

The correlation between PL and ION is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2022

0.35

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Return for Risk

PL vs. ION — Risk / Return Rank

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

PL
PL Risk / Return Rank: 9999
Overall Rank
PL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
PL Sortino Ratio Rank: 9999
Sortino Ratio Rank
PL Omega Ratio Rank: 9898
Omega Ratio Rank
PL Calmar Ratio Rank: 100100
Calmar Ratio Rank
PL Martin Ratio Rank: 100100
Martin Ratio Rank

ION
ION Risk / Return Rank: 8181
Overall Rank
ION Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ION Sortino Ratio Rank: 7373
Sortino Ratio Rank
ION Omega Ratio Rank: 7373
Omega Ratio Rank
ION Calmar Ratio Rank: 8787
Calmar Ratio Rank
ION Martin Ratio Rank: 8484
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. ION - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Planet Labs PBC (PL) and Proshares S&P Global Core Battery Metals ETF (ION). 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.


PLIONDifference
Sharpe ratioReturn per unit of total volatility

+6.17

Sortino ratioReturn per unit of downside risk

+3.08

Omega ratioGain probability vs. loss probability

1.78

1.42

+0.36

Calmar ratioReturn relative to maximum drawdown

34.52

4.86

+29.66

Martin ratioReturn relative to average drawdown

85.57

16.95

+68.62

PL vs. ION - Sharpe Ratio Comparison

The current PL Sharpe Ratio is 9.16, which is higher than the ION Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of PL and ION, 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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Sharpe Ratios by Period


PLIONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

9.16

2.99

+6.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.37

+0.06

Drawdowns

PL vs. ION - Drawdown Comparison

The maximum PL drawdown since its inception was -85.73%, which is greater than ION's maximum drawdown of -52.08%. Use the drawdown chart below to compare losses from any high point for PL and ION.


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Drawdown Indicators


PLIONDifference

Max Drawdown

Largest peak-to-trough decline

-85.73%

-52.08%

-33.65%

Max Drawdown (1Y)

Largest decline over 1 year

-29.01%

-23.30%

-5.71%

Max Drawdown (3Y)

Largest decline over 3 years

-65.51%

-46.47%

-19.04%

Max Drawdown (5Y)

Largest decline over 5 years

-85.73%

Current Drawdown

Current decline from peak

-15.31%

-15.56%

+0.25%

Average Drawdown

Average peak-to-trough decline

-49.99%

-23.69%

-26.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.68%

6.66%

+5.02%

Volatility

PL vs. ION - Volatility Comparison

Planet Labs PBC (PL) has a higher volatility of 27.51% compared to Proshares S&P Global Core Battery Metals ETF (ION) at 12.06%. This indicates that PL's price experiences larger fluctuations and is considered to be riskier than ION based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLIONDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.51%

12.06%

+15.45%

Volatility (6M)

Calculated over the trailing 6-month period

71.02%

29.94%

+41.08%

Volatility (1Y)

Calculated over the trailing 1-year period

109.37%

37.98%

+71.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.87%

31.08%

+48.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.00%

31.08%

+47.92%

Dividends

PL vs. ION - Dividend Comparison

PL has not paid dividends to shareholders, while ION's dividend yield for the trailing twelve months is around 1.42%.


PositionTTM2025202420232022
ION
Proshares S&P Global Core Battery Metals ETF
1.42%1.63%1.74%2.23%0.13%
PL
Planet Labs PBC
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PL and ION have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PL has higher volatility (27.51%) compared to ION (12.06%). In terms of maximum drawdown, PL dropped -85.73% vs ION's -52.08%.

PL currently has the higher Sharpe Ratio (9.16 vs 2.99), 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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