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PLTR vs. GRNY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLTR vs. GRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Palantir Technologies Inc. (PLTR) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PLTR achieves a -23.22% return, which is significantly lower than GRNY's 9.21% return.


PLTR

1D
0.69%
1M
-0.97%
YTD
-23.22%
6M
-24.81%
1Y
6.85%
3Y*
108.67%
5Y*
41.37%
10Y*

GRNY

1D
0.52%
1M
0.19%
YTD
9.21%
6M
7.56%
1Y
26.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLTR vs. GRNY - Yearly Performance Comparison


2026 (YTD)20252024
PLTR
Palantir Technologies Inc.
-23.22%135.03%35.34%
GRNY
Fundstrat Granny Shots U.S. Large Cap ETF
9.21%24.05%-1.09%

Correlation

The correlation between PLTR and GRNY is 0.58, 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

0.58

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2024

0.63

The correlation between PLTR and GRNY has been stable across timeframes, ranging from 0.58 to 0.63 - a consistent structural relationship.

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Return for Risk

PLTR vs. GRNY — Risk / Return Rank

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

PLTR
PLTR Risk / Return Rank: 4545
Overall Rank
PLTR Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PLTR Sortino Ratio Rank: 4444
Sortino Ratio Rank
PLTR Omega Ratio Rank: 4444
Omega Ratio Rank
PLTR Calmar Ratio Rank: 4747
Calmar Ratio Rank
PLTR Martin Ratio Rank: 4646
Martin Ratio Rank

GRNY
GRNY Risk / Return Rank: 4747
Overall Rank
GRNY Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GRNY Sortino Ratio Rank: 4545
Sortino Ratio Rank
GRNY Omega Ratio Rank: 4444
Omega Ratio Rank
GRNY Calmar Ratio Rank: 5151
Calmar Ratio Rank
GRNY Martin Ratio Rank: 4646
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.

PLTR vs. GRNY - Risk-Adjusted Trends Comparison

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


PLTRGRNYDifference
Sharpe ratioReturn per unit of total volatility

-1.36

Sortino ratioReturn per unit of downside risk

-1.50

Omega ratioGain probability vs. loss probability

1.07

1.26

-0.19

Calmar ratioReturn relative to maximum drawdown

0.18

2.30

-2.12

Martin ratioReturn relative to average drawdown

0.33

7.00

-6.67

PLTR vs. GRNY - Sharpe Ratio Comparison

The current PLTR Sharpe Ratio is 0.14, which is lower than the GRNY Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of PLTR and GRNY, 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


PLTRGRNYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

1.50

-1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.89

-0.03

Drawdowns

PLTR vs. GRNY - Drawdown Comparison

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


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Drawdown Indicators


PLTRGRNYDifference

Max Drawdown

Largest peak-to-trough decline

-84.62%

-24.18%

-60.44%

Max Drawdown (1Y)

Largest decline over 1 year

-38.19%

-11.63%

-26.56%

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

-34.13%

-2.59%

-31.54%

Average Drawdown

Average peak-to-trough decline

-40.29%

-4.01%

-36.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.71%

3.81%

+16.90%

Volatility

PLTR vs. GRNY - Volatility Comparison

Palantir Technologies Inc. (PLTR) has a higher volatility of 17.24% compared to Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) at 5.02%. This indicates that PLTR's price experiences larger fluctuations and is considered to be riskier than GRNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLTRGRNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.24%

5.02%

+12.22%

Volatility (6M)

Calculated over the trailing 6-month period

38.35%

13.09%

+25.26%

Volatility (1Y)

Calculated over the trailing 1-year period

50.93%

17.86%

+33.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.44%

23.25%

+42.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.81%

23.25%

+46.56%

Dividends

PLTR vs. GRNY - Dividend Comparison

Neither PLTR nor GRNY has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PLTR and GRNY have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PLTR has higher volatility (17.24%) compared to GRNY (5.02%). In terms of maximum drawdown, PLTR dropped -84.62% vs GRNY's -24.18%.

GRNY currently has the higher Sharpe Ratio (1.50 vs 0.14), 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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