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PLTR vs. PLTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLTR vs. PLTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Palantir Technologies Inc. (PLTR) and YieldMax PLTR Option Income Strategy ETF (PLTY). 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 -20.28% return, which is significantly lower than PLTY's -13.94% return.


PLTR

1D
-0.35%
1M
4.26%
YTD
-20.28%
6M
-20.36%
1Y
8.99%
3Y*
110.28%
5Y*
42.60%
10Y*

PLTY

1D
-0.46%
1M
5.06%
YTD
-13.94%
6M
-15.13%
1Y
5.94%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLTR vs. PLTY - Yearly Performance Comparison


2026 (YTD)20252024
PLTR
Palantir Technologies Inc.
-20.28%135.03%82.46%
PLTY
YieldMax PLTR Option Income Strategy ETF
-13.94%78.06%49.98%

Correlation

The correlation between PLTR and PLTY is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2024

0.98

The correlation between PLTR and PLTY has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

PLTR vs. PLTY — Risk / Return Rank

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

PLTR
PLTR Risk / Return Rank: 4646
Overall Rank
PLTR Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PLTR Sortino Ratio Rank: 4545
Sortino Ratio Rank
PLTR Omega Ratio Rank: 4545
Omega Ratio Rank
PLTR Calmar Ratio Rank: 4848
Calmar Ratio Rank
PLTR Martin Ratio Rank: 4747
Martin Ratio Rank

PLTY
PLTY Risk / Return Rank: 1212
Overall Rank
PLTY Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
PLTY Sortino Ratio Rank: 1313
Sortino Ratio Rank
PLTY Omega Ratio Rank: 1313
Omega Ratio Rank
PLTY Calmar Ratio Rank: 1111
Calmar Ratio Rank
PLTY Martin Ratio Rank: 1111
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. PLTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Palantir Technologies Inc. (PLTR) and YieldMax PLTR Option Income Strategy ETF (PLTY). 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.


PLTRPLTYDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.08

1.06

+0.01

Calmar ratioReturn relative to maximum drawdown

0.24

0.17

+0.06

Martin ratioReturn relative to average drawdown

0.44

0.33

+0.11

PLTR vs. PLTY - Sharpe Ratio Comparison

The current PLTR Sharpe Ratio is 0.17, which is comparable to the PLTY Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of PLTR and PLTY, 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


PLTRPLTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

0.14

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

1.25

-0.37

Drawdowns

PLTR vs. PLTY - Drawdown Comparison

The maximum PLTR drawdown since its inception was -84.62%, which is greater than PLTY's maximum drawdown of -36.61%. Use the drawdown chart below to compare losses from any high point for PLTR and PLTY.


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Drawdown Indicators


PLTRPLTYDifference

Max Drawdown

Largest peak-to-trough decline

-84.62%

-36.61%

-48.01%

Max Drawdown (1Y)

Largest decline over 1 year

-38.19%

-34.41%

-3.78%

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

-31.61%

-25.36%

-6.25%

Average Drawdown

Average peak-to-trough decline

-40.30%

-12.80%

-27.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.49%

17.79%

+2.70%

Volatility

PLTR vs. PLTY - Volatility Comparison

Palantir Technologies Inc. (PLTR) has a higher volatility of 16.84% compared to YieldMax PLTR Option Income Strategy ETF (PLTY) at 14.16%. This indicates that PLTR's price experiences larger fluctuations and is considered to be riskier than PLTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLTRPLTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.84%

14.16%

+2.68%

Volatility (6M)

Calculated over the trailing 6-month period

38.26%

32.34%

+5.92%

Volatility (1Y)

Calculated over the trailing 1-year period

51.70%

43.49%

+8.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.41%

52.88%

+12.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.83%

52.88%

+16.95%

Dividends

PLTR vs. PLTY - Dividend Comparison

PLTR has not paid dividends to shareholders, while PLTY's dividend yield for the trailing twelve months is around 112.23%.


PositionTTM20252024
PLTR
Palantir Technologies Inc.
0.00%0.00%0.00%
PLTY
YieldMax PLTR Option Income Strategy ETF
112.23%112.44%7.85%

Frequently Asked Questions


With a correlation of 0.99, PLTR and PLTY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PLTR has higher volatility (16.84%) compared to PLTY (14.16%). In terms of maximum drawdown, PLTR dropped -84.62% vs PLTY's -36.61%.

PLTR currently has the higher Sharpe Ratio (0.17 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

Find the right allocation for PLTR and PLTY

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