PLTR vs. SOXX
PLTR (Palantir Technologies Inc.) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 5 years, PLTR returned 43.04%/yr vs 29.72%/yr for SOXX. At a 0.46 correlation, their price movements are largely independent.
Performance
PLTR vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, PLTR achieves a -24.14% return, which is significantly lower than SOXX's 74.24% return.
PLTR
- 1D
- 1.87%
- 1M
- 4.97%
- 6M
- -21.12%
- YTD
- -24.14%
- 1Y
- -12.16%
- 3Y*
- 101.71%
- 5Y*
- 43.04%
- 10Y*
- —
- ALL TIME*
- 56.59%
SOXX
- 1D
- 0.45%
- 1M
- -18.03%
- 6M
- 53.21%
- YTD
- 74.24%
- 1Y
- 113.43%
- 3Y*
- 46.45%
- 5Y*
- 29.72%
- 10Y*
- 32.94%
- ALL TIME*
- 14.02%
PLTR vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PLTR Palantir Technologies Inc. | -24.14% | 135.03% | 340.48% | 167.45% | -64.74% | -22.68% | 135.50% |
SOXX iShares Semiconductor ETF | 74.24% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 24.95% |
Correlation
The correlation between PLTR and SOXX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2020 | 0.46 |
Over the past year, the correlation between PLTR and SOXX has dropped to 0.20 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
PLTR vs. SOXX — Risk / Return Rank
PLTR
SOXX
PLTR vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Palantir Technologies Inc. (PLTR) and iShares Semiconductor ETF (SOXX). 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.
| PLTR | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.93 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.40 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 5.61 | -5.86 |
| Martin ratioReturn relative to average drawdown | -0.50 | 20.26 | -20.76 |
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Drawdowns
PLTR vs. SOXX - Drawdown Comparison
The maximum PLTR drawdown since its inception was -84.62%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for PLTR and SOXX.
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Drawdown Indicators
| PLTR | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.62% | -70.21% | -14.41% |
Max Drawdown (1Y)Largest decline over 1 year | -48.22% | -20.34% | -27.88% |
Max Drawdown (3Y)Largest decline over 3 years | -48.22% | -41.36% | -6.86% |
Max Drawdown (5Y)Largest decline over 5 years | -79.14% | -45.75% | -33.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.75% | — |
Current DrawdownCurrent decline from peak | -34.91% | -19.98% | -14.93% |
Average DrawdownAverage peak-to-trough decline | -40.25% | -19.92% | -20.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.39% | 5.62% | +18.77% |
Volatility
PLTR vs. SOXX - Volatility Comparison
The current volatility for Palantir Technologies Inc. (PLTR) is 15.76%, while iShares Semiconductor ETF (SOXX) has a volatility of 19.83%. This indicates that PLTR experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLTR | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.76% | 19.83% | -4.07% |
Volatility (6M)Calculated over the trailing 6-month period | 39.68% | 36.88% | +2.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.53% | 42.54% | +8.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.63% | 37.83% | +27.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.51% | 34.31% | +35.20% |
Dividends
PLTR vs. SOXX - Dividend Comparison
PLTR has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.28%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PLTR Palantir Technologies Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXX iShares Semiconductor ETF | 0.28% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Frequently Asked Questions
PLTR and SOXX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (19.83%) compared to PLTR (15.76%). In terms of maximum drawdown, PLTR dropped -84.62% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (2.69 vs -0.24), 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.
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