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PLTR vs. TSLR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLTR vs. TSLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Palantir Technologies Inc. (PLTR) and GraniteShares 2x Long TSLA Daily ETF (TSLR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with PLTR having a -27.99% return and TSLR slightly higher at -27.58%.


PLTR

1D
-2.36%
1M
-1.58%
YTD
-27.99%
6M
-30.28%
1Y
-5.33%
3Y*
99.99%
5Y*
39.00%
10Y*

TSLR

1D
3.62%
1M
-19.09%
YTD
-27.58%
6M
-31.37%
1Y
19.41%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLTR vs. TSLR - Yearly Performance Comparison


2026 (YTD)202520242023
PLTR
Palantir Technologies Inc.
-27.99%135.03%340.48%18.41%
TSLR
GraniteShares 2x Long TSLA Daily ETF
-27.58%-25.97%67.57%1.69%

Correlation

The correlation between PLTR and TSLR is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2023

0.43

The correlation between PLTR and TSLR shifts across timeframes, from 0.32 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PLTR vs. TSLR — Risk / Return Rank

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

PLTR
PLTR Risk / Return Rank: 3838
Overall Rank
PLTR Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PLTR Sortino Ratio Rank: 3737
Sortino Ratio Rank
PLTR Omega Ratio Rank: 3636
Omega Ratio Rank
PLTR Calmar Ratio Rank: 3939
Calmar Ratio Rank
PLTR Martin Ratio Rank: 3939
Martin Ratio Rank

TSLR
TSLR Risk / Return Rank: 1616
Overall Rank
TSLR Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TSLR Sortino Ratio Rank: 2020
Sortino Ratio Rank
TSLR Omega Ratio Rank: 1818
Omega Ratio Rank
TSLR Calmar Ratio Rank: 1414
Calmar Ratio Rank
TSLR Martin Ratio Rank: 1313
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. TSLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Palantir Technologies Inc. (PLTR) and GraniteShares 2x Long TSLA Daily ETF (TSLR). 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.


PLTRTSLRDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.03

1.11

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.14

0.36

-0.50

Martin ratioReturn relative to average drawdown

-0.25

0.73

-0.98

PLTR vs. TSLR - Sharpe Ratio Comparison

The current PLTR Sharpe Ratio is -0.11, which is lower than the TSLR Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of PLTR and TSLR, 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

PLTR vs. TSLR - Drawdown Comparison

The maximum PLTR drawdown since its inception was -84.62%, roughly equal to the maximum TSLR drawdown of -82.80%. Use the drawdown chart below to compare losses from any high point for PLTR and TSLR.


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Drawdown Indicators


PLTRTSLRDifference

Max Drawdown

Largest peak-to-trough decline

-84.62%

-82.80%

-1.82%

Max Drawdown (1Y)

Largest decline over 1 year

-38.22%

-54.37%

+16.15%

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

-38.22%

-62.94%

+24.72%

Average Drawdown

Average peak-to-trough decline

-40.27%

-50.31%

+10.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.23%

26.72%

-5.49%

Volatility

PLTR vs. TSLR - Volatility Comparison

The current volatility for Palantir Technologies Inc. (PLTR) is 17.16%, while GraniteShares 2x Long TSLA Daily ETF (TSLR) has a volatility of 28.92%. This indicates that PLTR experiences smaller price fluctuations and is considered to be less risky than TSLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLTRTSLRDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.16%

28.92%

-11.76%

Volatility (6M)

Calculated over the trailing 6-month period

38.32%

57.66%

-19.34%

Volatility (1Y)

Calculated over the trailing 1-year period

50.83%

89.10%

-38.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.44%

115.61%

-50.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.75%

115.61%

-45.86%

Dividends

PLTR vs. TSLR - Dividend Comparison

Neither PLTR nor TSLR has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PLTR and TSLR have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLR has higher volatility (28.92%) compared to PLTR (17.16%). In terms of maximum drawdown, PLTR dropped -84.62% vs TSLR's -82.80%.

TSLR currently has the higher Sharpe Ratio (0.22 vs -0.11), 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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