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PLTW vs. PLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLTW vs. PLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PLTR WeeklyPay™ ETF (PLTW) and Palantir Technologies Inc. (PLTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PLTW achieves a -40.18% return, which is significantly lower than PLTR's -32.77% return.


PLTW

1D
-7.91%
1M
-15.42%
YTD
-40.18%
6M
-46.07%
1Y
-22.36%
3Y*
5Y*
10Y*

PLTR

1D
-6.98%
1M
-12.70%
YTD
-32.77%
6M
-38.40%
1Y
-12.96%
3Y*
104.22%
5Y*
35.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLTW vs. PLTR - Yearly Performance Comparison


2026 (YTD)2025
PLTW
PLTR WeeklyPay™ ETF
-40.18%28.26%
PLTR
Palantir Technologies Inc.
-32.77%42.63%

Correlation

The correlation between PLTW and PLTR 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 Feb 19, 2025

0.99

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

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Return for Risk

PLTW vs. PLTR — Risk / Return Rank

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

PLTW
PLTW Risk / Return Rank: 66
Overall Rank
PLTW Sharpe Ratio Rank: 66
Sharpe Ratio Rank
PLTW Sortino Ratio Rank: 77
Sortino Ratio Rank
PLTW Omega Ratio Rank: 66
Omega Ratio Rank
PLTW Calmar Ratio Rank: 55
Calmar Ratio Rank
PLTW Martin Ratio Rank: 55
Martin Ratio Rank

PLTR
PLTR Risk / Return Rank: 3131
Overall Rank
PLTR Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PLTR Sortino Ratio Rank: 3131
Sortino Ratio Rank
PLTR Omega Ratio Rank: 3131
Omega Ratio Rank
PLTR Calmar Ratio Rank: 3232
Calmar Ratio Rank
PLTR Martin Ratio Rank: 3131
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.

PLTW vs. PLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PLTR WeeklyPay™ ETF (PLTW) and Palantir Technologies Inc. (PLTR). 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.


PLTWPLTRDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

0.98

1.00

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.44

-0.31

-0.13

Martin ratioReturn relative to average drawdown

-0.83

-0.59

-0.23

PLTW vs. PLTR - Sharpe Ratio Comparison

The current PLTW Sharpe Ratio is -0.36, which is lower than the PLTR Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of PLTW and PLTR, 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

PLTW vs. PLTR - Drawdown Comparison

The maximum PLTW drawdown since its inception was -51.72%, smaller than the maximum PLTR drawdown of -84.62%. Use the drawdown chart below to compare losses from any high point for PLTW and PLTR.


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Drawdown Indicators


PLTWPLTRDifference

Max Drawdown

Largest peak-to-trough decline

-51.72%

-84.62%

+32.90%

Max Drawdown (1Y)

Largest decline over 1 year

-51.07%

-42.32%

-8.75%

Max Drawdown (3Y)

Largest decline over 3 years

-42.32%

Max Drawdown (5Y)

Largest decline over 5 years

-79.14%

Current Drawdown

Current decline from peak

-51.07%

-42.32%

-8.75%

Average Drawdown

Average peak-to-trough decline

-23.26%

-40.26%

+17.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.04%

21.88%

+5.16%

Volatility

PLTW vs. PLTR - Volatility Comparison

PLTR WeeklyPay™ ETF (PLTW) has a higher volatility of 23.03% compared to Palantir Technologies Inc. (PLTR) at 19.10%. This indicates that PLTW's price experiences larger fluctuations and is considered to be riskier than PLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLTWPLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.03%

19.10%

+3.93%

Volatility (6M)

Calculated over the trailing 6-month period

46.93%

38.87%

+8.06%

Volatility (1Y)

Calculated over the trailing 1-year period

61.60%

51.54%

+10.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.35%

65.60%

+8.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

74.35%

69.74%

+4.61%

Dividends

PLTW vs. PLTR - Dividend Comparison

PLTW's dividend yield for the trailing twelve months is around 150.91%, while PLTR has not paid dividends to shareholders.


PositionTTM2025
PLTR
Palantir Technologies Inc.
0.00%0.00%
PLTW
PLTR WeeklyPay™ ETF
150.91%72.40%

Frequently Asked Questions


With a correlation of 0.99, PLTW and PLTR 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.

PLTW has higher volatility (23.03%) compared to PLTR (19.10%). In terms of maximum drawdown, PLTW dropped -51.72% vs PLTR's -84.62%.

PLTR currently has the higher Sharpe Ratio (-0.25 vs -0.36), 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 PLTW and PLTR

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