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PLTY vs. PLTE.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLTY vs. PLTE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax PLTR Option Income Strategy ETF (PLTY) and Harvest Palantir Enhanced High Income Shares ETF (PLTE.TO). The values are adjusted to include any dividend payments, if applicable.

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PLTY vs. PLTE.TO - Yearly Performance Comparison


Different Trading Currencies

PLTY is traded in USD, while PLTE.TO is traded in CAD. To make them comparable, the PLTE.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PLTY achieves a -13.43% return, which is significantly higher than PLTE.TO's -23.81% return.


PLTY

1D
5.38%
1M
6.96%
YTD
-13.43%
6M
-15.39%
1Y
46.37%
3Y*
5Y*
10Y*

PLTE.TO

1D
3.52%
1M
3.21%
YTD
-23.81%
6M
-22.17%
1Y
72.12%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLTY vs. PLTE.TO - Expense Ratio Comparison

PLTY has a 0.99% expense ratio, which is higher than PLTE.TO's 0.40% expense ratio.


Return for Risk

PLTY vs. PLTE.TO — Risk / Return Rank

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

PLTY
PLTY Risk / Return Rank: 5555
Overall Rank
PLTY Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PLTY Sortino Ratio Rank: 6161
Sortino Ratio Rank
PLTY Omega Ratio Rank: 5858
Omega Ratio Rank
PLTY Calmar Ratio Rank: 5656
Calmar Ratio Rank
PLTY Martin Ratio Rank: 3838
Martin Ratio Rank

PLTE.TO
PLTE.TO Risk / Return Rank: 6060
Overall Rank
PLTE.TO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PLTE.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
PLTE.TO Omega Ratio Rank: 6161
Omega Ratio Rank
PLTE.TO Calmar Ratio Rank: 6464
Calmar Ratio Rank
PLTE.TO Martin Ratio Rank: 4343
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.

PLTY vs. PLTE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax PLTR Option Income Strategy ETF (PLTY) and Harvest Palantir Enhanced High Income Shares ETF (PLTE.TO). 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.


PLTYPLTE.TODifference

Sharpe ratio

Return per unit of total volatility

1.01

1.14

-0.14

Sortino ratio

Return per unit of downside risk

1.47

1.75

-0.28

Omega ratio

Gain probability vs. loss probability

1.20

1.23

-0.03

Calmar ratio

Return relative to maximum drawdown

1.28

1.79

-0.50

Martin ratio

Return relative to average drawdown

3.21

4.44

-1.22

PLTY vs. PLTE.TO - Sharpe Ratio Comparison

The current PLTY Sharpe Ratio is 1.01, which is comparable to the PLTE.TO Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of PLTY and PLTE.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PLTYPLTE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.14

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.44

1.18

+0.27

Correlation

The correlation between PLTY and PLTE.TO is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PLTY vs. PLTE.TO - Dividend Comparison

PLTY's dividend yield for the trailing twelve months is around 120.04%, more than PLTE.TO's 35.10% yield.


Drawdowns

PLTY vs. PLTE.TO - Drawdown Comparison

The maximum PLTY drawdown since its inception was -36.61%, smaller than the maximum PLTE.TO drawdown of -44.04%. Use the drawdown chart below to compare losses from any high point for PLTY and PLTE.TO.


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Drawdown Indicators


PLTYPLTE.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.61%

-43.92%

+7.31%

Max Drawdown (1Y)

Largest decline over 1 year

-34.41%

-41.32%

+6.91%

Current Drawdown

Current decline from peak

-24.92%

-33.33%

+8.41%

Average Drawdown

Average peak-to-trough decline

-11.08%

-14.81%

+3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.72%

16.62%

-2.90%

Volatility

PLTY vs. PLTE.TO - Volatility Comparison

The current volatility for YieldMax PLTR Option Income Strategy ETF (PLTY) is 11.97%, while Harvest Palantir Enhanced High Income Shares ETF (PLTE.TO) has a volatility of 14.48%. This indicates that PLTY experiences smaller price fluctuations and is considered to be less risky than PLTE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLTYPLTE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.97%

14.48%

-2.51%

Volatility (6M)

Calculated over the trailing 6-month period

32.39%

41.51%

-9.12%

Volatility (1Y)

Calculated over the trailing 1-year period

46.37%

63.45%

-17.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.61%

71.49%

-17.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.61%

71.49%

-17.88%