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PLTY vs. PLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLTY vs. PLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax PLTR Option Income Strategy ETF (PLTY) 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, PLTY achieves a -20.06% return, which is significantly higher than PLTR's -27.72% return.


PLTY

1D
-1.33%
1M
-3.77%
YTD
-20.06%
6M
-26.02%
1Y
-5.38%
3Y*
5Y*
10Y*

PLTR

1D
-1.65%
1M
-6.51%
YTD
-27.72%
6M
-33.57%
1Y
-6.43%
3Y*
99.01%
5Y*
38.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLTY vs. PLTR - Yearly Performance Comparison


2026 (YTD)20252024
PLTY
YieldMax PLTR Option Income Strategy ETF
-20.06%78.06%52.50%
PLTR
Palantir Technologies Inc.
-27.72%135.03%94.47%

Correlation

The correlation between PLTY 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 Oct 8, 2024

0.98

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

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Return for Risk

PLTY vs. PLTR — Risk / Return Rank

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

PLTY
PLTY Risk / Return Rank: 77
Overall Rank
PLTY Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PLTY Sortino Ratio Rank: 88
Sortino Ratio Rank
PLTY Omega Ratio Rank: 88
Omega Ratio Rank
PLTY Calmar Ratio Rank: 77
Calmar Ratio Rank
PLTY Martin Ratio Rank: 77
Martin Ratio Rank

PLTR
PLTR Risk / Return Rank: 3535
Overall Rank
PLTR Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
PLTR Sortino Ratio Rank: 3434
Sortino Ratio Rank
PLTR Omega Ratio Rank: 3333
Omega Ratio Rank
PLTR Calmar Ratio Rank: 3535
Calmar Ratio Rank
PLTR Martin Ratio Rank: 3636
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. PLTR - Risk-Adjusted Trends Comparison

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


PLTYPLTRDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.01

1.02

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.20

-0.22

+0.01

Martin ratioReturn relative to average drawdown

-0.37

-0.38

+0.01

PLTY vs. PLTR - Sharpe Ratio Comparison

The current PLTY Sharpe Ratio is -0.16, which is comparable to the PLTR Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of PLTY 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

PLTY vs. PLTR - Drawdown Comparison

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


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Drawdown Indicators


PLTYPLTRDifference

Max Drawdown

Largest peak-to-trough decline

-36.61%

-84.62%

+48.01%

Max Drawdown (1Y)

Largest decline over 1 year

-34.41%

-38.22%

+3.81%

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

-30.66%

-37.99%

+7.33%

Average Drawdown

Average peak-to-trough decline

-13.16%

-40.26%

+27.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.73%

21.72%

-2.99%

Volatility

PLTY vs. PLTR - Volatility Comparison

The current volatility for YieldMax PLTR Option Income Strategy ETF (PLTY) is 15.06%, while Palantir Technologies Inc. (PLTR) has a volatility of 17.89%. This indicates that PLTY experiences smaller price fluctuations and is considered to be less risky 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


PLTYPLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.06%

17.89%

-2.83%

Volatility (6M)

Calculated over the trailing 6-month period

32.71%

38.63%

-5.92%

Volatility (1Y)

Calculated over the trailing 1-year period

42.87%

51.01%

-8.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.51%

65.49%

-12.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.51%

69.70%

-17.19%

Dividends

PLTY vs. PLTR - Dividend Comparison

PLTY's dividend yield for the trailing twelve months is around 124.98%, while PLTR has not paid dividends to shareholders.


PositionTTM20252024
PLTR
Palantir Technologies Inc.
0.00%0.00%0.00%
PLTY
YieldMax PLTR Option Income Strategy ETF
114.58%112.44%7.85%

Frequently Asked Questions


With a correlation of 0.99, PLTY 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.

PLTR has higher volatility (17.89%) compared to PLTY (15.06%). In terms of maximum drawdown, PLTY dropped -36.61% vs PLTR's -84.62%.

PLTR currently has the higher Sharpe Ratio (-0.16 vs -0.16), 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 PLTY and PLTR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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