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PTX.DE vs. LSMC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PTX.DE vs. LSMC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Palantir Technologies Inc (PTX.DE) and Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PTX.DE achieves a -22.00% return, which is significantly lower than LSMC.DE's 63.83% return.


PTX.DE

1D
-1.56%
1M
8.42%
YTD
-22.00%
6M
-20.26%
1Y
6.94%
3Y*
103.67%
5Y*
43.93%
10Y*

LSMC.DE

1D
-3.34%
1M
12.86%
YTD
63.83%
6M
63.41%
1Y
126.99%
3Y*
62.06%
5Y*
36.20%
10Y*
28.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PTX.DE vs. LSMC.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PTX.DE
Palantir Technologies Inc
-22.00%111.89%368.10%167.65%-62.98%-20.84%
LSMC.DE
Amundi MSCI Semiconductors ESG Screened UCITS ETF
63.83%32.60%66.54%74.46%-34.66%29.83%

Correlation

The correlation between PTX.DE and LSMC.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Jan 8, 2021

0.43

The correlation between PTX.DE and LSMC.DE shifts across timeframes, from 0.31 (1 year) to 0.46 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PTX.DE vs. LSMC.DE — Risk / Return Rank

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

PTX.DE
PTX.DE Risk / Return Rank: 4646
Overall Rank
PTX.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PTX.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
PTX.DE Omega Ratio Rank: 4444
Omega Ratio Rank
PTX.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
PTX.DE Martin Ratio Rank: 4646
Martin Ratio Rank

LSMC.DE
LSMC.DE Risk / Return Rank: 9494
Overall Rank
LSMC.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
LSMC.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
LSMC.DE Omega Ratio Rank: 9191
Omega Ratio Rank
LSMC.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
LSMC.DE Martin Ratio Rank: 9696
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.

PTX.DE vs. LSMC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Palantir Technologies Inc (PTX.DE) and Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE). 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.


PTX.DELSMC.DEDifference
Sharpe ratioReturn per unit of total volatility

-4.10

Sortino ratioReturn per unit of downside risk

-4.01

Omega ratioGain probability vs. loss probability

1.07

1.59

-0.52

Calmar ratioReturn relative to maximum drawdown

0.23

10.37

-10.14

Martin ratioReturn relative to average drawdown

0.43

32.83

-32.40

PTX.DE vs. LSMC.DE - Sharpe Ratio Comparison

The current PTX.DE Sharpe Ratio is 0.17, which is lower than the LSMC.DE Sharpe Ratio of 4.27. The chart below compares the historical Sharpe Ratios of PTX.DE and LSMC.DE, 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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Sharpe Ratios by Period


PTX.DELSMC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

4.27

-4.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

1.15

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.82

-0.22

Drawdowns

PTX.DE vs. LSMC.DE - Drawdown Comparison

The maximum PTX.DE drawdown since its inception was -82.64%, which is greater than LSMC.DE's maximum drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for PTX.DE and LSMC.DE.


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Drawdown Indicators


PTX.DELSMC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-82.64%

-39.77%

-42.87%

Max Drawdown (1Y)

Largest decline over 1 year

-38.62%

-12.53%

-26.09%

Max Drawdown (3Y)

Largest decline over 3 years

-42.99%

-36.22%

-6.77%

Max Drawdown (5Y)

Largest decline over 5 years

-76.69%

-39.77%

-36.92%

Max Drawdown (10Y)

Largest decline over 10 years

-39.77%

Current Drawdown

Current decline from peak

-30.40%

-3.34%

-27.06%

Average Drawdown

Average peak-to-trough decline

-39.89%

-9.37%

-30.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.29%

3.96%

+16.33%

Volatility

PTX.DE vs. LSMC.DE - Volatility Comparison

Palantir Technologies Inc (PTX.DE) has a higher volatility of 16.99% compared to Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) at 11.23%. This indicates that PTX.DE's price experiences larger fluctuations and is considered to be riskier than LSMC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTX.DELSMC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.99%

11.23%

+5.76%

Volatility (6M)

Calculated over the trailing 6-month period

36.57%

22.18%

+14.39%

Volatility (1Y)

Calculated over the trailing 1-year period

50.13%

30.40%

+19.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.08%

31.21%

+32.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.91%

26.06%

+39.85%

Dividends

PTX.DE vs. LSMC.DE - Dividend Comparison

Neither PTX.DE nor LSMC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PTX.DE and LSMC.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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