PTX.DE vs. SXRV.DE
PTX.DE (Palantir Technologies Inc) is a stock, while SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, PTX.DE returned 43.25%/yr vs 15.47%/yr for SXRV.DE. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
PTX.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, PTX.DE achieves a -27.02% return, which is significantly lower than SXRV.DE's 16.63% return.
PTX.DE
- 1D
- 0.00%
- 1M
- 3.28%
- 6M
- -21.13%
- YTD
- -27.02%
- 1Y
- -12.78%
- 3Y*
- 96.99%
- 5Y*
- 43.25%
- 10Y*
- —
- ALL TIME*
- 35.95%
SXRV.DE
- 1D
- 1.21%
- 1M
- -4.52%
- 6M
- 17.01%
- YTD
- 16.63%
- 1Y
- 28.05%
- 3Y*
- 22.33%
- 5Y*
- 15.47%
- 10Y*
- 20.06%
- ALL TIME*
- 18.13%
PTX.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PTX.DE Palantir Technologies Inc | -27.02% | 111.89% | 368.10% | 167.65% | -62.98% | -23.86% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 16.63% | 6.98% | 33.55% | 51.19% | -30.05% | 38.98% |
Correlation
The correlation between PTX.DE and SXRV.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jan 8, 2021 | 0.53 |
The correlation between PTX.DE and SXRV.DE shifts across timeframes, from 0.43 (1 year) to 0.56 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
PTX.DE vs. SXRV.DE — Risk / Return Rank
PTX.DE
SXRV.DE
PTX.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Palantir Technologies Inc (PTX.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.
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.
| PTX.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.27 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.29 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 2.78 | -3.06 |
| Martin ratioReturn relative to average drawdown | -0.53 | 7.96 | -8.49 |
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Drawdowns
PTX.DE vs. SXRV.DE - Drawdown Comparison
The maximum PTX.DE drawdown since its inception was -82.64%, which is greater than SXRV.DE's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for PTX.DE and SXRV.DE.
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Drawdown Indicators
| PTX.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.64% | -32.80% | -49.84% |
Max Drawdown (1Y)Largest decline over 1 year | -46.29% | -10.03% | -36.26% |
Max Drawdown (3Y)Largest decline over 3 years | -46.29% | -26.69% | -19.60% |
Max Drawdown (5Y)Largest decline over 5 years | -76.69% | -31.33% | -45.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -34.87% | -4.52% | -30.35% |
Average DrawdownAverage peak-to-trough decline | -39.82% | -6.47% | -33.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.15% | 3.51% | +20.64% |
Volatility
PTX.DE vs. SXRV.DE - Volatility Comparison
Palantir Technologies Inc (PTX.DE) has a higher volatility of 15.94% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 6.12%. This indicates that PTX.DE's price experiences larger fluctuations and is considered to be riskier than SXRV.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.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.94% | 6.12% | +9.82% |
Volatility (6M)Calculated over the trailing 6-month period | 38.57% | 12.59% | +25.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.19% | 16.87% | +35.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.37% | 20.04% | +44.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.65% | 19.74% | +45.91% |
Dividends
PTX.DE vs. SXRV.DE - Dividend Comparison
Neither PTX.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
PTX.DE and SXRV.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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