SGOL vs. PLTR
SGOL (abrdn Physical Gold Shares ETF) is Gold fund tracking the LBMA Gold Price PM ($/ozt), while PLTR (Palantir Technologies Inc.) is a stock. Over the past 5 years, SGOL returned 17.34%/yr vs 39.00%/yr for PLTR. At a 0.08 correlation, their price movements are largely independent.
Performance
SGOL vs. PLTR - Performance Comparison
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Returns By Period
In the year-to-date period, SGOL achieves a -2.39% return, which is significantly higher than PLTR's -27.99% return.
SGOL
- 1D
- 0.10%
- 1M
- -7.35%
- YTD
- -2.39%
- 6M
- -2.15%
- 1Y
- 22.44%
- 3Y*
- 29.18%
- 5Y*
- 17.34%
- 10Y*
- 12.34%
PLTR
- 1D
- -2.36%
- 1M
- -4.48%
- YTD
- -27.99%
- 6M
- -30.28%
- 1Y
- -6.85%
- 3Y*
- 99.99%
- 5Y*
- 39.00%
- 10Y*
- —
SGOL vs. PLTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SGOL abrdn Physical Gold Shares ETF | -2.39% | 63.99% | 26.90% | 12.99% | -0.51% | -3.94% | 0.16% |
PLTR Palantir Technologies Inc. | -27.99% | 135.03% | 340.48% | 167.45% | -64.74% | -22.68% | 135.50% |
Correlation
The correlation between SGOL and PLTR is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2020 | 0.08 |
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Return for Risk
SGOL vs. PLTR — Risk / Return Rank
SGOL
PLTR
SGOL vs. PLTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Gold Shares ETF (SGOL) 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.
| SGOL | PLTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.03 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | -0.14 | +1.13 |
| Martin ratioReturn relative to average drawdown | 2.85 | -0.25 | +3.10 |
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Drawdowns
SGOL vs. PLTR - Drawdown Comparison
The maximum SGOL drawdown since its inception was -45.51%, smaller than the maximum PLTR drawdown of -84.62%. Use the drawdown chart below to compare losses from any high point for SGOL and PLTR.
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Drawdown Indicators
| SGOL | PLTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.51% | -84.62% | +39.11% |
Max Drawdown (1Y)Largest decline over 1 year | -24.37% | -38.22% | +13.85% |
Max Drawdown (3Y)Largest decline over 3 years | -24.37% | -40.61% | +16.24% |
Max Drawdown (5Y)Largest decline over 5 years | -24.37% | -79.14% | +54.77% |
Max Drawdown (10Y)Largest decline over 10 years | -24.37% | — | — |
Current DrawdownCurrent decline from peak | -22.00% | -38.22% | +16.22% |
Average DrawdownAverage peak-to-trough decline | -18.41% | -40.27% | +21.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.46% | 21.23% | -12.77% |
Volatility
SGOL vs. PLTR - Volatility Comparison
The current volatility for abrdn Physical Gold Shares ETF (SGOL) is 7.69%, while Palantir Technologies Inc. (PLTR) has a volatility of 17.16%. This indicates that SGOL 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
| SGOL | PLTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.69% | 17.16% | -9.47% |
Volatility (6M)Calculated over the trailing 6-month period | 23.85% | 38.32% | -14.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.08% | 50.83% | -23.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.10% | 65.44% | -47.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 69.75% | -53.71% |
Dividends
SGOL vs. PLTR - Dividend Comparison
Neither SGOL nor PLTR has paid dividends to shareholders.
Frequently Asked Questions
SGOL and PLTR have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLTR has higher volatility (17.16%) compared to SGOL (7.69%). In terms of maximum drawdown, SGOL dropped -45.51% vs PLTR's -84.62%.
SGOL currently has the higher Sharpe Ratio (0.89 vs -0.11), 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.
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