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SHLD vs. PLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHLD vs. PLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Defense Tech ETF (SHLD) 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, SHLD achieves a -1.50% return, which is significantly higher than PLTR's -27.99% return.


SHLD

1D
-2.04%
1M
0.05%
YTD
-1.50%
6M
-1.03%
1Y
10.40%
3Y*
5Y*
10Y*

PLTR

1D
-2.36%
1M
-1.58%
YTD
-27.99%
6M
-30.28%
1Y
-5.33%
3Y*
99.99%
5Y*
39.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHLD vs. PLTR - Yearly Performance Comparison


2026 (YTD)202520242023
SHLD
Global X Defense Tech ETF
-1.50%74.16%35.03%12.89%
PLTR
Palantir Technologies Inc.
-27.99%135.03%340.48%10.13%

Correlation

The correlation between SHLD and PLTR is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2023

0.47

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Return for Risk

SHLD vs. PLTR — Risk / Return Rank

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

SHLD
SHLD Risk / Return Rank: 1616
Overall Rank
SHLD Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SHLD Sortino Ratio Rank: 1717
Sortino Ratio Rank
SHLD Omega Ratio Rank: 1616
Omega Ratio Rank
SHLD Calmar Ratio Rank: 1616
Calmar Ratio Rank
SHLD Martin Ratio Rank: 1616
Martin Ratio Rank

PLTR
PLTR Risk / Return Rank: 3838
Overall Rank
PLTR Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PLTR Sortino Ratio Rank: 3737
Sortino Ratio Rank
PLTR Omega Ratio Rank: 3636
Omega Ratio Rank
PLTR Calmar Ratio Rank: 3939
Calmar Ratio Rank
PLTR Martin Ratio Rank: 3939
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.

SHLD vs. PLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Defense Tech ETF (SHLD) 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.


SHLDPLTRDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.09

1.03

+0.06

Calmar ratioReturn relative to maximum drawdown

0.52

-0.14

+0.66

Martin ratioReturn relative to average drawdown

1.28

-0.25

+1.53

SHLD vs. PLTR - Sharpe Ratio Comparison

The current SHLD Sharpe Ratio is 0.43, which is higher than the PLTR Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of SHLD 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

SHLD vs. PLTR - Drawdown Comparison

The maximum SHLD drawdown since its inception was -20.10%, smaller than the maximum PLTR drawdown of -84.62%. Use the drawdown chart below to compare losses from any high point for SHLD and PLTR.


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Drawdown Indicators


SHLDPLTRDifference

Max Drawdown

Largest peak-to-trough decline

-20.10%

-84.62%

+64.52%

Max Drawdown (1Y)

Largest decline over 1 year

-20.10%

-38.22%

+18.12%

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

-18.20%

-38.22%

+20.02%

Average Drawdown

Average peak-to-trough decline

-3.34%

-40.27%

+36.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.12%

21.23%

-13.11%

Volatility

SHLD vs. PLTR - Volatility Comparison

The current volatility for Global X Defense Tech ETF (SHLD) is 9.05%, while Palantir Technologies Inc. (PLTR) has a volatility of 17.16%. This indicates that SHLD 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


SHLDPLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

17.16%

-8.11%

Volatility (6M)

Calculated over the trailing 6-month period

19.94%

38.32%

-18.38%

Volatility (1Y)

Calculated over the trailing 1-year period

24.55%

50.83%

-26.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.29%

65.44%

-44.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.29%

69.75%

-48.46%

Dividends

SHLD vs. PLTR - Dividend Comparison

SHLD's dividend yield for the trailing twelve months is around 0.56%, while PLTR has not paid dividends to shareholders.


PositionTTM202520242023
PLTR
Palantir Technologies Inc.
0.00%0.00%0.00%0.00%
SHLD
Global X Defense Tech ETF
0.56%0.55%0.53%0.26%

Frequently Asked Questions


SHLD and PLTR have a correlation of 0.50, 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 SHLD (9.05%). In terms of maximum drawdown, SHLD dropped -20.10% vs PLTR's -84.62%.

SHLD currently has the higher Sharpe Ratio (0.43 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.

Portfolio Optimizer

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