Palantir Technologies Inc.

10-Year Study

0A7R.LSE · · GB · Common Stock

Executive Summary: Palantir Technologies Inc. has compounded at 247.2% annually over the last 10 years, with a maximum drawdown of 76.3% and an annualized volatility of 265.2%.

1Y CAGR
+188.6%
3Y CAGR
+118.5%
5Y CAGR
+44.5%
10Y CAGR
+247.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
76.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
18.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
712.42
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
991.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +821.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -66.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-17.4-9.08.6-2.6————————-20.5%
20254.4-16.3-7.312.24.6-8.61.94.1-13.2-11.88.6312.6215.5%
2024-4.87.8-5.5-5.227.3-4.58.6-15.6-1.2-6.712.39.716.3%
202323.22.57.3-8.887.76.425.3-22.47.4142.418.15.6678.7%
2022-26.5-14.319.2-23.4-17.24.011.5-24.18.25.1-15.7-15.5-66.0%
2021-25.50.71454.5-1.61.313.8-17.320.1-7.05.4-20.5-10.0821.0%
2020——————0.00.00.00.01900.00.01900.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 265.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 45.2% of variance. Idiosyncratic stock-specific factors contribute 26.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-06-0110000
2020-07-0110000
2020-08-0110000
2020-09-0110000
2020-10-0110000
2020-11-01199999.9970197678
2020-12-01199999.9970197678
2021-01-01148999.99873340133
2021-02-01149999.99776482585
2021-03-012331800.044599175
2021-04-012293499.9124184265
2021-05-012323800.0523477783
2021-06-012645499.952949584
2021-07-012187999.8834729213
2021-08-012628000.0295042987
2021-09-012444000.0169873238
2021-10-012575999.9845027924
2021-11-012046999.900832774
2021-12-011841999.9801814558
2022-01-011354499.987445772
2022-02-011160999.9483674772
2022-03-011383999.994635582
2022-04-011060799.964356423
2022-05-01877999.9602139002
2022-06-01912999.9978393316
2022-07-011018000.0153481959
2022-08-01772499.97895211
2022-09-01835999.9532103545
2022-10-01878999.9830871823
2022-11-01740999.9736994508
2022-12-01625799.980375171
2023-01-01770800.0068247317
2023-02-01789999.9977648258
2023-03-01847999.9415874489
2023-04-01773649.9671094124
2023-05-011452000.0241398807
2023-06-011545499.9693408613
2023-07-011935899.8963847773
2023-08-011501500.0119581816
2023-09-011611899.9241009366
2023-10-013906999.9112635865
2023-11-014615000.083819031
2023-12-014872999.881610276
2024-01-014638999.869838359
2024-02-015000999.757632617
2024-03-014724999.929592014
2024-04-014476999.9790638685
2024-05-015699999.915063382
2024-06-015440999.903663994
2024-07-015910999.972954392
2024-08-014990000.078231095
2024-09-014929000.018104911
2024-10-014599999.931454659
2024-11-015165999.907761813
2024-12-015665999.900311233
2025-01-015913999.850839378
2025-02-014947999.880492689
2025-03-014584999.779090289
2025-04-015142999.953880907
2025-05-015377999.797791245
2025-06-014917999.957233668
2025-07-015008999.940618874
2025-08-015213000.02913177
2025-09-014524999.9325722465
2025-10-013990999.925270678
2025-11-014333000.118538735
2025-12-0117878829.733584676
2026-01-0114765999.779969456
2026-02-0113437999.7997582
2026-03-0114594799.782520536
2026-04-0114215999.788165094
Annual Return Matrix
YearAnnual Return
20218.210000038146973
2022-0.6602605933179634
20236.7868329089573995
20240.16273343689040098
20252.1554588860127923
2026-0.20486966988332012
Total Factor Risk
2.652175093319293
VTI.US Exposure
0.12606090742135467
VEA.US Exposure
0.011163488788675619
VWO.US Exposure
-0.0019237545117514773
QQQ.US Exposure
0.05310127330922043
VTV.US Exposure
-0.0013626980668664584
IJR.US Exposure
0.00027563948712390637
QUAL.US Exposure
0.013119667667547966
SHV.US Exposure
0.45217731587194343
TLT.US Exposure
0.008501453675467278
LQD.US Exposure
-0.0011473308459775044
HYG.US Exposure
0.03134030055129092
GLD.US Exposure
-0.0024547796715743415
USO.US Exposure
0.0011070430459261512
VNQ.US Exposure
0.00744632922367252
BTC-USD.CC Exposure
0.00004551274600865873
CPER.US Exposure
0.0193661271991904
VIX.INDX Exposure
-0.00004524252321893284
UUP.US Exposure
0.0053008715373596554
TIP.US Exposure
0.014575502207353125
Idiosyncratic Exposure
0.2633523728872539
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
265.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+43.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
26.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.74
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Palantir Technologies Inc. a high-risk investment?

Palantir Technologies Inc. (0A7R.LSE) has an annualized volatility of 265.2% and experienced a maximum drawdown of 76.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0A7R.LSE?

Over the past 10 years, 0A7R.LSE has generated a Compound Annual Growth Rate (CAGR) of 247.2%. It has had a positive return in 67% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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