Palantir Technologies Inc.

10-Year Study

PTX.XETRA · Technology · DE · Common Stock

Executive Summary: Palantir Technologies Inc. has compounded at 26.1% annually over the last 10 years, with a maximum drawdown of 84.9% and an annualized volatility of 133.5%.

1Y CAGR
+7.2%
3Y CAGR
+113.3%
5Y CAGR
+46.1%
10Y CAGR
+26.1%

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 →
84.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
205.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +365.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -83.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026378.3-7.77.4-1.8————————365.5%
2025266.5-2.8-3.332.212.42.518.5-3.815.412.5-16.6-81.917.3%
2024-5.651.3-5.3-2.3-5.420.15.511.618.414.965.0-64.640.7%
202318.96.93.4-10.290.65.426.1-22.210.6-7.128.7-13.1167.7%
2022-65.5-11.917.4-17.8-20.95.214.1-21.711.83.2-22.2-14.2-83.2%
2021-6.1-34.5-0.5-2.9-1.719.9-18.018.9-3.75.7-19.294.38.8%
2020——-5.75.72.00.62.72.1-1.2-1.24.31.610.8%

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 133.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 29.4% of variance. Idiosyncratic stock-specific factors contribute 24.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-02-0110000
2020-03-019425.051869505236
2020-04-019958.932602770486
2020-05-0110154.004371496952
2020-06-0110219.712598716882
2020-07-0110492.813336035739
2020-08-0110708.41945613147
2020-09-0110584.189176089993
2020-10-0110458.59006984147
2020-11-0110906.913616752814
2020-12-0111081.451686864522
2021-01-0110403.833235583345
2021-02-016810.403993029887
2021-03-016776.180857386521
2021-04-016577.686670654996
2021-05-016464.065860319021
2021-06-017749.829066440291
2021-07-016353.867363547381
2021-08-017556.468350055271
2021-09-017274.1274809975
2021-10-017686.516265500064
2021-11-016207.392342993774
2021-12-0112060.233575146241
2022-01-014158.110980669001
2022-02-013663.9289019787925
2022-03-014299.794762232537
2022-04-013535.249911959735
2022-05-012798.083570201626
2022-06-012942.8474339730656
2022-07-013358.316300683532
2022-08-012630.390205549131
2022-09-012940.45181447803
2022-10-013035.249900210154
2022-11-012360.3696653229717
2022-12-012026.0096300872829
2023-01-012409.650980649419
2023-02-012577.0021139454802
2023-03-012664.955572548931
2023-04-012394.2505696099042
2023-05-014563.655138042892
2023-06-014808.350557892961
2023-07-016064.339636004502
2023-08-014715.948091655871
2023-09-015217.317028831188
2023-10-014849.418320665
2023-11-016242.2999413500065
2023-12-015422.655842691385
2024-01-015119.781092247594
2024-02-017744.695596093786
2024-03-017337.440281937728
2024-04-017171.458074067401
2024-05-016786.44779807953
2024-06-018151.950910249846
2024-07-018603.69630074228
2024-08-019604.723018310744
2024-09-0111374.05913107278
2024-10-0113064.682031855073
2024-11-0121560.575455320748
2024-12-017631.481566702209
2025-01-0127970.568761323255
2025-02-0127193.703582218834
2025-03-0126303.90205549131
2025-04-0134777.5504407888
2025-05-0139082.82090472428
2025-06-0140054.75795699588
2025-07-0147474.33376447769
2025-08-0145646.81832112193
2025-09-0152683.09500939803
2025-10-0159260.78168005303
2025-11-0149425.05249614956
2025-12-018949.349840189378
2026-01-0142806.298062722526
2026-02-0139500.34315957335
2026-03-0142416.15431638815
2026-04-0141656.40070510542
Annual Return Matrix
YearAnnual Return
20210.08832614317507925
2022-0.8320090885915769
20231.6765202702702706
20240.4073328251114927
20250.17268839110315226
20263.6546845803296844
Total Factor Risk
1.3351328502615496
VTI.US Exposure
0.025438384687871723
VEA.US Exposure
-0.0008972588428914707
VWO.US Exposure
0.011033497074103487
QQQ.US Exposure
0.19585932077038337
VTV.US Exposure
0.002810001773386689
IJR.US Exposure
0.03461165014157991
QUAL.US Exposure
0.02028346179808265
SHV.US Exposure
0.2942562327808691
TLT.US Exposure
0.0030041019895121765
LQD.US Exposure
-0.00028462546190346973
HYG.US Exposure
0.06452879940198449
GLD.US Exposure
-0.0015520173399678392
USO.US Exposure
0.004517976561652085
VNQ.US Exposure
0.02457470624468681
BTC-USD.CC Exposure
0.01730589634191688
CPER.US Exposure
0.008066516148067578
VIX.INDX Exposure
-0.005629456802352255
UUP.US Exposure
0.05257401743807559
TIP.US Exposure
0.0034879350409017557
Idiosyncratic Exposure
0.24601086025404081
Value Score
0
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
133.5%

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 →231.9x
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$305.0B
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 →
-0.7%
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 →
-12.5%
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 →
30.9% 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 →
1.67
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Palantir Technologies Inc. a high-risk investment?

Palantir Technologies Inc. (PTX.XETRA) has an annualized volatility of 133.5% and experienced a maximum drawdown of 84.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of PTX.XETRA?

Over the past 10 years, PTX.XETRA has generated a Compound Annual Growth Rate (CAGR) of 26.1%. It has had a positive return in 83% 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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