BRKU vs. PLMR
BRKU (Direxion Daily BRKB Bull 2X Shares) is Leveraged Equities fund actively managed by Direxion, while PLMR (Palomar Holdings, Inc.) is a stock. Over the past year, BRKU returned -19.26% vs -42.08% for PLMR. At a 0.33 correlation, their price movements are largely independent.
Performance
BRKU vs. PLMR - Performance Comparison
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Returns By Period
In the year-to-date period, BRKU achieves a -14.77% return, which is significantly higher than PLMR's -24.74% return.
BRKU
- 1D
- 1.64%
- 1M
- 2.08%
- YTD
- -14.77%
- 6M
- -16.17%
- 1Y
- -19.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PLMR
- 1D
- -3.11%
- 1M
- -12.23%
- YTD
- -24.74%
- 6M
- -14.04%
- 1Y
- -42.08%
- 3Y*
- 23.25%
- 5Y*
- 6.92%
- 10Y*
- —
BRKU vs. PLMR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BRKU Direxion Daily BRKB Bull 2X Shares | -14.77% | 6.44% | -3.96% |
PLMR Palomar Holdings, Inc. | -24.74% | 27.63% | -2.64% |
Correlation
The correlation between BRKU and PLMR is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2024 | 0.33 |
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Return for Risk
BRKU vs. PLMR — Risk / Return Rank
BRKU
PLMR
BRKU vs. PLMR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily BRKB Bull 2X Shares (BRKU) and Palomar Holdings, Inc. (PLMR). 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.
| BRKU | PLMR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.70 | -1.17 | +0.47 |
Sortino ratioReturn per unit of downside risk | -0.84 | -1.69 | +0.85 |
Omega ratioGain probability vs. loss probability | 0.90 | 0.79 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | -0.88 | -1.03 | +0.15 |
Martin ratioReturn relative to average drawdown | -1.77 | -1.53 | -0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRKU | PLMR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.70 | -1.17 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.16 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.26 | 0.56 | -0.82 |
Drawdowns
BRKU vs. PLMR - Drawdown Comparison
The maximum BRKU drawdown since its inception was -35.37%, smaller than the maximum PLMR drawdown of -62.86%. Use the drawdown chart below to compare losses from any high point for BRKU and PLMR.
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Drawdown Indicators
| BRKU | PLMR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.37% | -62.86% | +27.49% |
Max Drawdown (1Y)Largest decline over 1 year | -22.06% | -40.96% | +18.90% |
Max Drawdown (3Y)Largest decline over 3 years | — | -42.27% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -53.81% | — |
Current DrawdownCurrent decline from peak | -33.11% | -42.27% | +9.16% |
Average DrawdownAverage peak-to-trough decline | -18.87% | -28.80% | +9.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.14% | 28.84% | -17.70% |
Volatility
BRKU vs. PLMR - Volatility Comparison
The current volatility for Direxion Daily BRKB Bull 2X Shares (BRKU) is 7.19%, while Palomar Holdings, Inc. (PLMR) has a volatility of 9.65%. This indicates that BRKU experiences smaller price fluctuations and is considered to be less risky than PLMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRKU | PLMR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.19% | 9.65% | -2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 20.67% | 23.20% | -2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.78% | 36.07% | -8.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.42% | 42.60% | -8.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.42% | 47.91% | -13.49% |
Dividends
BRKU vs. PLMR - Dividend Comparison
BRKU's dividend yield for the trailing twelve months is around 2.99%, while PLMR has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
BRKU Direxion Daily BRKB Bull 2X Shares | 2.99% | 2.44% |
PLMR Palomar Holdings, Inc. | 0.00% | 0.00% |
Frequently Asked Questions
BRKU and PLMR have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLMR has higher volatility (9.65%) compared to BRKU (7.19%). In terms of maximum drawdown, BRKU dropped -35.37% vs PLMR's -62.86%.
BRKU currently has the higher Sharpe Ratio (-0.70 vs -1.17), 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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