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PLGO vs. FAS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLGO vs. FAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pelagos Insurance Capital Limited (PLGO) and Direxion Daily Financial Bull 3X Shares (FAS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PLGO achieves a 23.23% return, which is significantly higher than FAS's -12.41% return.


PLGO

1D
-0.54%
1M
5.61%
YTD
23.23%
6M
22.91%
1Y
55.79%
3Y*
5Y*
10Y*

FAS

1D
-1.57%
1M
9.03%
YTD
-12.41%
6M
-17.05%
1Y
-0.01%
3Y*
41.19%
5Y*
8.51%
10Y*
23.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLGO vs. FAS - Yearly Performance Comparison


2026 (YTD)202520242023
PLGO
Pelagos Insurance Capital Limited
23.23%11.20%46.32%-3.28%
FAS
Direxion Daily Financial Bull 3X Shares
-12.41%21.48%84.47%41.11%

Correlation

The correlation between PLGO and FAS is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2023

0.42

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Return for Risk

PLGO vs. FAS — Risk / Return Rank

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

PLGO
PLGO Risk / Return Rank: 9191
Overall Rank
PLGO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PLGO Sortino Ratio Rank: 9191
Sortino Ratio Rank
PLGO Omega Ratio Rank: 8888
Omega Ratio Rank
PLGO Calmar Ratio Rank: 9292
Calmar Ratio Rank
PLGO Martin Ratio Rank: 9393
Martin Ratio Rank

FAS
FAS Risk / Return Rank: 99
Overall Rank
FAS Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FAS Sortino Ratio Rank: 1010
Sortino Ratio Rank
FAS Omega Ratio Rank: 1010
Omega Ratio Rank
FAS Calmar Ratio Rank: 99
Calmar Ratio Rank
FAS Martin Ratio Rank: 99
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.

PLGO vs. FAS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pelagos Insurance Capital Limited (PLGO) and Direxion Daily Financial Bull 3X Shares (FAS). 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.


PLGOFASDifference
Sharpe ratioReturn per unit of total volatility

+1.95

Sortino ratioReturn per unit of downside risk

+2.79

Omega ratioGain probability vs. loss probability

1.37

1.04

+0.33

Calmar ratioReturn relative to maximum drawdown

4.79

-0.00

+4.79

Martin ratioReturn relative to average drawdown

14.30

-0.00

+14.30

PLGO vs. FAS - Sharpe Ratio Comparison

The current PLGO Sharpe Ratio is 1.95, which is higher than the FAS Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of PLGO and FAS, 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

PLGO vs. FAS - Drawdown Comparison

The maximum PLGO drawdown since its inception was -29.91%, smaller than the maximum FAS drawdown of -91.61%. Use the drawdown chart below to compare losses from any high point for PLGO and FAS.


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Drawdown Indicators


PLGOFASDifference

Max Drawdown

Largest peak-to-trough decline

-29.91%

-91.61%

+61.70%

Max Drawdown (1Y)

Largest decline over 1 year

-11.70%

-40.88%

+29.18%

Max Drawdown (3Y)

Largest decline over 3 years

-43.10%

Max Drawdown (5Y)

Largest decline over 5 years

-66.88%

Max Drawdown (10Y)

Largest decline over 10 years

-85.99%

Current Drawdown

Current decline from peak

-0.54%

-19.63%

+19.09%

Average Drawdown

Average peak-to-trough decline

-10.51%

-31.10%

+20.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

18.25%

-14.34%

Volatility

PLGO vs. FAS - Volatility Comparison

The current volatility for Pelagos Insurance Capital Limited (PLGO) is 7.87%, while Direxion Daily Financial Bull 3X Shares (FAS) has a volatility of 12.50%. This indicates that PLGO experiences smaller price fluctuations and is considered to be less risky than FAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLGOFASDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.87%

12.50%

-4.63%

Volatility (6M)

Calculated over the trailing 6-month period

21.43%

33.26%

-11.83%

Volatility (1Y)

Calculated over the trailing 1-year period

28.72%

43.04%

-14.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.08%

55.31%

-23.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.08%

61.16%

-29.08%

Dividends

PLGO vs. FAS - Dividend Comparison

PLGO's dividend yield for the trailing twelve months is around 2.52%, less than FAS's 9.58% yield.


PositionTTM202520242023202220212020201920182017
FAS
Direxion Daily Financial Bull 3X Shares
9.58%8.21%0.76%1.77%0.91%0.60%0.47%0.62%1.43%0.11%
PLGO
Pelagos Insurance Capital Limited
2.52%2.55%2.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PLGO and FAS have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FAS has higher volatility (12.50%) compared to PLGO (7.87%). In terms of maximum drawdown, PLGO dropped -29.91% vs FAS's -91.61%.

PLGO currently has the higher Sharpe Ratio (1.95 vs -0.00), 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

Find the right allocation for PLGO and FAS

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