PLMR vs. FXI
PLMR (Palomar Holdings, Inc.) is a stock, while FXI (iShares China Large-Cap ETF) is China Equities fund tracking the FTSE China 50 Index. Over the past 5 years, PLMR returned 8.52%/yr vs -3.08%/yr for FXI. At a 0.16 correlation, their price movements are largely independent.
Performance
PLMR vs. FXI - Performance Comparison
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Returns By Period
In the year-to-date period, PLMR achieves a -14.77% return, which is significantly lower than FXI's -7.83% return.
PLMR
- 1D
- -0.26%
- 1M
- 3.67%
- YTD
- -14.77%
- 6M
- -9.27%
- 1Y
- -28.63%
- 3Y*
- 25.45%
- 5Y*
- 8.52%
- 10Y*
- —
FXI
- 1D
- 1.09%
- 1M
- -5.24%
- YTD
- -7.83%
- 6M
- -8.72%
- 1Y
- -1.10%
- 3Y*
- 10.41%
- 5Y*
- -3.08%
- 10Y*
- 3.13%
PLMR vs. FXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PLMR Palomar Holdings, Inc. | -14.77% | 27.63% | 90.25% | 22.90% | -30.28% | -27.09% | 75.96% | 172.92% |
FXI iShares China Large-Cap ETF | -7.83% | 28.95% | 28.98% | -12.42% | -20.66% | -20.06% | 8.92% | -1.53% |
Correlation
The correlation between PLMR and FXI is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2019 | 0.16 |
The correlation between PLMR and FXI shifts across timeframes, from -0.02 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PLMR vs. FXI — Risk / Return Rank
PLMR
FXI
PLMR vs. FXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Palomar Holdings, Inc. (PLMR) and iShares China Large-Cap ETF (FXI). 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.
| PLMR | FXI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.99 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | -0.18 | -0.59 |
| Martin ratioReturn relative to average drawdown | -1.19 | -0.38 | -0.81 |
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Drawdowns
PLMR vs. FXI - Drawdown Comparison
The maximum PLMR drawdown since its inception was -62.86%, smaller than the maximum FXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for PLMR and FXI.
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Drawdown Indicators
| PLMR | FXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.86% | -72.68% | +9.82% |
Max Drawdown (1Y)Largest decline over 1 year | -37.51% | -16.03% | -21.48% |
Max Drawdown (3Y)Largest decline over 3 years | -42.27% | -28.72% | -13.55% |
Max Drawdown (5Y)Largest decline over 5 years | -53.81% | -54.94% | +1.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.81% | — |
Current DrawdownCurrent decline from peak | -34.62% | -27.42% | -7.20% |
Average DrawdownAverage peak-to-trough decline | -28.81% | -31.21% | +2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.17% | 7.66% | +16.51% |
Volatility
PLMR vs. FXI - Volatility Comparison
Palomar Holdings, Inc. (PLMR) has a higher volatility of 11.03% compared to iShares China Large-Cap ETF (FXI) at 6.22%. This indicates that PLMR's price experiences larger fluctuations and is considered to be riskier than FXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLMR | FXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.03% | 6.22% | +4.81% |
Volatility (6M)Calculated over the trailing 6-month period | 23.78% | 14.30% | +9.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.57% | 19.90% | +16.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.68% | 31.67% | +11.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.88% | 27.64% | +20.24% |
Dividends
PLMR vs. FXI - Dividend Comparison
PLMR has not paid dividends to shareholders, while FXI's dividend yield for the trailing twelve months is around 2.62%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXI iShares China Large-Cap ETF | 2.62% | 2.42% | 1.76% | 3.17% | 2.61% | 1.60% | 2.19% | 2.74% | 2.69% | 2.31% | 2.69% | 2.90% |
PLMR Palomar Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PLMR and FXI have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLMR has higher volatility (11.03%) compared to FXI (6.22%). In terms of maximum drawdown, PLMR dropped -62.86% vs FXI's -72.68%.
FXI currently has the higher Sharpe Ratio (-0.15 vs -0.79), 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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