PLMR vs. JEPQ
PLMR (Palomar Holdings, Inc.) is a stock, while JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index. Over the past 3 years, PLMR returned 25.51%/yr vs 19.68%/yr for JEPQ. At a 0.21 correlation, their price movements are largely independent.
Performance
PLMR vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, PLMR achieves a -11.76% return, which is significantly lower than JEPQ's 7.54% return.
PLMR
- 1D
- 2.44%
- 1M
- 4.43%
- YTD
- -11.76%
- 6M
- -12.58%
- 1Y
- -25.69%
- 3Y*
- 25.51%
- 5Y*
- 8.68%
- 10Y*
- —
JEPQ
- 1D
- -0.28%
- 1M
- 0.06%
- YTD
- 7.54%
- 6M
- 6.46%
- 1Y
- 23.49%
- 3Y*
- 19.68%
- 5Y*
- —
- 10Y*
- —
PLMR vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
PLMR Palomar Holdings, Inc. | -11.76% | 27.63% | 90.25% | 22.90% | -19.90% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.54% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between PLMR and JEPQ is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.21 |
The correlation between PLMR and JEPQ shifts across timeframes, from -0.05 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PLMR vs. JEPQ — Risk / Return Rank
PLMR
JEPQ
PLMR vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Palomar Holdings, Inc. (PLMR) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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 | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.51 | ||
| Sortino ratioReturn per unit of downside risk | -3.24 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.36 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 2.68 | -3.43 |
| Martin ratioReturn relative to average drawdown | -1.23 | 12.63 | -13.86 |
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Drawdowns
PLMR vs. JEPQ - Drawdown Comparison
The maximum PLMR drawdown since its inception was -62.86%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for PLMR and JEPQ.
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Drawdown Indicators
| PLMR | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.86% | -20.07% | -42.79% |
Max Drawdown (1Y)Largest decline over 1 year | -34.25% | -8.82% | -25.43% |
Max Drawdown (3Y)Largest decline over 3 years | -42.27% | -20.07% | -22.20% |
Max Drawdown (5Y)Largest decline over 5 years | -53.81% | — | — |
Current DrawdownCurrent decline from peak | -32.31% | -2.75% | -29.56% |
Average DrawdownAverage peak-to-trough decline | -28.84% | -3.39% | -25.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.64% | 1.86% | +21.78% |
Volatility
PLMR vs. JEPQ - Volatility Comparison
Palomar Holdings, Inc. (PLMR) has a higher volatility of 11.50% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.27%. This indicates that PLMR's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLMR | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.50% | 6.27% | +5.23% |
Volatility (6M)Calculated over the trailing 6-month period | 23.60% | 10.52% | +13.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.69% | 13.06% | +23.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.66% | 16.78% | +25.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.84% | 16.78% | +31.06% |
Dividends
PLMR vs. JEPQ - Dividend Comparison
PLMR has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 10.25%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.25% | 10.53% | 9.65% | 10.03% | 9.44% |
PLMR Palomar Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PLMR and JEPQ have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLMR has higher volatility (11.50%) compared to JEPQ (6.27%). In terms of maximum drawdown, PLMR dropped -62.86% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.81 vs -0.70), 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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