PLMR vs. MSCI
PLMR (Palomar Holdings, Inc.) and MSCI (MSCI Inc.) are both stocks. Both are in the Financial Services sector — PLMR in Insurance - Property & Casualty, MSCI in Financial Data & Stock Exchanges. Over the past 5 years, PLMR returned 6.92%/yr vs 6.82%/yr for MSCI. At a 0.30 correlation, their price movements are largely independent.
Performance
PLMR vs. MSCI - Performance Comparison
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Returns By Period
In the year-to-date period, PLMR achieves a -24.74% return, which is significantly lower than MSCI's 7.76% return.
PLMR
- 1D
- -3.11%
- 1M
- -12.23%
- YTD
- -24.74%
- 6M
- -14.04%
- 1Y
- -42.08%
- 3Y*
- 23.25%
- 5Y*
- 6.92%
- 10Y*
- —
MSCI
- 1D
- -2.65%
- 1M
- 5.76%
- YTD
- 7.76%
- 6M
- 13.32%
- 1Y
- 9.84%
- 3Y*
- 9.97%
- 5Y*
- 6.82%
- 10Y*
- 24.41%
PLMR vs. MSCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PLMR Palomar Holdings, Inc. | -24.74% | 27.63% | 90.25% | 22.90% | -30.28% | -27.09% | 75.96% | 165.88% |
MSCI MSCI Inc. | 7.76% | -3.17% | 7.31% | 22.90% | -23.34% | 38.14% | 74.38% | 18.89% |
Correlation
The correlation between PLMR and MSCI is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2019 | 0.30 |
The correlation between PLMR and MSCI shifts across timeframes, from 0.20 (3 years) to 0.30 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
PLMR:
$2.77B
MSCI:
$45.04B
PLMR:
$7.18
MSCI:
$17.28
PLMR:
14.12
MSCI:
35.51
PLMR:
0.32
MSCI:
2.20
PLMR:
2.85
MSCI:
14.47
PLMR:
$977.99M
MSCI:
$3.24B
PLMR:
$401.29M
MSCI:
$2.68B
PLMR:
$210.26M
MSCI:
$1.99B
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Return for Risk
PLMR vs. MSCI — Risk / Return Rank
PLMR
MSCI
PLMR vs. MSCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Palomar Holdings, Inc. (PLMR) and MSCI Inc. (MSCI). 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.
| PLMR | MSCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.09 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -1.03 | 0.55 | -1.58 |
| Martin ratioReturn relative to average drawdown | -1.53 | 1.43 | -2.96 |
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
| PLMR | MSCI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.17 | 0.35 | -1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.22 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.55 | 0.00 |
Drawdowns
PLMR vs. MSCI - Drawdown Comparison
The maximum PLMR drawdown since its inception was -62.86%, smaller than the maximum MSCI drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for PLMR and MSCI.
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Drawdown Indicators
| PLMR | MSCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.86% | -69.06% | +6.20% |
Max Drawdown (1Y)Largest decline over 1 year | -40.96% | -18.07% | -22.89% |
Max Drawdown (3Y)Largest decline over 3 years | -42.27% | -25.99% | -16.28% |
Max Drawdown (5Y)Largest decline over 5 years | -53.81% | -43.74% | -10.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.74% | — |
Current DrawdownCurrent decline from peak | -42.27% | -4.70% | -37.57% |
Average DrawdownAverage peak-to-trough decline | -28.80% | -13.09% | -15.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.84% | 6.88% | +21.96% |
Volatility
PLMR vs. MSCI - Volatility Comparison
Palomar Holdings, Inc. (PLMR) has a higher volatility of 9.65% compared to MSCI Inc. (MSCI) at 7.89%. This indicates that PLMR's price experiences larger fluctuations and is considered to be riskier than MSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLMR | MSCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.65% | 7.89% | +1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 23.20% | 20.78% | +2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.07% | 28.58% | +7.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.60% | 30.72% | +11.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.91% | 31.17% | +16.74% |
Dividends
PLMR vs. MSCI - Dividend Comparison
PLMR has not paid dividends to shareholders, while MSCI's dividend yield for the trailing twelve months is around 1.25%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSCI MSCI Inc. | 1.25% | 1.25% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% |
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% |
Financials
PLMR vs. MSCI - Financials Comparison
This section allows you to compare key financial metrics between Palomar Holdings, Inc. and MSCI Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
PLMR vs. MSCI - Profitability Comparison
PLMR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Palomar Holdings, Inc. reported a gross profit of 0.00 and revenue of 278.94M. Therefore, the gross margin over that period was 0.0%.
MSCI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported a gross profit of 709.00M and revenue of 850.80M. Therefore, the gross margin over that period was 83.3%.
PLMR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Palomar Holdings, Inc. reported an operating income of 0.00 and revenue of 278.94M, resulting in an operating margin of 0.0%.
MSCI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported an operating income of 456.90M and revenue of 850.80M, resulting in an operating margin of 53.7%.
PLMR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Palomar Holdings, Inc. reported a net income of 42.95M and revenue of 278.94M, resulting in a net margin of 15.4%.
MSCI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported a net income of 406.00M and revenue of 850.80M, resulting in a net margin of 47.7%.
Frequently Asked Questions
PLMR and MSCI have a correlation of 0.21, 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 MSCI (7.89%). In terms of maximum drawdown, PLMR dropped -62.86% vs MSCI's -69.06%.
MSCI currently has the higher Sharpe Ratio (0.35 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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