- ISIN
- BMG3198U1027
- CUSIP
- G3198U102
- Sector
- Financial Services
- Industry
- Mortgage Finance
- IPO Date
- Oct 31, 2013
Highlights
- Market Cap
- $5.57B
- Enterprise Value
- $5.44B
- EPS (TTM)
- $6.98
- PE Ratio
- 8.45
- PEG Ratio
- 1.95
- Total Revenue (TTM)
- $1.29B
- Gross Profit (TTM)
- $839.13M
- EBITDA (TTM)
- $643.27M
- Year Range
- $55.22 - $67.09
- Target Price
- $69.33
- ROA (TTM)
- 9.07%
- ROE (TTM)
- 12.05%
Share Price Chart
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Performance
ESNT Performance Chart
Essent Group Ltd. (ESNT) is down 8.2% since the beginning of the year. At $59 per share, ESNT is trading 12.2% below its 52-week high of $67. Investors who bought $1,000 worth of ESNT shares 5 years ago would now be looking at an investment worth $1,419.
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Returns By Period
Essent Group Ltd. (ESNT) has returned -8.24% so far this year and 1.15% over the past 12 months. Over the last ten years, ESNT has returned 12.75% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Essent Group Ltd.
- 1D
- 0.82%
- 1M
- -2.45%
- YTD
- -8.24%
- 6M
- -9.44%
- 1Y
- 1.15%
- 3Y*
- 12.20%
- 5Y*
- 7.25%
- 10Y*
- 12.75%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
ESNT Monthly Returns History
Based on dividend-adjusted daily data since Oct 31, 2013, ESNT's average daily return is +0.06%, while the average monthly return is +1.07%. At this rate, an investment would double in approximately 5.4 years.
Historically, 58% of months were positive and 42% were negative. The best month was May 2020 with a return of +21.0%, while the worst month was Mar 2020 at -39.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.
On a daily basis, ESNT closed higher 52% of trading days. The best single day was Mar 19, 2020 with a return of +38.8%, while the worst single day was Mar 18, 2020 at -42.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -3.21% | -3.31% | -3.36% | 3.56% | -4.35% | 2.42% | -8.24% | ||||||
| 2025 | 7.00% | -1.08% | 0.75% | -1.37% | 2.42% | 4.71% | -7.81% | 12.61% | 1.31% | -4.70% | 3.62% | 4.10% | 21.95% |
| 2024 | 4.59% | -2.88% | 11.65% | -10.99% | 7.58% | -0.90% | 11.83% | 2.76% | 0.00% | -6.66% | -3.72% | -5.32% | 5.23% |
| 2023 | 13.25% | -2.45% | -6.21% | 6.04% | 4.58% | 5.95% | 5.98% | 1.75% | -5.83% | -0.11% | 2.86% | 9.10% | 38.60% |
| 2022 | 0.24% | -3.20% | -6.25% | -1.65% | 6.10% | -9.09% | 7.35% | -3.72% | -12.80% | 13.51% | 1.89% | -3.02% | -12.76% |
| 2021 | -3.17% | -1.43% | 15.62% | 10.72% | -8.69% | -6.04% | 0.49% | 4.63% | -6.52% | 9.07% | -12.98% | 9.50% | 7.06% |
Benchmark Metrics
Essent Group Ltd. has an annualized alpha of 2.22%, beta of 1.05, and R2 of 0.24 versus S&P 500 Index. Calculated based on daily prices since October 31, 2013.
- This stock participated in 111.63% of S&P 500 Index downside but only 98.10% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.24 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 2.22%
- Beta
- 1.05
- R²
- 0.24
- Upside Capture
- 98.10%
- Downside Capture
- 111.63%
Return for Risk
Risk / Return Rank
ESNT ranks 41 for risk / return — on par with similar stocks. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Essent Group Ltd. (ESNT) and compare them to S&P 500 Index.
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.
| ESNT | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.37 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.07 | 2.78 | -2.71 |
| Martin ratioReturn relative to average drawdown | 0.15 | 12.44 | -12.29 |
Dividends
Dividend History
Essent Group Ltd. provided a 2.24% dividend yield over the last twelve months, with an annual payout of $1.32 per share. The company has been increasing its dividends for 6 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $1.32 | $1.24 | $1.12 | $1.00 | $0.86 | $0.70 | $0.64 | $0.30 |
Dividend yield | 2.24% | 1.91% | 2.06% | 1.90% | 2.21% | 1.54% | 1.48% | 0.58% |
Monthly Dividends
The table displays the monthly dividend distributions for Essent Group Ltd.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.35 | $0.70 | ||||||
| 2025 | $0.00 | $0.00 | $0.31 | $0.00 | $0.31 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.00 | $0.31 | $1.24 |
| 2024 | $0.00 | $0.00 | $0.28 | $0.00 | $0.28 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.00 | $0.28 | $1.12 |
| 2023 | $0.00 | $0.00 | $0.25 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $1.00 |
| 2022 | $0.00 | $0.00 | $0.20 | $0.00 | $0.21 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.23 | $0.00 | $0.86 |
| 2021 | $0.00 | $0.00 | $0.16 | $0.00 | $0.17 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.19 | $0.00 | $0.70 |
Dividend Yield & Payout
Dividend Yield
Essent Group Ltd. has a dividend yield of 2.24%, which is quite average when compared to the overall market.
Payout Ratio
Essent Group Ltd. has a payout ratio of 17.91%, which is below the market average. This means Essent Group Ltd. returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Essent Group Ltd.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Essent Group Ltd. was 64.72%, occurring on Mar 18, 2020. Recovery took 851 trading sessions.
The current Essent Group Ltd. drawdown is 10.73%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -64.72%Mar 2020 | 3mo 20d | 3y 4mo | 3y 8moNov 2019 - Aug 2023 |
2016 bear market2016 | -43.52%Jan 2016 | 6mo 8d | 9mo 20d | 1y 3moJul 2015 - Nov 2016 |
Rate-hike selloffLate 2018 | -37.27%Dec 2018 | 11mo 4d | 9mo | 1y 7moJan 2018 - Sep 2019 |
2014 bear market2014 | -32.32%Aug 2014 | 5mo 16d | 9mo 7d | 1y 2moFeb 2014 - May 2015 |
2024 correction2024 | -18.36%Dec 2024 | 2mo 1d | 8mo 7d | 10mo 8dOct 2024 - Aug 2025 |
Drawdown Indicators
| ESNT | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.72% | -56.78% | -7.94% |
Max Drawdown (1Y)Largest decline over 1 year | -15.41% | -9.10% | -6.31% |
Max Drawdown (3Y)Largest decline over 3 years | -18.36% | -18.90% | +0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -28.79% | -25.43% | -3.36% |
Max Drawdown (10Y)Largest decline over 10 years | -64.72% | -33.92% | -30.80% |
Current DrawdownCurrent decline from peak | -10.73% | -1.80% | -8.93% |
Average DrawdownAverage peak-to-trough decline | -13.74% | -10.71% | -3.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.59% | 2.03% | +5.56% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Financials
Financial Performance
The chart below illustrates the trends in the financial health of Essent Group Ltd. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.
Valuation
The Valuation section provides an overview of how Essent Group Ltd. is priced in the market compared to other companies in the Mortgage Finance industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.
PE Ratio
The chart displays the Price-to-Earnings (P/E) ratio for ESNT, comparing it with other companies in the Mortgage Finance industry. Currently, ESNT has a P/E ratio of 8.4. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.
PEG Ratio
The chart shows the Price/Earnings to Growth (PEG) ratio for ESNT compared to other companies in the Mortgage Finance industry. ESNT currently has a PEG ratio of 2.0. This PEG ratio is higher than the industry average, which may suggest the stock is overvalued relative to its expected earnings growth.
PS Ratio
This chart shows the Price-to-Sales (P/S) ratio for ESNT relative to other companies in the Mortgage Finance industry. Currently, ESNT has a P/S ratio of 4.5. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.
PB Ratio
The chart illustrates the Price-to-Book (P/B) ratio for ESNT in comparison with other companies in the Mortgage Finance industry. Currently, ESNT has a P/B value of 1.0. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.
Income Statement
| TTM | |
|---|---|
Revenue | — |
Total Revenue | — |
Cost Of Revenue | — |
Gross Profit | — |
Operating Expenses | — |
Selling, General & Admin Expenses | — |
R&D Expenses | — |
Depreciation And Amortization | — |
Total Operating Expenses | — |
Income | — |
Income Before Tax | — |
Operating Income | — |
EBITDA | — |
EBIT | — |
Earnings From Continuing Operations | — |
Net Income | — |
Income Tax Expense | — |
Other Non-Operating Income (Expenses) | — |
Extraordinary Items | — |
Discontinued Operations | — |
Effect Of Accounting Charges | — |
Non Recurring | — |
Minority Interest | — |
Other Items | — |
Interest Income | — |
Interest Expense | — |
Net Interest Income | — |
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