Highlights
- EPS (TTM)
- $1.57
- PE Ratio
- 11.02
- PEG Ratio
- 0.14
- Total Revenue (TTM)
- $754.36M
- Gross Profit (TTM)
- $309.33M
- EBITDA (TTM)
- $64.96M
- Year Range
- $11.57 - $17.47
- ROA (TTM)
- 1.64%
- ROE (TTM)
- 5.04%
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Greenlight Capital Re, Ltd., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Greenlight Capital Re, Ltd. (GLRE) has returned 18.59% so far this year and 27.60% over the past 12 months. Over the last ten years, GLRE has returned -2.30% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Greenlight Capital Re, Ltd.
- 1D
- 1.83%
- 1M
- 21.85%
- YTD
- 18.59%
- 6M
- 36.14%
- 1Y
- 27.60%
- 3Y*
- 22.57%
- 5Y*
- 14.45%
- 10Y*
- -2.30%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since May 24, 2007, GLRE's average daily return is +0.01%, while the average monthly return is +0.22%. At this rate, your investment would double in approximately 26.3 years.
Historically, 45% of months were positive and 55% were negative. The best month was Nov 2009 with a return of +30.0%, while the worst month was Oct 2008 at -45.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.
On a daily basis, GLRE closed higher 49% of trading days. The best single day was Sep 30, 2008 with a return of +28.2%, while the worst single day was Oct 1, 2008 at -22.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -4.87% | 2.31% | 21.85% | 18.59% | |||||||||
| 2025 | -3.57% | 3.19% | -2.73% | -3.21% | 10.10% | -0.48% | -9.53% | -0.85% | -1.47% | -4.57% | 8.99% | 10.37% | 4.14% |
| 2024 | -0.09% | 10.69% | -1.27% | -2.81% | 9.65% | -1.43% | 5.34% | 1.23% | -2.29% | -1.25% | 10.76% | -6.23% | 22.59% |
| 2023 | 20.86% | -6.80% | 2.29% | 4.15% | -1.74% | 9.63% | -2.42% | 7.30% | -2.63% | 3.82% | -0.63% | 3.07% | 40.12% |
| 2022 | -7.65% | -0.69% | -1.67% | -2.69% | 13.66% | -1.15% | -6.99% | 9.74% | -5.70% | 13.44% | -7.23% | 4.09% | 3.95% |
| 2021 | 2.74% | 3.73% | 11.68% | 6.09% | 0.22% | -1.30% | -3.61% | -4.20% | -12.34% | 0.54% | -9.02% | 15.98% | 7.25% |
Benchmark Metrics
Greenlight Capital Re, Ltd. has an annualized alpha of -3.73%, beta of 0.74, and R² of 0.21 versus S&P 500 Index. Calculated based on daily prices since May 25, 2007.
- This stock participated in 87.29% of S&P 500 Index downside but only 46.37% of its upside — more exposed to losses than it benefited from rallies.
- R² of 0.21 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
- -3.73%
- Beta
- 0.74
- R²
- 0.21
- Upside Capture
- 46.37%
- Downside Capture
- 87.29%
Return for Risk
Risk / Return Rank
GLRE ranks 70 for risk / return — better than 70% of stocks on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Greenlight Capital Re, Ltd. (GLRE) and compare them to a chosen benchmark (S&P 500 Index).
| GLRE | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.90 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.39 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.40 | -0.04 |
Martin ratioReturn relative to average drawdown | 2.73 | 6.61 | -3.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore GLRE risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
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 Greenlight Capital Re, 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 Greenlight Capital Re, Ltd. was 85.00%, occurring on Apr 1, 2020. The portfolio has not yet recovered.
The current Greenlight Capital Re, Ltd. drawdown is 50.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -85% | Sep 5, 2014 | 1403 | Apr 1, 2020 | — | — | — |
| -62.87% | May 29, 2007 | 377 | Nov 20, 2008 | 313 | Feb 22, 2010 | 690 |
| -32.09% | Nov 9, 2010 | 224 | Sep 28, 2011 | 518 | Oct 21, 2013 | 742 |
| -18.31% | Apr 26, 2010 | 84 | Aug 23, 2010 | 36 | Oct 13, 2010 | 120 |
| -11.06% | Dec 2, 2013 | 45 | Feb 5, 2014 | 87 | Jun 11, 2014 | 132 |
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 Greenlight Capital Re, 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 Greenlight Capital Re, Ltd. is priced in the market compared to other companies in the Insurance - Reinsurance 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 GLRE, comparing it with other companies in the Insurance - Reinsurance industry. Currently, GLRE has a P/E ratio of 11.0. 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 GLRE compared to other companies in the Insurance - Reinsurance industry. GLRE currently has a PEG ratio of 0.1. This PEG ratio is close to the industry average, suggesting the stock’s valuation is balanced against its growth outlook.
PS Ratio
This chart shows the Price-to-Sales (P/S) ratio for GLRE relative to other companies in the Insurance - Reinsurance industry. Currently, GLRE has a P/S ratio of 0.5. This P/S ratio is low compared to the industry average. It may indicate that the stock is undervalued relative to its revenue, or that the market expects slower growth or lower margins.
Income Statement
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EBITDA | — |
EBIT | — |
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Net Income | — |
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Net Interest Income | — |