- ISIN
- KYG4095J1094
- CUSIP
- G4095J109
- Sector
- Financial Services
- Industry
- Insurance - Reinsurance
- IPO Date
- May 24, 2007
Highlights
- Market Cap
- $545.76M
- Enterprise Value
- -$64.48M
- EPS (TTM)
- $2.37
- PE Ratio
- 6.75
- PEG Ratio
- 0.09
- Total Revenue (TTM)
- $706.45M
- Gross Profit (TTM)
- $274.94M
- EBITDA (TTM)
- $50.58M
- Year Range
- $11.57 - $19.39
- ROA (TTM)
- 3.57%
- ROE (TTM)
- 10.92%
Share Price Chart
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Performance
GLRE Performance Chart
Greenlight Capital Re, Ltd. (GLRE) is up 9.5% since the beginning of the year. At $16 per share, GLRE is trading 17.6% below its 52-week high of $19. Investors who bought $1,000 worth of GLRE shares 5 years ago would now be looking at an investment worth $1,741.
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Returns By Period
Greenlight Capital Re, Ltd. (GLRE) has returned 9.53% so far this year and 10.90% over the past 12 months. Over the last ten years, GLRE has returned -1.79% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Greenlight Capital Re, Ltd.
- 1D
- -0.62%
- 1M
- -7.10%
- YTD
- 9.53%
- 6M
- 10.29%
- 1Y
- 10.90%
- 3Y*
- 17.60%
- 5Y*
- 11.73%
- 10Y*
- -1.79%
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%
GLRE Monthly Returns History
Based on dividend-adjusted daily data since May 24, 2007, GLRE's average daily return is +0.01%, while the average monthly return is +0.21%. At this rate, an investment would double in approximately 27.5 years.
Historically, 46% of months were positive and 54% 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% | 5.96% | -14.47% | 1.91% | 9.53% | ||||||
| 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 -4.23%, beta of 0.73, and R2 of 0.20 versus S&P 500 Index. Calculated based on daily prices since May 24, 2007.
- This stock participated in 86.48% of S&P 500 Index downside but only 43.73% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.20 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
- -4.23%
- Beta
- 0.73
- R²
- 0.20
- Upside Capture
- 43.73%
- Downside Capture
- 86.48%
Return for Risk
Risk / Return Rank
GLRE ranks 53 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 Greenlight Capital Re, Ltd. (GLRE) 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.
| GLRE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.37 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | 2.78 | -2.30 |
| Martin ratioReturn relative to average drawdown | 1.00 | 12.44 | -11.44 |
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 54.37%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -85.00%Apr 2020 | 5y 7mo | — | 11y 9moSep 2014 - now |
Financial crisis2007–2009 | -62.87%Nov 2008 | 1y 5mo | 1y 3mo | 2y 9moMay 2007 - Feb 2010 |
2011 bear market2011 | -32.09%Sep 2011 | 10mo 23d | 2y 24d | 2y 11moNov 2010 - Oct 2013 |
2010 correction2010 | -18.31%Aug 2010 | 3mo 29d | 1mo 21d | 5mo 20dApr 2010 - Oct 2010 |
2014 correction2014 | -11.06%Feb 2014 | 2mo 5d | 4mo 6d | 6mo 11dDec 2013 - Jun 2014 |
Drawdown Indicators
| GLRE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.00% | -56.78% | -28.22% |
Max Drawdown (1Y)Largest decline over 1 year | -22.68% | -9.10% | -13.58% |
Max Drawdown (3Y)Largest decline over 3 years | -22.80% | -18.90% | -3.90% |
Max Drawdown (5Y)Largest decline over 5 years | -30.29% | -25.43% | -4.86% |
Max Drawdown (10Y)Largest decline over 10 years | -78.08% | -33.92% | -44.16% |
Current DrawdownCurrent decline from peak | -54.37% | -1.80% | -52.57% |
Average DrawdownAverage peak-to-trough decline | -42.26% | -10.71% | -31.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.96% | 2.03% | +8.93% |
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 6.7. 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 0.8. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.
PB Ratio
The chart illustrates the Price-to-Book (P/B) ratio for GLRE in comparison with other companies in the Insurance - Reinsurance industry. Currently, GLRE has a P/B value of 0.7. This P/B ratio is low compared to industry peers. It might indicate the stock is undervalued or that the company’s assets are not expected to generate strong returns.
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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