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AER vs. ESNT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AER and ESNT is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

AER vs. ESNT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AerCap Holdings N.V. (AER) and Essent Group Ltd. (ESNT). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
4.69%
1.15%
AER
ESNT

Key characteristics

Sharpe Ratio

AER:

1.80

ESNT:

0.80

Sortino Ratio

AER:

2.53

ESNT:

1.18

Omega Ratio

AER:

1.30

ESNT:

1.16

Calmar Ratio

AER:

3.45

ESNT:

1.09

Martin Ratio

AER:

13.13

ESNT:

3.08

Ulcer Index

AER:

3.07%

ESNT:

6.12%

Daily Std Dev

AER:

22.36%

ESNT:

23.41%

Max Drawdown

AER:

-93.16%

ESNT:

-64.72%

Current Drawdown

AER:

-4.38%

ESNT:

-13.08%

Fundamentals

Market Cap

AER:

$18.71B

ESNT:

$5.99B

EPS

AER:

$12.11

ESNT:

$6.90

PE Ratio

AER:

7.95

ESNT:

8.17

PEG Ratio

AER:

0.91

ESNT:

0.84

Total Revenue (TTM)

AER:

$7.49B

ESNT:

$1.21B

Gross Profit (TTM)

AER:

$3.69B

ESNT:

$984.68M

EBITDA (TTM)

AER:

$5.76B

ESNT:

$363.17M

Returns By Period

In the year-to-date period, AER achieves a 30.09% return, which is significantly higher than ESNT's 8.52% return. Over the past 10 years, AER has underperformed ESNT with an annualized return of 8.94%, while ESNT has yielded a comparatively higher 9.77% annualized return.


AER

YTD

30.09%

1M

-1.39%

6M

6.67%

1Y

34.01%

5Y (annualized)

9.79%

10Y (annualized)

8.94%

ESNT

YTD

8.52%

1M

2.07%

6M

0.34%

1Y

15.72%

5Y (annualized)

2.63%

10Y (annualized)

9.77%

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Risk-Adjusted Performance

AER vs. ESNT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AerCap Holdings N.V. (AER) and Essent Group Ltd. (ESNT). 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.


Sharpe ratio
The chart of Sharpe ratio for AER, currently valued at 1.80, compared to the broader market-4.00-2.000.002.004.001.800.80
The chart of Sortino ratio for AER, currently valued at 2.53, compared to the broader market-4.00-2.000.002.004.002.531.18
The chart of Omega ratio for AER, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.16
The chart of Calmar ratio for AER, currently valued at 3.45, compared to the broader market0.002.004.006.003.451.09
The chart of Martin ratio for AER, currently valued at 13.13, compared to the broader market0.0010.0020.0030.0013.133.08
AER
ESNT

The current AER Sharpe Ratio is 1.80, which is higher than the ESNT Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of AER and ESNT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.80
0.80
AER
ESNT

Dividends

AER vs. ESNT - Dividend Comparison

AER's dividend yield for the trailing twelve months is around 0.78%, less than ESNT's 2.00% yield.


TTM20232022202120202019
AER
AerCap Holdings N.V.
0.78%0.00%0.00%0.00%0.00%0.00%
ESNT
Essent Group Ltd.
2.00%1.90%2.21%1.54%1.48%0.58%

Drawdowns

AER vs. ESNT - Drawdown Comparison

The maximum AER drawdown since its inception was -93.16%, which is greater than ESNT's maximum drawdown of -64.72%. Use the drawdown chart below to compare losses from any high point for AER and ESNT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.38%
-13.08%
AER
ESNT

Volatility

AER vs. ESNT - Volatility Comparison

AerCap Holdings N.V. (AER) has a higher volatility of 5.65% compared to Essent Group Ltd. (ESNT) at 5.17%. This indicates that AER's price experiences larger fluctuations and is considered to be riskier than ESNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.65%
5.17%
AER
ESNT

Financials

AER vs. ESNT - Financials Comparison

This section allows you to compare key financial metrics between AerCap Holdings N.V. and Essent Group Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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