ENSG vs. ^SP500TR

Last updated Apr 2, 2026

Compare and contrast key facts about The Ensign Group, Inc. (ENSG) and S&P 500 Total Return (^SP500TR).

Performance

ENSG vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Ensign Group, Inc. (ENSG) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

ENSG vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ENSG The Ensign Group, Inc.	14.91%	31.33%	18.62%	18.89%	12.98%	15.43%	61.43%	25.53%	75.67%	0.78%
^SP500TR S&P 500 Total Return	-3.64%	17.88%	25.02%	26.29%	-18.11%	28.71%	18.40%	31.49%	-4.38%	21.83%

Returns By Period

In the year-to-date period, ENSG achieves a 14.91% return, which is significantly higher than ^SP500TR's -3.64% return. Over the past 10 years, ENSG has outperformed ^SP500TR with an annualized return of 25.47%, while ^SP500TR has yielded a comparatively lower 14.17% annualized return.

ENSG

• 1D: -0.69%
• 1M: -7.26%
• YTD: 14.91%
• 6M: 14.78%
• 1Y: 53.62%
• 3Y*: 28.18%
• 5Y*: 16.63%
• 10Y*: 25.47%

^SP500TR

• 1D: 0.72%
• 1M: -4.34%
• YTD: -3.64%
• 6M: -1.43%
• 1Y: 18.20%
• 3Y*: 18.60%
• 5Y*: 11.96%
• 10Y*: 14.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ENSG vs. ^SP500TR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ENSG

ENSG Risk / Return Rank: 90
ENSG Sharpe Ratio Rank: 90
ENSG Sortino Ratio Rank: 92
ENSG Omega Ratio Rank: 89
ENSG Calmar Ratio Rank: 91
ENSG Martin Ratio Rank: 90

^SP500TR

^SP500TR Risk / Return Rank: 72
^SP500TR Sharpe Ratio Rank: 66
^SP500TR Sortino Ratio Rank: 69
^SP500TR Omega Ratio Rank: 74
^SP500TR Calmar Ratio Rank: 67
^SP500TR Martin Ratio Rank: 83

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ENSG vs. ^SP500TR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Ensign Group, Inc. (ENSG) and S&P 500 Total Return (^SP500TR). 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.

	ENSG	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	1.97	1.00	+0.97
Sortino ratio Return per unit of downside risk	3.09	1.52	+1.57
Omega ratio Gain probability vs. loss probability	1.39	1.23	+0.15
Calmar ratio Return relative to maximum drawdown	4.30	1.54	+2.76
Martin ratio Return relative to average drawdown	11.48	7.32	+4.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ENSG vs. ^SP500TR - Sharpe Ratio Comparison

The current ENSG Sharpe Ratio is 1.97, which is higher than the ^SP500TR Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of ENSG and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ENSG	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.97	1.00	+0.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.71	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.71	0.79	-0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.62	0.00

Correlation

The correlation between ENSG and ^SP500TR 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.

Drawdowns

ENSG vs. ^SP500TR - Drawdown Comparison

The maximum ENSG drawdown since its inception was -55.57%, roughly equal to the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ENSG and ^SP500TR.

Drawdown Indicators

	ENSG	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-55.57%	-55.25%	-0.32%
Max Drawdown (1Y) Largest decline over 1 year	-12.76%	-12.12%	-0.64%
Max Drawdown (5Y) Largest decline over 5 years	-27.41%	-24.49%	-2.92%
Max Drawdown (10Y) Largest decline over 10 years	-55.57%	-33.79%	-21.78%
Current Drawdown Current decline from peak	-7.26%	-5.55%	-1.71%
Average Drawdown Average peak-to-trough decline	-12.21%	-8.20%	-4.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.78%	2.55%	+2.23%

Volatility

ENSG vs. ^SP500TR - Volatility Comparison

The current volatility for The Ensign Group, Inc. (ENSG) is 4.64%, while S&P 500 Total Return (^SP500TR) has a volatility of 5.38%. This indicates that ENSG experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ENSG	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.64%	5.38%	-0.74%
Volatility (6M) Calculated over the trailing 6-month period	19.32%	9.55%	+9.77%
Volatility (1Y) Calculated over the trailing 1-year period	27.38%	18.32%	+9.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.43%	16.90%	+9.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.02%	18.05%	+17.97%