ENSG vs. ^SP500TR
Compare and contrast key facts about The Ensign Group, Inc. (ENSG) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ENSG or ^SP500TR.
Performance
ENSG vs. ^SP500TR - Performance Comparison
Returns By Period
In the year-to-date period, ENSG achieves a 28.06% return, which is significantly higher than ^SP500TR's 24.56% return. Over the past 10 years, ENSG has outperformed ^SP500TR with an annualized return of 23.47%, while ^SP500TR has yielded a comparatively lower 13.16% annualized return.
ENSG
28.06%
-3.33%
19.89%
33.87%
28.62%
23.47%
^SP500TR
24.56%
0.19%
11.42%
31.86%
15.35%
13.16%
Key characteristics
| ENSG | ^SP500TR | |
|---|---|---|
| Sharpe Ratio | 1.68 | 2.63 |
| Sortino Ratio | 2.36 | 3.52 |
| Omega Ratio | 1.30 | 1.49 |
| Calmar Ratio | 4.14 | 3.81 |
| Martin Ratio | 10.31 | 17.22 |
| Ulcer Index | 3.56% | 1.87% |
| Daily Std Dev | 21.88% | 12.25% |
| Max Drawdown | -55.57% | -55.25% |
| Current Drawdown | -8.55% | -2.14% |
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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.
Risk-Adjusted Performance
ENSG vs. ^SP500TR - Risk-Adjusted Performance 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.
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. For additional features, visit the drawdowns tool.
Volatility
ENSG vs. ^SP500TR - Volatility Comparison
The Ensign Group, Inc. (ENSG) has a higher volatility of 10.20% compared to S&P 500 Total Return (^SP500TR) at 4.05%. This indicates that ENSG's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.