ESGR vs. COST

Last updated Jun 4, 2026

ESGR (Enstar Group Limited) and COST (Costco Wholesale Corporation) are both stocks. ESGR operates in Insurance - Diversified (Financial Services), while COST operates in Discount Stores (Consumer Defensive). At a 0.21 correlation, their price movements are largely independent.

Performance

ESGR vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enstar Group Limited (ESGR) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ESGR

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

COST

• 1D: 0.79%
• 1M: -5.03%
• YTD: 11.85%
• 6M: 4.58%
• 1Y: -8.37%
• 3Y*: 25.00%
• 5Y*: 21.24%
• 10Y*: 22.34%

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

ESGR vs. COST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ESGR Enstar Group Limited	0.00%	4.92%	9.41%	27.40%	-6.68%	20.84%	-0.95%	23.45%	-16.53%	1.54%
COST Costco Wholesale Corporation	11.85%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	45.70%	10.60%	22.37%

Correlation

The correlation between ESGR and COST is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (10Y) Calculated over the trailing 10-year period	0.21
Correlation (All Time) Calculated using the full available price history since May 12, 1997	0.21

The correlation between ESGR and COST shifts across timeframes, from -0.02 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM) ESGR : $1.20B COST : $293.59B
Gross Profit (TTM) ESGR : $1.20B COST : $11.12B
EBITDA (TTM) ESGR : $641.00M COST : $12.48B

Return for Risk

ESGR vs. COST — Risk / Return Rank

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

COST

COST Risk / Return Rank: 22
COST Sharpe Ratio Rank: 21
COST Sortino Ratio Rank: 19
COST Omega Ratio Rank: 20
COST Calmar Ratio Rank: 26
COST Martin Ratio Rank: 23

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.

ESGR vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enstar Group Limited (ESGR) and Costco Wholesale Corporation (COST). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ESGR	COST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.44	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.94	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.02	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.59	—

Drawdowns

Drawdown Indicators

	ESGR	COST	Difference
Max Drawdown Largest peak-to-trough decline	—	-53.39%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-18.95%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-20.74%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.40%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.40%	—
Current Drawdown Current decline from peak	—	-12.11%	—
Average Drawdown Average peak-to-trough decline	—	-13.36%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	9.86%	—

Volatility

Volatility by Period

	ESGR	COST	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.05%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.83%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	19.12%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	22.73%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	21.95%	—

Dividends

ESGR vs. COST - Dividend Comparison

ESGR has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.56%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COST Costco Wholesale Corporation	0.56%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
ESGR Enstar Group Limited	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both ESGR and COST in my portfolio?

ESGR and COST have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.