ESGR vs. LNC

Last updated Jun 4, 2026

ESGR (Enstar Group Limited) and LNC (Lincoln National Corporation) are both stocks. Both are in the Financial Services sector — ESGR in Insurance - Diversified, LNC in Insurance - Life. At a 0.35 correlation, their price movements are largely independent.

Performance

ESGR vs. LNC - Performance Comparison

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

Returns By Period

ESGR

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

LNC

• 1D: -3.93%
• 1M: -9.18%
• YTD: -22.93%
• 6M: -18.13%
• 1Y: 5.84%
• 3Y*: 21.01%
• 5Y*: -9.49%
• 10Y*: 1.02%

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

ESGR vs. LNC - 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%
LNC Lincoln National Corporation	-22.93%	48.02%	24.78%	-5.55%	-53.53%	39.49%	-11.08%	17.95%	-31.98%	17.98%

Correlation

The correlation between ESGR and LNC is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (10Y) Calculated over the trailing 10-year period	0.44
Correlation (All Time) Calculated using the full available price history since May 12, 1997	0.35

Over the past year, the correlation between ESGR and LNC has dropped to 0.12 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

Fundamentals

Total Revenue (TTM) ESGR : $1.20B LNC : $18.88B
Gross Profit (TTM) ESGR : $1.20B LNC : $3.21B
EBITDA (TTM) ESGR : $641.00M LNC : $2.45B

Return for Risk

ESGR vs. LNC — Risk / Return Rank

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

LNC

LNC Risk / Return Rank: 44
LNC Sharpe Ratio Rank: 47
LNC Sortino Ratio Rank: 41
LNC Omega Ratio Rank: 41
LNC Calmar Ratio Rank: 45
LNC Martin Ratio Rank: 45

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. LNC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enstar Group Limited (ESGR) and Lincoln National Corporation (LNC). 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	LNC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.18	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.22	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.02	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.15	—

Drawdowns

Drawdown Indicators

	ESGR	LNC	Difference
Max Drawdown Largest peak-to-trough decline	—	-92.87%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-29.13%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-29.13%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-73.14%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-79.19%	—
Current Drawdown Current decline from peak	—	-44.60%	—
Average Drawdown Average peak-to-trough decline	—	-25.04%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	13.18%	—

Volatility

Volatility by Period

	ESGR	LNC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.08%	—
Volatility (6M) Calculated over the trailing 6-month period	—	25.33%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	33.26%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	43.02%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	46.77%	—

Dividends

ESGR vs. LNC - Dividend Comparison

ESGR has not paid dividends to shareholders, while LNC's dividend yield for the trailing twelve months is around 5.37%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
LNC Lincoln National Corporation	5.37%	4.04%	5.68%	6.67%	5.86%	2.46%	3.18%	2.51%	2.57%	1.51%	1.51%	1.59%

Financials

Frequently Asked Questions

Can I hold both ESGR and LNC in my portfolio?

ESGR and LNC have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.