ESGR vs. SPY

In the year-to-date period, ESGR achieves a 4.02% return, which is significantly higher than SPY's 0.87% return. Over the past 10 years, ESGR has underperformed SPY with an annualized return of 7.98%, while SPY has yielded a comparatively higher 12.73% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Enstar Group Limited (ESGR) and SPDR S&P 500 ETF (SPY). 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.

The current ESGR Sharpe Ratio is 0.50, which is comparable to the SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of ESGR and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ESGR has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.22%.

The maximum ESGR drawdown since its inception was -70.67%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ESGR and SPY.

The current volatility for Enstar Group Limited (ESGR) is 0.78%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.86%. This indicates that ESGR experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.