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ESGR vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ESGR vs. SPY

Last updated May 12, 2025

Compare and contrast key facts about Enstar Group Limited (ESGR) and SPDR S&P 500 ETF (SPY).

SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESGR or SPY.

Correlation

The correlation between ESGR and SPY is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

ESGR vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enstar Group Limited (ESGR) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

ESGR:

2.82%

SPY:

20.02%

Max Drawdown

ESGR:

-0.19%

SPY:

-55.19%

Current Drawdown

ESGR:

-0.03%

SPY:

-7.65%

Returns By Period

ESGR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

-3.42%

1M

5.69%

6M

-5.06%

1Y

9.73%

5Y*

16.26%

10Y*

12.24%

*Annualized

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Risk-Adjusted Performance

ESGR vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ESGR
The Risk-Adjusted Performance Rank of ESGR is 7979
Overall Rank
The Sharpe Ratio Rank of ESGR is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ESGR is 7474
Sortino Ratio Rank
The Omega Ratio Rank of ESGR is 8181
Omega Ratio Rank
The Calmar Ratio Rank of ESGR is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ESGR is 7474
Martin Ratio Rank
SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ESGR vs. SPY - Risk-Adjusted Performance Comparison

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.

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Dividends

ESGR vs. SPY - Dividend Comparison

ESGR has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.27%.

TTM20242023202220212020201920182017201620152014
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%
SPY
SPDR S&P 500 ETF		1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

ESGR vs. SPY - Drawdown Comparison

The maximum ESGR drawdown since its inception was -0.19%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ESGR and SPY. For additional features, visit the drawdowns tool.

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Volatility

ESGR vs. SPY - Volatility Comparison

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