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ESNT vs. AER
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ESNT vs. AER - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Essent Group Ltd. (ESNT) and AerCap Holdings N.V. (AER). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESNT achieves a -6.92% return, which is significantly lower than AER's 2.40% return. Over the past 10 years, ESNT has underperformed AER with an annualized return of 12.92%, while AER has yielded a comparatively higher 15.80% annualized return.


ESNT

1D
1.44%
1M
-1.05%
YTD
-6.92%
6M
-8.05%
1Y
0.02%
3Y*
12.73%
5Y*
7.48%
10Y*
12.92%

AER

1D
-0.30%
1M
5.62%
YTD
2.40%
6M
1.37%
1Y
28.46%
3Y*
35.22%
5Y*
22.46%
10Y*
15.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESNT vs. AER - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ESNT
Essent Group Ltd.
-6.92%21.95%5.23%38.60%-12.76%7.06%-15.53%53.00%-21.28%34.14%
AER
AerCap Holdings N.V.
2.40%51.66%29.81%27.43%-10.85%43.53%-25.85%55.23%-24.73%26.44%

Correlation

The correlation between ESNT and AER is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2013

0.43

The correlation between ESNT and AER shifts across timeframes, from 0.26 (1 year) to 0.47 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ESNT:

$5.65B

AER:

$24.14B

EPS

ESNT:

$6.98

AER:

$22.98

PE Ratio

ESNT:

8.57

AER:

6.37

PEG Ratio

ESNT:

1.98

AER:

0.16

PS Ratio

ESNT:

4.55

AER:

3.08

PB Ratio

ESNT:

0.99

AER:

1.31

Total Revenue (TTM)

ESNT:

$1.29B

AER:

$8.11B

Gross Profit (TTM)

ESNT:

$839.13M

AER:

$4.29B

EBITDA (TTM)

ESNT:

$643.27M

AER:

$6.71B

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Return for Risk

ESNT vs. AER — Risk / Return Rank

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

ESNT
ESNT Risk / Return Rank: 3939
Overall Rank
ESNT Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ESNT Sortino Ratio Rank: 3535
Sortino Ratio Rank
ESNT Omega Ratio Rank: 3535
Omega Ratio Rank
ESNT Calmar Ratio Rank: 4242
Calmar Ratio Rank
ESNT Martin Ratio Rank: 4242
Martin Ratio Rank

AER
AER Risk / Return Rank: 7373
Overall Rank
AER Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
AER Sortino Ratio Rank: 7171
Sortino Ratio Rank
AER Omega Ratio Rank: 6969
Omega Ratio Rank
AER Calmar Ratio Rank: 7575
Calmar Ratio Rank
AER Martin Ratio Rank: 7676
Martin Ratio Rank
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.

ESNT vs. AER - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Essent Group Ltd. (ESNT) and AerCap Holdings N.V. (AER). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ESNTAERDifference
Sharpe ratioReturn per unit of total volatility

-1.13

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

1.02

1.21

-0.19

Calmar ratioReturn relative to maximum drawdown

0.00

1.94

-1.93

Martin ratioReturn relative to average drawdown

0.00

4.90

-4.89

ESNT vs. AER - Sharpe Ratio Comparison

The current ESNT Sharpe Ratio is 0.00, which is lower than the AER Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of ESNT and AER, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ESNT vs. AER - Drawdown Comparison

The maximum ESNT drawdown since its inception was -64.72%, smaller than the maximum AER drawdown of -94.38%. Use the drawdown chart below to compare losses from any high point for ESNT and AER.


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Drawdown Indicators


ESNTAERDifference

Max Drawdown

Largest peak-to-trough decline

-64.72%

-94.38%

+29.66%

Max Drawdown (1Y)

Largest decline over 1 year

-15.41%

-14.77%

-0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-18.36%

-15.66%

-2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-28.79%

-45.14%

+16.35%

Max Drawdown (10Y)

Largest decline over 10 years

-64.72%

-75.86%

+11.14%

Current Drawdown

Current decline from peak

-9.44%

-4.92%

-4.52%

Average Drawdown

Average peak-to-trough decline

-13.74%

-28.37%

+14.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.61%

5.83%

+1.78%

Volatility

ESNT vs. AER - Volatility Comparison

Essent Group Ltd. (ESNT) and AerCap Holdings N.V. (AER) have volatilities of 6.46% and 6.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESNTAERDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

6.67%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

17.69%

20.29%

-2.60%

Volatility (1Y)

Calculated over the trailing 1-year period

22.58%

25.29%

-2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.97%

32.22%

-7.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.69%

41.78%

-3.09%

Dividends

ESNT vs. AER - Dividend Comparison

ESNT's dividend yield for the trailing twelve months is around 2.21%, more than AER's 0.92% yield.


PositionTTM2025202420232022202120202019
AER
AerCap Holdings N.V.
0.92%0.75%0.78%0.00%0.00%0.00%0.00%0.00%
ESNT
Essent Group Ltd.
2.21%1.91%2.06%1.90%2.21%1.54%1.48%0.58%

Financials

ESNT vs. AER - Financials Comparison

This section allows you to compare key financial metrics between Essent Group Ltd. and AerCap Holdings N.V.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


500.00M1.00B1.50B2.00B20222023202420252026
336.07M
2.16B
(ESNT) Total Revenue
(AER) Total Revenue
Values in USD except per share items

ESNT vs. AER - Profitability Comparison

The chart below illustrates the profitability comparison between Essent Group Ltd. and AerCap Holdings N.V. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
65.4%
Portfolio components
ESNT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Essent Group Ltd. reported a gross profit of 0.00 and revenue of 336.07M. Therefore, the gross margin over that period was 0.0%.

AER - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AerCap Holdings N.V. reported a gross profit of 1.41B and revenue of 2.16B. Therefore, the gross margin over that period was 65.4%.

ESNT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Essent Group Ltd. reported an operating income of 0.00 and revenue of 336.07M, resulting in an operating margin of 0.0%.

AER - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AerCap Holdings N.V. reported an operating income of 1.28B and revenue of 2.16B, resulting in an operating margin of 59.3%.

ESNT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Essent Group Ltd. reported a net income of 171.80M and revenue of 336.07M, resulting in a net margin of 51.1%.

AER - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AerCap Holdings N.V. reported a net income of 818.12M and revenue of 2.16B, resulting in a net margin of 37.8%.


Frequently Asked Questions


ESNT and AER have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AER has higher volatility (6.67%) compared to ESNT (6.46%). In terms of maximum drawdown, ESNT dropped -64.72% vs AER's -94.38%.

AER currently has the higher Sharpe Ratio (1.13 vs 0.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ESNT and AER

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