ESNT vs. FNMA
Compare and contrast key facts about Essent Group Ltd. (ESNT) and Federal National Mortgage Association (FNMA).
Performance
ESNT vs. FNMA - Performance Comparison
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ESNT vs. FNMA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESNT Essent Group Ltd. | -9.56% | 21.95% | 5.23% | 38.60% | -12.76% | 7.06% | -15.53% | 53.00% | -21.28% | 34.14% |
FNMA Federal National Mortgage Association | -32.34% | 227.13% | 206.54% | 202.77% | -56.90% | -65.69% | -23.40% | 194.34% | -60.00% | -32.05% |
Fundamentals
ESNT:
$6.95
FNMA:
$3.67
ESNT:
8.41
FNMA:
1.98
ESNT:
0.45
FNMA:
0.00
ESNT:
4.52
FNMA:
0.27
ESNT:
$1.31B
FNMA:
$158.62B
ESNT:
$1.17B
FNMA:
$0.00
ESNT:
$870.39M
FNMA:
$0.00
Returns By Period
In the year-to-date period, ESNT achieves a -9.56% return, which is significantly higher than FNMA's -32.34% return. Over the past 10 years, ESNT has underperformed FNMA with an annualized return of 12.49%, while FNMA has yielded a comparatively higher 18.15% annualized return.
ESNT
- 1D
- 0.41%
- 1M
- -3.36%
- YTD
- -9.56%
- 6M
- -7.03%
- 1Y
- 3.43%
- 3Y*
- 15.79%
- 5Y*
- 6.76%
- 10Y*
- 12.49%
FNMA
- 1D
- -1.22%
- 1M
- 0.83%
- YTD
- -32.34%
- 6M
- -39.75%
- 1Y
- 14.87%
- 3Y*
- 160.65%
- 5Y*
- 28.90%
- 10Y*
- 18.15%
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Return for Risk
ESNT vs. FNMA — Risk / Return Rank
ESNT
FNMA
ESNT vs. FNMA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Essent Group Ltd. (ESNT) and Federal National Mortgage Association (FNMA). 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.
| ESNT | FNMA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.15 | 0.14 | +0.01 |
Sortino ratioReturn per unit of downside risk | 0.36 | 1.21 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.14 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.29 | 0.12 | +0.17 |
Martin ratioReturn relative to average drawdown | 0.64 | 0.27 | +0.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESNT | FNMA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 0.14 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.32 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.22 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.08 | +0.19 |
Correlation
The correlation between ESNT and FNMA is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ESNT vs. FNMA - Dividend Comparison
ESNT's dividend yield for the trailing twelve months is around 2.19%, while FNMA has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ESNT Essent Group Ltd. | 2.19% | 1.91% | 2.06% | 1.90% | 2.21% | 1.54% | 1.48% | 0.58% |
FNMA Federal National Mortgage Association | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ESNT vs. FNMA - Drawdown Comparison
The maximum ESNT drawdown since its inception was -64.72%, smaller than the maximum FNMA drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for ESNT and FNMA.
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Drawdown Indicators
| ESNT | FNMA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.72% | -99.74% | +35.02% |
Max Drawdown (1Y)Largest decline over 1 year | -13.93% | -69.76% | +55.83% |
Max Drawdown (5Y)Largest decline over 5 years | -33.27% | -85.55% | +52.28% |
Max Drawdown (10Y)Largest decline over 10 years | -64.72% | -92.13% | +27.41% |
Current DrawdownCurrent decline from peak | -12.01% | -90.09% | +78.08% |
Average DrawdownAverage peak-to-trough decline | -13.83% | -46.01% | +32.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.40% | 30.44% | -24.04% |
Volatility
ESNT vs. FNMA - Volatility Comparison
The current volatility for Essent Group Ltd. (ESNT) is 4.64%, while Federal National Mortgage Association (FNMA) has a volatility of 50.63%. This indicates that ESNT experiences smaller price fluctuations and is considered to be less risky than FNMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESNT | FNMA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.64% | 50.63% | -45.99% |
Volatility (6M)Calculated over the trailing 6-month period | 15.75% | 69.43% | -53.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.80% | 106.23% | -83.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.10% | 91.16% | -66.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.82% | 82.50% | -43.68% |
Financials
ESNT vs. FNMA - Financials Comparison
This section allows you to compare key financial metrics between Essent Group Ltd. and Federal National Mortgage Association. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ESNT vs. FNMA - Profitability Comparison
ESNT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Essent Group Ltd. reported a gross profit of 273.80M and revenue of 318.73M. Therefore, the gross margin over that period was 85.9%.
FNMA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Federal National Mortgage Association reported a gross profit of -53.10B and revenue of 104.57B. Therefore, the gross margin over that period was -50.8%.
ESNT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Essent Group Ltd. reported an operating income of 199.16M and revenue of 318.73M, resulting in an operating margin of 62.5%.
FNMA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Federal National Mortgage Association reported an operating income of -46.37B and revenue of 104.57B, resulting in an operating margin of -44.3%.
ESNT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Essent Group Ltd. reported a net income of 164.22M and revenue of 318.73M, resulting in a net margin of 51.5%.
FNMA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Federal National Mortgage Association reported a net income of 8.81B and revenue of 104.57B, resulting in a net margin of 8.4%.