ESNT vs. MSFT

Last updated Apr 1, 2026

Compare and contrast key facts about Essent Group Ltd. (ESNT) and Microsoft Corporation (MSFT).

Performance

ESNT vs. MSFT - Performance Comparison

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

ESNT vs. MSFT - 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%
MSFT Microsoft Corporation	-23.28%	15.58%	12.93%	58.19%	-28.02%	52.48%	42.53%	57.56%	20.80%	40.73%

Fundamentals

EPS ESNT : $6.95 MSFT : $15.98
PE Ratio ESNT : 8.41 MSFT : 23.16
PEG Ratio ESNT : 0.45 MSFT : 1.62
PS Ratio ESNT : 4.52 MSFT : 9.04
Total Revenue (TTM) ESNT : $1.31B MSFT : $305.45B
Gross Profit (TTM) ESNT : $1.17B MSFT : $209.50B
EBITDA (TTM) ESNT : $870.39M MSFT : $191.39B

Returns By Period

In the year-to-date period, ESNT achieves a -9.56% return, which is significantly higher than MSFT's -23.28% return. Over the past 10 years, ESNT has underperformed MSFT with an annualized return of 12.49%, while MSFT has yielded a comparatively higher 22.44% 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%

MSFT

• 1D: 3.12%
• 1M: -5.75%
• YTD: -23.28%
• 6M: -28.23%
• 1Y: -0.64%
• 3Y*: 9.54%
• 5Y*: 9.74%
• 10Y*: 22.44%

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

Return for Risk

ESNT vs. MSFT — Risk / Return Rank

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

ESNT

ESNT Risk / Return Rank: 45
ESNT Sharpe Ratio Rank: 48
ESNT Sortino Ratio Rank: 40
ESNT Omega Ratio Rank: 39
ESNT Calmar Ratio Rank: 49
ESNT Martin Ratio Rank: 49

MSFT

MSFT Risk / Return Rank: 38
MSFT Sharpe Ratio Rank: 41
MSFT Sortino Ratio Rank: 34
MSFT Omega Ratio Rank: 35
MSFT Calmar Ratio Rank: 41
MSFT Martin Ratio Rank: 40

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. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Essent Group Ltd. (ESNT) and Microsoft Corporation (MSFT). 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	MSFT	Difference
Sharpe ratio Return per unit of total volatility	0.15	-0.02	+0.18
Sortino ratio Return per unit of downside risk	0.36	0.15	+0.21
Omega ratio Gain probability vs. loss probability	1.05	1.02	+0.02
Calmar ratio Return relative to maximum drawdown	0.29	-0.05	+0.34
Martin ratio Return relative to average drawdown	0.64	-0.12	+0.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESNT vs. MSFT - Sharpe Ratio Comparison

The current ESNT Sharpe Ratio is 0.15, which is higher than the MSFT Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of ESNT and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ESNT	MSFT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.15	-0.02	+0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.27	0.37	-0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	0.84	-0.51
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.74	-0.47

Correlation

The correlation between ESNT and MSFT is 0.28, 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. MSFT - Dividend Comparison

ESNT's dividend yield for the trailing twelve months is around 2.19%, more than MSFT's 0.94% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ESNT Essent Group Ltd.	2.19%	1.91%	2.06%	1.90%	2.21%	1.54%	1.48%	0.58%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.94%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%

Drawdowns

ESNT vs. MSFT - Drawdown Comparison

The maximum ESNT drawdown since its inception was -64.72%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for ESNT and MSFT.

Drawdown Indicators

	ESNT	MSFT	Difference
Max Drawdown Largest peak-to-trough decline	-64.72%	-69.38%	+4.66%
Max Drawdown (1Y) Largest decline over 1 year	-13.93%	-33.91%	+19.98%
Max Drawdown (5Y) Largest decline over 5 years	-33.27%	-37.15%	+3.88%
Max Drawdown (10Y) Largest decline over 10 years	-64.72%	-37.15%	-27.57%
Current Drawdown Current decline from peak	-12.01%	-31.43%	+19.42%
Average Drawdown Average peak-to-trough decline	-13.83%	-21.77%	+7.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.40%	12.46%	-6.06%

Volatility

ESNT vs. MSFT - Volatility Comparison

The current volatility for Essent Group Ltd. (ESNT) is 4.64%, while Microsoft Corporation (MSFT) has a volatility of 6.48%. This indicates that ESNT experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESNT	MSFT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.64%	6.48%	-1.84%
Volatility (6M) Calculated over the trailing 6-month period	15.75%	19.15%	-3.40%
Volatility (1Y) Calculated over the trailing 1-year period	22.80%	26.46%	-3.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.10%	26.19%	-1.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.82%	26.89%	+11.93%

Financials

ESNT vs. MSFT - Profitability Comparison

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

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%.

MSFT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Microsoft Corporation reported a gross profit of 55.30B and revenue of 81.27B. Therefore, the gross margin over that period was 68.0%.

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%.

MSFT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Microsoft Corporation reported an operating income of 38.28B and revenue of 81.27B, resulting in an operating margin of 47.1%.

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%.

MSFT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Microsoft Corporation reported a net income of 38.46B and revenue of 81.27B, resulting in a net margin of 47.3%.