ESNT vs. RLI
Compare and contrast key facts about Essent Group Ltd. (ESNT) and RLI Corp. (RLI).
Performance
ESNT vs. RLI - Performance Comparison
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ESNT vs. RLI - 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% |
RLI RLI Corp. | -10.62% | -19.13% | 27.57% | 3.77% | 24.80% | 10.67% | 18.08% | 33.22% | 16.69% | 0.38% |
Fundamentals
ESNT:
$6.95
RLI:
$4.37
ESNT:
8.41
RLI:
13.06
ESNT:
0.45
RLI:
0.59
ESNT:
4.52
RLI:
3.61
ESNT:
$1.31B
RLI:
$1.46B
ESNT:
$1.17B
RLI:
$402.13M
ESNT:
$870.39M
RLI:
$482.89M
Returns By Period
In the year-to-date period, ESNT achieves a -9.56% return, which is significantly higher than RLI's -10.62% return. Over the past 10 years, ESNT has outperformed RLI with an annualized return of 12.49%, while RLI has yielded a comparatively lower 9.00% 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%
RLI
- 1D
- -0.51%
- 1M
- -8.24%
- YTD
- -10.62%
- 6M
- -9.25%
- 1Y
- -25.99%
- 3Y*
- -1.93%
- 5Y*
- 3.90%
- 10Y*
- 9.00%
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Return for Risk
ESNT vs. RLI — Risk / Return Rank
ESNT
RLI
ESNT vs. RLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Essent Group Ltd. (ESNT) and RLI Corp. (RLI). 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 | RLI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.15 | -1.15 | +1.30 |
Sortino ratioReturn per unit of downside risk | 0.36 | -1.56 | +1.92 |
Omega ratioGain probability vs. loss probability | 1.05 | 0.82 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 0.29 | -0.94 | +1.23 |
Martin ratioReturn relative to average drawdown | 0.64 | -1.43 | +2.07 |
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 | RLI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | -1.15 | +1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.17 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.34 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.48 | -0.22 |
Correlation
The correlation between ESNT and RLI is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ESNT vs. RLI - Dividend Comparison
ESNT's dividend yield for the trailing twelve months is around 2.19%, less than RLI's 4.63% 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% |
RLI RLI Corp. | 4.63% | 4.11% | 3.12% | 2.31% | 6.12% | 2.67% | 1.87% | 2.12% | 2.71% | 4.25% | 4.42% | 4.45% |
Drawdowns
ESNT vs. RLI - Drawdown Comparison
The maximum ESNT drawdown since its inception was -64.72%, which is greater than RLI's maximum drawdown of -40.55%. Use the drawdown chart below to compare losses from any high point for ESNT and RLI.
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Drawdown Indicators
| ESNT | RLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.72% | -40.55% | -24.17% |
Max Drawdown (1Y)Largest decline over 1 year | -13.93% | -27.38% | +13.45% |
Max Drawdown (5Y)Largest decline over 5 years | -33.27% | -33.39% | +0.12% |
Max Drawdown (10Y)Largest decline over 10 years | -64.72% | -33.39% | -31.33% |
Current DrawdownCurrent decline from peak | -12.01% | -32.53% | +20.52% |
Average DrawdownAverage peak-to-trough decline | -13.83% | -9.72% | -4.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.40% | 17.93% | -11.53% |
Volatility
ESNT vs. RLI - Volatility Comparison
The current volatility for Essent Group Ltd. (ESNT) is 4.64%, while RLI Corp. (RLI) has a volatility of 6.20%. This indicates that ESNT experiences smaller price fluctuations and is considered to be less risky than RLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESNT | RLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.64% | 6.20% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 15.75% | 16.44% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.80% | 22.70% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.10% | 22.86% | +2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.82% | 26.36% | +12.46% |
Financials
ESNT vs. RLI - Financials Comparison
This section allows you to compare key financial metrics between Essent Group Ltd. and RLI Corp.. 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