ESNT vs. RLI
Compare and contrast key facts about Essent Group Ltd. (ESNT) and RLI Corp. (RLI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESNT or RLI.
Key characteristics
| ESNT | RLI | |
|---|---|---|
| YTD Return | 7.56% | 9.24% |
| 1Y Return | 32.11% | 11.25% |
| 3Y Return (Ann) | 8.04% | 12.79% |
| 5Y Return (Ann) | 5.40% | 13.95% |
| 10Y Return (Ann) | 11.96% | 16.78% |
| Sharpe Ratio | 1.50 | 0.48 |
| Daily Std Dev | 20.34% | 20.52% |
| Max Drawdown | -64.72% | -64.05% |
| Current Drawdown | -5.16% | -2.28% |
Fundamentals
| ESNT | RLI | |
|---|---|---|
| Market Cap | $6.05B | $6.77B |
| EPS | $6.61 | $7.23 |
| PE Ratio | 8.58 | 20.48 |
| PEG Ratio | 0.84 | 3.82 |
| Revenue (TTM) | $1.12B | $1.59B |
| Gross Profit (TTM) | $1.12B | $832.60M |
| EBITDA (TTM) | $872.83M | $419.61M |
Correlation
The correlation between ESNT and RLI is 0.42, 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.
Performance
ESNT vs. RLI - Performance Comparison
In the year-to-date period, ESNT achieves a 7.56% return, which is significantly lower than RLI's 9.24% return. Over the past 10 years, ESNT has underperformed RLI with an annualized return of 11.96%, while RLI has yielded a comparatively higher 16.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ESNT vs. RLI - Risk-Adjusted Performance 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.
Dividends
ESNT vs. RLI - Dividend Comparison
ESNT's dividend yield for the trailing twelve months is around 1.82%, more than RLI's 0.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESNT Essent Group Ltd. | 1.82% | 1.90% | 2.21% | 1.54% | 1.48% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RLI RLI Corp. | 0.74% | 0.79% | 5.92% | 0.88% | 0.91% | 1.87% | 2.71% | 4.25% | 4.42% | 4.45% | 7.51% | 4.46% |
Drawdowns
ESNT vs. RLI - Drawdown Comparison
The maximum ESNT drawdown since its inception was -64.72%, roughly equal to the maximum RLI drawdown of -64.05%. Use the drawdown chart below to compare losses from any high point for ESNT and RLI. For additional features, visit the drawdowns tool.
Volatility
ESNT vs. RLI - Volatility Comparison
The current volatility for Essent Group Ltd. (ESNT) is 4.07%, while RLI Corp. (RLI) has a volatility of 6.16%. 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.
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