ESNT vs. VOO

In the year-to-date period, ESNT achieves a 6.41% return, which is significantly higher than VOO's -0.85% return. Over the past 10 years, ESNT has underperformed VOO with an annualized return of 9.64%, while VOO has yielded a comparatively higher 12.64% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Essent Group Ltd. (ESNT) and Vanguard S&P 500 ETF (VOO). 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.

The current ESNT Sharpe Ratio is 0.23, which is lower than the VOO Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of ESNT and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ESNT's dividend yield for the trailing twelve months is around 2.00%, more than VOO's 1.31% yield.

The maximum ESNT drawdown since its inception was -64.72%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ESNT and VOO.

Essent Group Ltd. (ESNT) has a higher volatility of 5.47% compared to Vanguard S&P 500 ETF (VOO) at 4.44%. This indicates that ESNT's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.