ESNT vs. VOO
Compare and contrast key facts about Essent Group Ltd. (ESNT) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESNT or VOO.
Correlation
The correlation between ESNT and VOO is 0.51, 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. VOO - Performance Comparison
Key characteristics
ESNT:
0.38
VOO:
0.63
ESNT:
0.64
VOO:
1.00
ESNT:
1.09
VOO:
1.15
ESNT:
0.49
VOO:
0.65
ESNT:
0.95
VOO:
2.54
ESNT:
9.58%
VOO:
4.78%
ESNT:
24.20%
VOO:
19.12%
ESNT:
-64.72%
VOO:
-33.99%
ESNT:
-9.63%
VOO:
-8.57%
Returns By Period
In the year-to-date period, ESNT achieves a 7.21% return, which is significantly higher than VOO's -4.35% return. Over the past 10 years, ESNT has underperformed VOO with an annualized return of 9.54%, while VOO has yielded a comparatively higher 12.23% annualized return.
ESNT
7.21%
6.50%
9.32%
6.17%
17.22%
9.54%
VOO
-4.35%
10.32%
-2.47%
9.64%
16.03%
12.23%
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Risk-Adjusted Performance
ESNT vs. VOO — Risk-Adjusted Performance Rank
ESNT
VOO
ESNT vs. VOO - Risk-Adjusted Performance Comparison
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.
Dividends
ESNT vs. VOO - Dividend Comparison
ESNT's dividend yield for the trailing twelve months is around 1.98%, more than VOO's 1.36% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESNT Essent Group Ltd. | 1.98% | 2.06% | 1.90% | 2.21% | 1.54% | 1.48% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.36% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
ESNT vs. VOO - Drawdown Comparison
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. For additional features, visit the drawdowns tool.
Volatility
ESNT vs. VOO - Volatility Comparison
The current volatility for Essent Group Ltd. (ESNT) is 8.69%, while Vanguard S&P 500 ETF (VOO) has a volatility of 11.27%. This indicates that ESNT experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.