ESNT vs. VUG
Compare and contrast key facts about Essent Group Ltd. (ESNT) and Vanguard Growth ETF (VUG).
VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESNT or VUG.
Performance
ESNT vs. VUG - Performance Comparison
Returns By Period
In the year-to-date period, ESNT achieves a 9.19% return, which is significantly lower than VUG's 30.45% return. Over the past 10 years, ESNT has underperformed VUG with an annualized return of 9.81%, while VUG has yielded a comparatively higher 15.50% annualized return.
ESNT
9.19%
-8.16%
1.97%
20.00%
3.05%
9.81%
VUG
30.45%
4.12%
13.94%
35.92%
19.10%
15.50%
Key characteristics
| ESNT | VUG | |
|---|---|---|
| Sharpe Ratio | 0.85 | 2.13 |
| Sortino Ratio | 1.23 | 2.79 |
| Omega Ratio | 1.17 | 1.39 |
| Calmar Ratio | 1.15 | 2.77 |
| Martin Ratio | 3.51 | 10.92 |
| Ulcer Index | 5.70% | 3.29% |
| Daily Std Dev | 23.43% | 16.83% |
| Max Drawdown | -64.72% | -50.68% |
| Current Drawdown | -12.54% | -1.17% |
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Correlation
The correlation between ESNT and VUG 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.
Risk-Adjusted Performance
ESNT vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Essent Group Ltd. (ESNT) and Vanguard Growth ETF (VUG). 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. VUG - Dividend Comparison
ESNT's dividend yield for the trailing twelve months is around 1.92%, more than VUG's 0.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESNT Essent Group Ltd. | 1.92% | 1.90% | 2.21% | 1.54% | 1.48% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
ESNT vs. VUG - Drawdown Comparison
The maximum ESNT drawdown since its inception was -64.72%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for ESNT and VUG. For additional features, visit the drawdowns tool.
Volatility
ESNT vs. VUG - Volatility Comparison
Essent Group Ltd. (ESNT) has a higher volatility of 13.31% compared to Vanguard Growth ETF (VUG) at 5.27%. This indicates that ESNT's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.