ESNT vs. VUG
ESNT (Essent Group Ltd.) is a stock, while VUG (Vanguard Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. Over the past 10 years, ESNT returned 12.32%/yr vs 17.38%/yr for VUG. Their 0.38 correlation means their historical movements had little consistent relationship.
Performance
ESNT vs. VUG - Performance Comparison
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Returns By Period
In the year-to-date period, ESNT achieves a 2.70% return, which is significantly lower than VUG's 5.02% return. Over the past 10 years, ESNT has underperformed VUG with an annualized return of 12.32%, while VUG has yielded a comparatively higher 17.38% annualized return.
ESNT
- 1D
- -0.75%
- 1M
- 1.71%
- 6M
- 6.11%
- YTD
- 2.70%
- 1Y
- 19.30%
- 3Y*
- 12.25%
- 5Y*
- 10.13%
- 10Y*
- 12.32%
- ALL TIME*
- 10.14%
VUG
- 1D
- 1.10%
- 1M
- -0.35%
- 6M
- 6.39%
- YTD
- 5.02%
- 1Y
- 15.36%
- 3Y*
- 21.19%
- 5Y*
- 12.16%
- 10Y*
- 17.38%
- ALL TIME*
- 12.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $29.84M | $34.37M | $48.43M | |
| $556.11M | $661.72M | $650.91M |
ESNT vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESNT Essent Group Ltd. | 2.70% | 21.95% | 5.23% | 38.60% | -12.76% | 7.06% | -15.53% | 53.00% | -21.28% | 34.14% |
VUG Vanguard Growth ETF | 5.02% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
Correlation
The correlation between ESNT and VUG is -0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.15 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.35 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2013 | 0.38 |
The correlation between ESNT and VUG shifts across timeframes, from -0.08 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ESNT vs. VUG — Risk / Return Rank
ESNT
VUG
ESNT vs. VUG - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ESNT | VUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.13 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | 0.78 | +0.55 |
| Martin ratioReturn relative to average drawdown | 2.84 | 2.47 | +0.37 |
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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.
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Drawdown Indicators
| ESNT | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.72% | -50.68% | -14.04% |
Max Drawdown (1Y)Largest decline over 1 year | -15.41% | -16.53% | +1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -18.36% | -22.85% | +4.49% |
Max Drawdown (5Y)Largest decline over 5 years | -28.79% | -35.61% | +6.82% |
Max Drawdown (10Y)Largest decline over 10 years | -64.72% | -35.61% | -29.11% |
Current DrawdownCurrent decline from peak | -3.17% | -5.53% | +2.36% |
Average DrawdownAverage peak-to-trough decline | -13.64% | -7.08% | -6.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.21% | 5.20% | +2.01% |
Volatility
ESNT vs. VUG - Volatility Comparison
Essent Group Ltd. (ESNT) has a higher volatility of 6.69% compared to Vanguard Growth ETF (VUG) at 5.58%. 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.
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Volatility by Period
| ESNT | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.69% | 5.58% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 17.37% | 14.24% | +3.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.99% | 17.74% | +5.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.98% | 22.49% | +2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.67% | 21.55% | +17.12% |
Dividends
ESNT vs. VUG - Dividend Comparison
ESNT's dividend yield for the trailing twelve months is around 2.00%, more than VUG's 0.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESNT Essent Group Ltd. | 2.00% | 1.91% | 2.06% | 1.90% | 2.21% | 1.54% | 1.48% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.40% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Frequently Asked Questions
ESNT and VUG have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESNT has higher volatility (6.69%) compared to VUG (5.58%). In terms of maximum drawdown, ESNT dropped -64.72% vs VUG's -50.68%.
ESNT currently has the higher Sharpe Ratio (0.89 vs 0.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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