ESNT vs. VUG

Last updated Jun 5, 2026

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 11.37%/yr vs 18.25%/yr for VUG. At a 0.40 correlation, their price movements are largely independent.

Performance

ESNT vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Essent Group Ltd. (ESNT) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ESNT achieves a -10.98% return, which is significantly lower than VUG's 9.78% return. Over the past 10 years, ESNT has underperformed VUG with an annualized return of 11.37%, while VUG has yielded a comparatively higher 18.25% annualized return.

ESNT

• 1D: 2.38%
• 1M: -4.41%
• YTD: -10.98%
• 6M: -5.98%
• 1Y: 1.91%
• 3Y*: 10.57%
• 5Y*: 6.01%
• 10Y*: 11.37%

VUG

• 1D: 0.26%
• 1M: 5.75%
• YTD: 9.78%
• 6M: 8.99%
• 1Y: 27.72%
• 3Y*: 26.10%
• 5Y*: 15.17%
• 10Y*: 18.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ESNT vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ESNT Essent Group Ltd.	-10.98%	21.95%	5.23%	38.60%	-12.76%	7.06%	-15.53%	53.00%	-21.28%	34.14%
VUG Vanguard Growth ETF	9.78%	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 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.20
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since Nov 1, 2013	0.40

Over the past year, the correlation between ESNT and VUG has dropped to 0.06 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

Return for Risk

ESNT vs. VUG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESNT

ESNT Risk / Return Rank: 41
ESNT Sharpe Ratio Rank: 44
ESNT Sortino Ratio Rank: 37
ESNT Omega Ratio Rank: 37
ESNT Calmar Ratio Rank: 44
ESNT Martin Ratio Rank: 44

VUG

VUG Risk / Return Rank: 45
VUG Sharpe Ratio Rank: 52
VUG Sortino Ratio Rank: 50
VUG Omega Ratio Rank: 50
VUG Calmar Ratio Rank: 35
VUG Martin Ratio Rank: 39

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	ESNT	VUG	Difference
Sharpe ratio: Return per unit of total volatility	0.09	1.76	-1.67
Sortino ratio: Return per unit of downside risk	0.27	2.39	-2.12
Omega ratio: Gain probability vs. loss probability	1.03	1.31	-0.27
Calmar ratio: Return relative to maximum drawdown	0.12	1.68	-1.56
Martin ratio: Return relative to average drawdown	0.27	5.90	-5.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESNT vs. VUG - Sharpe Ratio Comparison

The current ESNT Sharpe Ratio is 0.09, which is lower than the VUG Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of ESNT and VUG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ESNT	VUG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.09	1.76	-1.67
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.24	0.69	-0.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.29	0.85	-0.56
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.62	-0.36

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.

Drawdown Indicators

	ESNT	VUG	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-13.40%	-1.25%	-12.15%
Average Drawdown Average peak-to-trough decline	-13.75%	-7.09%	-6.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.18%	4.71%	+2.47%

Volatility

ESNT vs. VUG - Volatility Comparison

Essent Group Ltd. (ESNT) has a higher volatility of 7.59% compared to Vanguard Growth ETF (VUG) at 3.81%. 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.

Volatility by Period

	ESNT	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.59%	3.81%	+3.78%
Volatility (6M) Calculated over the trailing 6-month period	17.58%	12.11%	+5.47%
Volatility (1Y) Calculated over the trailing 1-year period	22.45%	15.83%	+6.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.06%	22.21%	+2.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.69%	21.44%	+17.25%

Dividends

ESNT vs. VUG - Dividend Comparison

ESNT's dividend yield for the trailing twelve months is around 2.31%, more than VUG's 0.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ESNT Essent Group Ltd.	2.31%	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	0.37%	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

Can I hold both ESNT and VUG in my portfolio?

ESNT and VUG have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ESNT or VUG?

ESNT has higher volatility (7.59%) compared to VUG (3.81%). In terms of maximum drawdown, ESNT dropped -64.72% vs VUG's -50.68%.

Which has better risk-adjusted returns?

VUG currently has the higher Sharpe Ratio (1.76 vs 0.09), 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.