RNR vs. ^SP500TR

Last updated Apr 3, 2026

Compare and contrast key facts about RenaissanceRe Holdings Ltd. (RNR) and S&P 500 Total Return (^SP500TR).

Performance

RNR vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RenaissanceRe Holdings Ltd. (RNR) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

RNR vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RNR RenaissanceRe Holdings Ltd.	6.98%	13.73%	27.76%	7.22%	9.86%	3.07%	-14.70%	47.76%	7.54%	-6.94%
^SP500TR S&P 500 Total Return	-3.53%	17.88%	25.02%	26.29%	-18.11%	28.71%	18.40%	31.49%	-4.38%	21.83%

Returns By Period

In the year-to-date period, RNR achieves a 6.98% return, which is significantly higher than ^SP500TR's -3.53% return. Over the past 10 years, RNR has underperformed ^SP500TR with an annualized return of 10.56%, while ^SP500TR has yielded a comparatively higher 14.22% annualized return.

RNR

• 1D: 1.59%
• 1M: -0.29%
• YTD: 6.98%
• 6M: 17.79%
• 1Y: 21.30%
• 3Y*: 14.88%
• 5Y*: 13.61%
• 10Y*: 10.56%

^SP500TR

• 1D: 0.12%
• 1M: -3.32%
• YTD: -3.53%
• 6M: -1.37%
• 1Y: 17.55%
• 3Y*: 18.50%
• 5Y*: 11.99%
• 10Y*: 14.22%

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

Return for Risk

RNR vs. ^SP500TR — Risk / Return Rank

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

RNR

RNR Risk / Return Rank: 67
RNR Sharpe Ratio Rank: 68
RNR Sortino Ratio Rank: 62
RNR Omega Ratio Rank: 59
RNR Calmar Ratio Rank: 72
RNR Martin Ratio Rank: 77

^SP500TR

^SP500TR Risk / Return Rank: 68
^SP500TR Sharpe Ratio Rank: 64
^SP500TR Sortino Ratio Rank: 68
^SP500TR Omega Ratio Rank: 71
^SP500TR Calmar Ratio Rank: 60
^SP500TR Martin Ratio Rank: 79

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.

RNR vs. ^SP500TR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RenaissanceRe Holdings Ltd. (RNR) and S&P 500 Total Return (^SP500TR). 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.

	RNR	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	0.83	0.96	-0.13
Sortino ratio Return per unit of downside risk	1.30	1.48	-0.17
Omega ratio Gain probability vs. loss probability	1.16	1.23	-0.07
Calmar ratio Return relative to maximum drawdown	1.76	1.51	+0.25
Martin ratio Return relative to average drawdown	5.58	7.14	-1.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RNR vs. ^SP500TR - Sharpe Ratio Comparison

The current RNR Sharpe Ratio is 0.83, which is comparable to the ^SP500TR Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of RNR and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RNR	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.83	0.96	-0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.71	-0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.40	0.79	-0.39
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.62	-0.07

Correlation

The correlation between RNR and ^SP500TR is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

RNR vs. ^SP500TR - Drawdown Comparison

The maximum RNR drawdown since its inception was -45.67%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for RNR and ^SP500TR.

Drawdown Indicators

	RNR	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-45.67%	-55.25%	+9.58%
Max Drawdown (1Y) Largest decline over 1 year	-13.27%	-8.89%	-4.38%
Max Drawdown (5Y) Largest decline over 5 years	-27.71%	-24.49%	-3.22%
Max Drawdown (10Y) Largest decline over 10 years	-40.66%	-33.79%	-6.87%
Current Drawdown Current decline from peak	-3.25%	-5.44%	+2.19%
Average Drawdown Average peak-to-trough decline	-10.29%	-8.20%	-2.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.19%	2.57%	+1.62%

Volatility

RNR vs. ^SP500TR - Volatility Comparison

The current volatility for RenaissanceRe Holdings Ltd. (RNR) is 4.25%, while S&P 500 Total Return (^SP500TR) has a volatility of 5.30%. This indicates that RNR experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RNR	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.25%	5.30%	-1.05%
Volatility (6M) Calculated over the trailing 6-month period	17.62%	9.55%	+8.07%
Volatility (1Y) Calculated over the trailing 1-year period	25.89%	18.32%	+7.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.58%	16.90%	+10.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.77%	18.04%	+8.73%