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RNR vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between RNR and ^GSPC is 0.35, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

RNR vs. ^GSPC - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%NovemberDecember2025FebruaryMarchApril
5,304.13%
877.53%
RNR
^GSPC

Key characteristics

Sharpe Ratio

RNR:

0.27

^GSPC:

0.46

Sortino Ratio

RNR:

0.53

^GSPC:

0.77

Omega Ratio

RNR:

1.07

^GSPC:

1.11

Calmar Ratio

RNR:

0.33

^GSPC:

0.47

Martin Ratio

RNR:

0.77

^GSPC:

1.94

Ulcer Index

RNR:

9.89%

^GSPC:

4.61%

Daily Std Dev

RNR:

28.39%

^GSPC:

19.44%

Max Drawdown

RNR:

-45.67%

^GSPC:

-56.78%

Current Drawdown

RNR:

-17.87%

^GSPC:

-10.07%

Returns By Period

In the year-to-date period, RNR achieves a -5.25% return, which is significantly higher than ^GSPC's -6.06% return. Over the past 10 years, RNR has underperformed ^GSPC with an annualized return of 9.65%, while ^GSPC has yielded a comparatively higher 10.15% annualized return.


RNR

YTD

-5.25%

1M

-4.61%

6M

-12.02%

1Y

8.12%

5Y*

10.56%

10Y*

9.65%

^GSPC

YTD

-6.06%

1M

-2.95%

6M

-4.87%

1Y

8.34%

5Y*

13.98%

10Y*

10.15%

*Annualized

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Risk-Adjusted Performance

RNR vs. ^GSPC — Risk-Adjusted Performance Rank

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

RNR
The Risk-Adjusted Performance Rank of RNR is 6060
Overall Rank
The Sharpe Ratio Rank of RNR is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of RNR is 5353
Sortino Ratio Rank
The Omega Ratio Rank of RNR is 5454
Omega Ratio Rank
The Calmar Ratio Rank of RNR is 6868
Calmar Ratio Rank
The Martin Ratio Rank of RNR is 6363
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6969
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RNR vs. ^GSPC - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for RNR, currently valued at 0.27, compared to the broader market-2.00-1.000.001.002.003.00
RNR: 0.27
^GSPC: 0.46
The chart of Sortino ratio for RNR, currently valued at 0.53, compared to the broader market-6.00-4.00-2.000.002.004.00
RNR: 0.53
^GSPC: 0.77
The chart of Omega ratio for RNR, currently valued at 1.07, compared to the broader market0.501.001.502.00
RNR: 1.07
^GSPC: 1.11
The chart of Calmar ratio for RNR, currently valued at 0.33, compared to the broader market0.001.002.003.004.005.00
RNR: 0.33
^GSPC: 0.47
The chart of Martin ratio for RNR, currently valued at 0.77, compared to the broader market-5.000.005.0010.0015.0020.00
RNR: 0.77
^GSPC: 1.94

The current RNR Sharpe Ratio is 0.27, which is lower than the ^GSPC Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of RNR and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.27
0.46
RNR
^GSPC

Drawdowns

RNR vs. ^GSPC - Drawdown Comparison

The maximum RNR drawdown since its inception was -45.67%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for RNR and ^GSPC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.87%
-10.07%
RNR
^GSPC

Volatility

RNR vs. ^GSPC - Volatility Comparison

RenaissanceRe Holdings Ltd. (RNR) and S&P 500 (^GSPC) have volatilities of 13.87% and 14.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.87%
14.23%
RNR
^GSPC