CHDN vs ESNT

Comparison between Churchill Downs Inc (CHDN, Company) and Essent Group Ltd (ESNT, Company).

CHDN is from the Consumer Cyclical sector, while ESNT is from the Financial Services sector.

5-Year PerformanceESNT has outperformed CHDN, delivering a return of +10.2% compared to -1.9%

CHDN vs ESNT - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CHDN(COMPANY)	ESNT(COMPANY)
Market Cap	$5.97B	$5.96B
Max Drawdown	62.86%	64.94%
Sharpe Ratio	-0.53	0.40
5Y Beta	0.69	0.47
Industry	Gambling	Insurance - Specialty
P/E Ratio	14.72	9.01
Forward P/E	22.94	8.98
PEG Ratio	4.59	2.67
Dividend Yield	0.51%	1.98%
5Y Dividends CAGR	7.09%	10.26%
5Y EPS CAGR	20.14%	14.95%
Debt to Equity	449.64%	0.00%
Free Cash Flow Yield	0.81%	13.72%
P/S Ratio	2.02	4.62
P/B Ratio	5.79	1.05

Market Cap

Winner

CHDN

$5.97B

ESNT

$5.96B

Max Drawdown

Winner

CHDN

62.86%

ESNT

64.94%

Sharpe Ratio

CHDN

-0.53

Winner

ESNT

0.40

5Y Beta

CHDN

0.69

Winner

ESNT

0.47

Industry

CHDN

Gambling

ESNT

Insurance - Specialty

P/E Ratio

CHDN

14.72

Winner

ESNT

9.01

Forward P/E

CHDN

22.94

Winner

ESNT

8.98

PEG Ratio

CHDN

4.59

Winner

ESNT

2.67

Dividend Yield

CHDN

0.51%

Winner

ESNT

1.98%

5Y Dividends CAGR

CHDN

7.09%

Winner

ESNT

10.26%

5Y EPS CAGR

Winner

CHDN

20.14%

ESNT

14.95%

Debt to Equity

CHDN

449.64%

Winner

ESNT

0.00%

Free Cash Flow Yield

CHDN

0.81%

Winner

ESNT

13.72%

P/S Ratio

Winner

CHDN

2.02

ESNT

4.62

P/B Ratio

CHDN

5.79

Winner

ESNT

1.05

CHDN vs ESNT - Historical Returns

Returns include dividend reinvestment.

Period	CHDN	ESNT
1 month	-3.54%	+9.39%
3 months	-2.24%	+6.97%
6 months	-20.99%	+1.56%
1 year	-19.61%	+15.84%
5 years(CAGR)	-1.94%	+10.18%
10 years(CAGR)	+15.14%	+12.19%
Max(CAGR)	+13.85%	+10.38%

CHDN

-3.54%

Winner

ESNT

+9.39%

CHDN

-2.24%

Winner

ESNT

+6.97%

CHDN

-20.99%

Winner

ESNT

+1.56%

CHDN

-19.61%

Winner

ESNT

+15.84%

5Y(CAGR)

CHDN

-1.94%

Winner

ESNT

+10.18%

10Y(CAGR)

Winner

CHDN

+15.14%

ESNT

+12.19%

Max(CAGR)

Winner

CHDN

+13.85%

ESNT

+10.38%

CHDN vs ESNT - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	CHDN	ESNT
2026	-23.61%	+0.69%
2025	-13.20%	+21.84%
2024	+0.03%	+4.90%
2023	+28.78%	+36.50%
2022	-10.37%	-12.97%
2021	+28.24%	+9.70%
2020	+43.94%	-14.46%
2019	+70.53%	+53.54%
2018	+3.10%	-22.02%
2017	+57.50%	+33.93%
2016	+11.55%	+50.98%
2015	+52.52%	-14.92%
2014	+7.39%	+10.01%
2013	+31.02%	+14.57%
2012	+32.17%	N/A
2011	+18.78%	N/A
2010	+13.80%	N/A
2009	-8.06%	N/A
2008	-22.35%	N/A
2007	+29.83%	N/A
2006	+12.93%	N/A
2005	-14.62%	N/A
2004	+24.52%	N/A
2003	-3.72%	N/A
2002	+10.56%	N/A
2001	+32.77%	N/A
2000	+33.29%	N/A
1999	+10.39%	N/A

CHDN vs ESNT Drawdown Comparison

The maximum drawdown for CHDN was -62.86%, occurring on Mar 18, 2020. Recovery took 121 trading sessions.

The maximum drawdown for ESNT was -64.70%, occurring on Mar 18, 2020. Recovery took 926 trading sessions.

The current CHDN drawdown is -42.05%. The current ESNT drawdown is -2.55%.

Rank	CHDN	ESNT
#1	-62.86% Feb 19, 2020 - Aug 11, 2020	-64.70% Nov 27, 2019 - Aug 4, 2023
#2	-60.50% Dec 24, 2007 - Jan 24, 2012	-43.52% Jul 20, 2015 - Nov 10, 2016
#3	-43.72% May 1, 2023 - May 26, 2026	-37.27% Jan 23, 2018 - Sep 20, 2019
#4	-32.98% Aug 2, 2005 - Apr 17, 2007	-32.32% Feb 18, 2014 - May 8, 2015
#5	-32.22% Oct 18, 2021 - Mar 31, 2023	-18.35% Oct 17, 2024 - Aug 22, 2025
#6	-30.29% Mar 12, 2021 - Oct 14, 2021	-15.41% Dec 18, 2025 - Jun 3, 2026
#7	-27.54% Feb 28, 2002 - Nov 4, 2004	-13.06% Aug 7, 2023 - Dec 21, 2023
#8	-27.42% Dec 12, 2000 - Dec 28, 2001	-12.07% Mar 28, 2024 - Jul 15, 2024
#9	-27.25% May 21, 2018 - Jun 5, 2019	-11.04% Aug 7, 2017 - Oct 13, 2017
#10	-20.78% Nov 6, 2015 - Sep 8, 2016	-10.67% Apr 26, 2017 - Jul 7, 2017
#11	-20.61% Dec 1, 2004 - Jul 29, 2005	-10.20% Sep 18, 2025 - Dec 15, 2025
#12	-19.77% Feb 3, 2000 - Mar 31, 2000	-9.90% Nov 5, 2013 - Dec 20, 2013
#13	-18.81% Nov 19, 1999 - Dec 22, 1999	-9.29% Sep 20, 2019 - Oct 21, 2019
#14	-17.78% Mar 31, 2000 - Oct 13, 2000	-9.06% Oct 20, 2017 - Nov 16, 2017
#15	-17.68% Sep 2, 2020 - Nov 9, 2020	-7.97% Jan 30, 2024 - Mar 20, 2024

Correlation

Correlation between CHDN and ESNT is 0.80 which considered as a strong positive correlation - the stocks tend to move together.

0.80

-101

Dividend Comparison (1999 - 2026)

CHDN vs ESNT dividend yield comparison.

Year	CHDN	ESNT
2026	0.00%	1.09%
2025	0.38%	1.91%
2024	0.31%	2.06%
2023	0.28%	1.90%
2022	0.34%	2.21%
2021	0.28%	1.54%
2020	0.32%	1.48%
2019	0.42%	0.58%
2018	0.67%	0.00%
2017	0.65%	0.00%
2016	0.88%	0.00%
2015	0.81%	0.00%
2014	1.05%	0.00%
2013	0.97%	0.00%
2012	1.08%	0.00%
2011	1.15%	0.00%
2010	1.15%	0.00%
2009	1.34%	0.00%
2008	1.24%	0.00%
2007	0.93%	0.00%
2006	1.17%	0.00%
2005	1.36%	0.00%
2004	1.12%	0.00%
2003	1.37%	0.00%
2002	1.31%	0.00%
2001	1.35%	0.00%
2000	1.68%	0.00%
1999	19.95%	0.00%