ESNT vs CHDN

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

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

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

ESNT vs CHDN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Market Cap

ESNT

$5.96B

Winner

CHDN

$5.97B

Max Drawdown

ESNT

64.94%

Winner

CHDN

62.86%

Sharpe Ratio

Winner

ESNT

0.40

CHDN

-0.53

5Y Beta

Winner

ESNT

0.47

CHDN

0.69

Industry

ESNT

Insurance - Specialty

CHDN

Gambling

P/E Ratio

Winner

ESNT

9.01

CHDN

14.72

Forward P/E

Winner

ESNT

8.98

CHDN

22.94

PEG Ratio

Winner

ESNT

2.67

CHDN

4.59

Dividend Yield

Winner

ESNT

1.98%

CHDN

0.51%

5Y Dividends CAGR

Winner

ESNT

10.26%

CHDN

7.09%

5Y EPS CAGR

ESNT

14.95%

Winner

CHDN

20.14%

Debt to Equity

Winner

ESNT

0.00%

CHDN

449.64%

Free Cash Flow Yield

Winner

ESNT

13.72%

CHDN

0.81%

P/S Ratio

ESNT

4.62

Winner

CHDN

2.02

P/B Ratio

Winner

ESNT

1.05

CHDN

5.79

ESNT vs CHDN - Historical Returns

Returns include dividend reinvestment.

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

Winner

ESNT

+9.39%

CHDN

-3.54%

Winner

ESNT

+6.97%

CHDN

-2.24%

Winner

ESNT

+1.56%

CHDN

-20.99%

Winner

ESNT

+15.84%

CHDN

-19.61%

5Y(CAGR)

Winner

ESNT

+10.18%

CHDN

-1.94%

10Y(CAGR)

ESNT

+12.19%

Winner

CHDN

+15.14%

Max(CAGR)

ESNT

+10.38%

Winner

CHDN

+13.85%

ESNT vs CHDN - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

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

ESNT vs CHDN Drawdown Comparison

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

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

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

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

Correlation

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

0.80

-101

Dividend Comparison (1999 - 2026)

ESNT vs CHDN dividend yield comparison.

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