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AAT vs. ESS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AAT and ESS is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

AAT vs. ESS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Assets Trust, Inc. (AAT) and Essex Property Trust, Inc. (ESS). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
24.90%
4.97%
AAT
ESS

Key characteristics

Sharpe Ratio

AAT:

0.81

ESS:

1.05

Sortino Ratio

AAT:

1.22

ESS:

1.54

Omega Ratio

AAT:

1.16

ESS:

1.18

Calmar Ratio

AAT:

0.42

ESS:

0.67

Martin Ratio

AAT:

3.52

ESS:

4.95

Ulcer Index

AAT:

6.00%

ESS:

4.41%

Daily Std Dev

AAT:

26.16%

ESS:

20.84%

Max Drawdown

AAT:

-61.85%

ESS:

-62.67%

Current Drawdown

AAT:

-33.03%

ESS:

-12.80%

Fundamentals

Market Cap

AAT:

$2.12B

ESS:

$19.59B

EPS

AAT:

$0.97

ESS:

$8.55

PE Ratio

AAT:

28.35

ESS:

34.40

PEG Ratio

AAT:

21.85

ESS:

7.03

Total Revenue (TTM)

AAT:

$456.89M

ESS:

$1.74B

Gross Profit (TTM)

AAT:

$228.11M

ESS:

$860.48M

EBITDA (TTM)

AAT:

$253.22M

ESS:

$1.24B

Returns By Period

In the year-to-date period, AAT achieves a 22.43% return, which is significantly higher than ESS's 17.90% return. Over the past 10 years, AAT has underperformed ESS with an annualized return of -0.89%, while ESS has yielded a comparatively higher 6.30% annualized return.


AAT

YTD

22.43%

1M

-6.05%

6M

23.63%

1Y

21.67%

5Y*

-6.16%

10Y*

-0.89%

ESS

YTD

17.90%

1M

-6.94%

6M

3.62%

1Y

20.73%

5Y*

2.55%

10Y*

6.30%

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Risk-Adjusted Performance

AAT vs. ESS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Assets Trust, Inc. (AAT) and Essex Property Trust, Inc. (ESS). 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.


Sharpe ratio
The chart of Sharpe ratio for AAT, currently valued at 0.81, compared to the broader market-4.00-2.000.002.000.811.05
The chart of Sortino ratio for AAT, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.001.221.54
The chart of Omega ratio for AAT, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.18
The chart of Calmar ratio for AAT, currently valued at 0.42, compared to the broader market0.002.004.006.000.420.67
The chart of Martin ratio for AAT, currently valued at 3.52, compared to the broader market-5.000.005.0010.0015.0020.0025.003.524.95
AAT
ESS

The current AAT Sharpe Ratio is 0.81, which is comparable to the ESS Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of AAT and ESS, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.81
1.05
AAT
ESS

Dividends

AAT vs. ESS - Dividend Comparison

AAT's dividend yield for the trailing twelve months is around 5.14%, more than ESS's 3.40% yield.


TTM20232022202120202019201820172016201520142013
AAT
American Assets Trust, Inc.
5.14%5.86%4.83%3.09%3.46%2.48%2.71%2.75%2.34%2.47%2.24%2.70%
ESS
Essex Property Trust, Inc.
3.40%3.73%4.15%2.37%3.50%2.59%3.03%2.90%2.75%2.41%2.47%3.37%

Drawdowns

AAT vs. ESS - Drawdown Comparison

The maximum AAT drawdown since its inception was -61.85%, roughly equal to the maximum ESS drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for AAT and ESS. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-33.03%
-12.80%
AAT
ESS

Volatility

AAT vs. ESS - Volatility Comparison

American Assets Trust, Inc. (AAT) has a higher volatility of 7.35% compared to Essex Property Trust, Inc. (ESS) at 5.81%. This indicates that AAT's price experiences larger fluctuations and is considered to be riskier than ESS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.35%
5.81%
AAT
ESS

Financials

AAT vs. ESS - Financials Comparison

This section allows you to compare key financial metrics between American Assets Trust, Inc. and Essex Property Trust, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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