PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AMH vs. ESS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AMH and ESS is 0.58, 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

AMH vs. ESS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Homes 4 Rent (AMH) and Essex Property Trust, Inc. (ESS). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-2.96%
-0.65%
AMH
ESS

Key characteristics

Sharpe Ratio

AMH:

0.15

ESS:

1.02

Sortino Ratio

AMH:

0.33

ESS:

1.52

Omega Ratio

AMH:

1.04

ESS:

1.18

Calmar Ratio

AMH:

0.15

ESS:

0.66

Martin Ratio

AMH:

0.46

ESS:

4.80

Ulcer Index

AMH:

5.80%

ESS:

4.50%

Daily Std Dev

AMH:

17.96%

ESS:

21.21%

Max Drawdown

AMH:

-38.40%

ESS:

-62.67%

Current Drawdown

AMH:

-13.83%

ESS:

-12.33%

Fundamentals

Market Cap

AMH:

$14.67B

ESS:

$18.90B

EPS

AMH:

$0.97

ESS:

$8.57

PE Ratio

AMH:

36.28

ESS:

33.07

PEG Ratio

AMH:

29.82

ESS:

6.13

Total Revenue (TTM)

AMH:

$1.30B

ESS:

$1.32B

Gross Profit (TTM)

AMH:

$495.64M

ESS:

$697.78M

EBITDA (TTM)

AMH:

$647.23M

ESS:

$971.61M

Returns By Period

In the year-to-date period, AMH achieves a -5.96% return, which is significantly lower than ESS's 0.15% return. Over the past 10 years, AMH has outperformed ESS with an annualized return of 9.01%, while ESS has yielded a comparatively lower 5.50% annualized return.


AMH

YTD

-5.96%

1M

-3.64%

6M

-2.96%

1Y

1.60%

5Y*

7.27%

10Y*

9.01%

ESS

YTD

0.15%

1M

0.74%

6M

-0.64%

1Y

22.02%

5Y*

1.76%

10Y*

5.50%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AMH vs. ESS — Risk-Adjusted Performance Rank

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

AMH
The Risk-Adjusted Performance Rank of AMH is 4747
Overall Rank
The Sharpe Ratio Rank of AMH is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of AMH is 4141
Sortino Ratio Rank
The Omega Ratio Rank of AMH is 4040
Omega Ratio Rank
The Calmar Ratio Rank of AMH is 5353
Calmar Ratio Rank
The Martin Ratio Rank of AMH is 5252
Martin Ratio Rank

ESS
The Risk-Adjusted Performance Rank of ESS is 7474
Overall Rank
The Sharpe Ratio Rank of ESS is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of ESS is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ESS is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ESS is 7272
Calmar Ratio Rank
The Martin Ratio Rank of ESS is 8080
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.

AMH vs. ESS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Homes 4 Rent (AMH) 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 AMH, currently valued at 0.15, compared to the broader market-2.000.002.004.000.151.02
The chart of Sortino ratio for AMH, currently valued at 0.33, compared to the broader market-4.00-2.000.002.004.000.331.52
The chart of Omega ratio for AMH, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.18
The chart of Calmar ratio for AMH, currently valued at 0.15, compared to the broader market0.002.004.006.000.150.66
The chart of Martin ratio for AMH, currently valued at 0.46, compared to the broader market-10.000.0010.0020.0030.000.464.80
AMH
ESS

The current AMH Sharpe Ratio is 0.15, which is lower than the ESS Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of AMH 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.15
1.02
AMH
ESS

Dividends

AMH vs. ESS - Dividend Comparison

AMH's dividend yield for the trailing twelve months is around 2.96%, less than ESS's 3.46% yield.


TTM20242023202220212020201920182017201620152014
AMH
American Homes 4 Rent
2.96%2.78%2.45%2.39%0.92%0.67%0.76%1.01%0.92%0.95%1.20%1.17%
ESS
Essex Property Trust, Inc.
3.46%2.57%3.73%4.15%2.37%3.50%2.59%3.03%2.90%2.75%2.41%2.47%

Drawdowns

AMH vs. ESS - Drawdown Comparison

The maximum AMH drawdown since its inception was -38.40%, smaller than the maximum ESS drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for AMH and ESS. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-13.83%
-12.33%
AMH
ESS

Volatility

AMH vs. ESS - Volatility Comparison

The current volatility for American Homes 4 Rent (AMH) is 6.71%, while Essex Property Trust, Inc. (ESS) has a volatility of 8.15%. This indicates that AMH experiences smaller price fluctuations and is considered to be less risky than ESS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
6.71%
8.15%
AMH
ESS

Financials

AMH vs. ESS - Financials Comparison

This section allows you to compare key financial metrics between American Homes 4 Rent 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab