CLILF vs. ESS

Last updated Jun 9, 2026

CLILF (CapitaLand Investment Limited) and ESS (Essex Property Trust, Inc.) are both stocks. Both are in the Real Estate sector — CLILF in Real Estate - Services, ESS in REIT - Residential. Over the past 3 years, CLILF returned -5.22%/yr vs 10.51%/yr for ESS. At a 0.03 correlation, their price movements are largely independent.

Performance

CLILF vs. ESS - Performance Comparison

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

Returns By Period

In the year-to-date period, CLILF achieves a 6.49% return, which is significantly lower than ESS's 10.01% return.

CLILF

• 1D: 0.00%
• 1M: -12.44%
• YTD: 6.49%
• 6M: 33.67%
• 1Y: 15.00%
• 3Y*: -5.22%
• 5Y*: —
• 10Y*: —

ESS

• 1D: -1.20%
• 1M: 7.00%
• YTD: 10.01%
• 6M: 14.13%
• 1Y: 5.10%
• 3Y*: 10.51%
• 5Y*: 1.70%
• 10Y*: 6.49%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CLILF vs. ESS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
CLILF CapitaLand Investment Limited	6.49%	-3.06%	-1.09%	-23.92%	6.00%	-1.96%
ESS Essex Property Trust, Inc.	10.01%	-4.98%	18.36%	21.97%	-37.76%	5.66%

Correlation

The correlation between CLILF and ESS is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.05
Correlation (All Time) Calculated using the full available price history since Oct 25, 2021	0.03

Fundamentals

EPS CLILF : $0.05 ESS : $9.59
PE Ratio CLILF : 40.59 ESS : 29.41
PS Ratio CLILF : 3.06 ESS : 7.14
Total Revenue (TTM) CLILF : $2.91B ESS : $1.91B
Gross Profit (TTM) CLILF : $2.22B ESS : $1.32B
EBITDA (TTM) CLILF : $153.89M ESS : $1.44B

Return for Risk

CLILF vs. ESS — Risk / Return Rank

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

CLILF

CLILF Risk / Return Rank: 58
CLILF Sharpe Ratio Rank: 51
CLILF Sortino Ratio Rank: 54
CLILF Omega Ratio Rank: 76
CLILF Calmar Ratio Rank: 54
CLILF Martin Ratio Rank: 54

ESS

ESS Risk / Return Rank: 47
ESS Sharpe Ratio Rank: 51
ESS Sortino Ratio Rank: 43
ESS Omega Ratio Rank: 42
ESS Calmar Ratio Rank: 50
ESS Martin Ratio Rank: 48

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CLILF vs. ESS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CapitaLand Investment Limited (CLILF) 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.

	CLILF	ESS	Difference
Sharpe ratio: Return per unit of total volatility	0.24	0.25	0.00
Sortino ratio: Return per unit of downside risk	0.90	0.46	+0.43
Omega ratio: Gain probability vs. loss probability	1.26	1.06	+0.20
Calmar ratio: Return relative to maximum drawdown	0.52	0.31	+0.21
Martin ratio: Return relative to average drawdown	1.05	0.52	+0.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CLILF vs. ESS - Sharpe Ratio Comparison

The current CLILF Sharpe Ratio is 0.24, which is comparable to the ESS Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of CLILF and ESS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CLILF	ESS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.24	0.25	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.07	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.25	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.06	0.50	-0.56

Drawdowns

CLILF vs. ESS - Drawdown Comparison

The maximum CLILF drawdown since its inception was -66.07%, which is greater than ESS's maximum drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for CLILF and ESS.

Drawdown Indicators

	CLILF	ESS	Difference
Max Drawdown Largest peak-to-trough decline	-66.07%	-62.67%	-3.40%
Max Drawdown (1Y) Largest decline over 1 year	-29.26%	-16.49%	-12.77%
Max Drawdown (3Y) Largest decline over 3 years	-45.96%	-20.77%	-25.19%
Max Drawdown (5Y) Largest decline over 5 years	—	-43.87%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-44.84%	—
Current Drawdown Current decline from peak	-53.74%	-8.50%	-45.24%
Average Drawdown Average peak-to-trough decline	-44.08%	-10.86%	-33.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.34%	9.80%	+4.54%

Volatility

CLILF vs. ESS - Volatility Comparison

CapitaLand Investment Limited (CLILF) has a higher volatility of 10.69% compared to Essex Property Trust, Inc. (ESS) at 5.19%. This indicates that CLILF'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.

Volatility by Period

	CLILF	ESS	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.69%	5.19%	+5.50%
Volatility (6M) Calculated over the trailing 6-month period	54.59%	14.23%	+40.36%
Volatility (1Y) Calculated over the trailing 1-year period	62.88%	20.86%	+42.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	80.06%	23.71%	+56.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	80.06%	25.82%	+54.24%

Dividends

CLILF vs. ESS - Dividend Comparison

CLILF's dividend yield for the trailing twelve months is around 3.69%, more than ESS's 3.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CLILF CapitaLand Investment Limited	3.69%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ESS Essex Property Trust, Inc.	3.65%	3.88%	2.57%	3.73%	4.15%	2.37%	3.50%	2.59%	3.03%	2.90%	2.75%	2.41%

Financials

CLILF vs. ESS - Profitability Comparison

The chart below illustrates the profitability comparison between CapitaLand Investment Limited and Essex Property Trust, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

CLILF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CapitaLand Investment Limited reported a gross profit of 453.66M and revenue of 1.15B. Therefore, the gross margin over that period was 39.6%.

ESS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Essex Property Trust, Inc. reported a gross profit of 343.50M and revenue of 484.76M. Therefore, the gross margin over that period was 70.9%.

CLILF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CapitaLand Investment Limited reported an operating income of 325.76M and revenue of 1.15B, resulting in an operating margin of 28.4%.

ESS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Essex Property Trust, Inc. reported an operating income of 155.19M and revenue of 484.76M, resulting in an operating margin of 32.0%.

CLILF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CapitaLand Investment Limited reported a net income of -141.89M and revenue of 1.15B, resulting in a net margin of -12.4%.

ESS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Essex Property Trust, Inc. reported a net income of -6.02M and revenue of 484.76M, resulting in a net margin of -1.2%.

Frequently Asked Questions

Can I hold both CLILF and ESS in my portfolio?

CLILF and ESS have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CLILF or ESS?

CLILF has higher volatility (10.69%) compared to ESS (5.19%). In terms of maximum drawdown, CLILF dropped -66.07% vs ESS's -62.67%.

Which has better risk-adjusted returns?

ESS currently has the higher Sharpe Ratio (0.25 vs 0.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.