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

Correlation

The correlation between CLPR and ESS is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

CLPR vs. ESS - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
75.09%
2.04%
CLPR
ESS

Key characteristics

Sharpe Ratio

CLPR:

0.36

ESS:

0.85

Sortino Ratio

CLPR:

1.24

ESS:

1.28

Omega Ratio

CLPR:

1.14

ESS:

1.15

Calmar Ratio

CLPR:

0.32

ESS:

0.54

Martin Ratio

CLPR:

1.16

ESS:

4.10

Ulcer Index

CLPR:

18.69%

ESS:

4.34%

Daily Std Dev

CLPR:

59.61%

ESS:

20.89%

Max Drawdown

CLPR:

-66.93%

ESS:

-62.67%

Current Drawdown

CLPR:

-40.65%

ESS:

-14.43%

Fundamentals

Market Cap

CLPR:

$259.03M

ESS:

$19.59B

EPS

CLPR:

-$0.29

ESS:

$8.55

PEG Ratio

CLPR:

0.00

ESS:

7.03

Total Revenue (TTM)

CLPR:

$145.60M

ESS:

$1.74B

Gross Profit (TTM)

CLPR:

$59.81M

ESS:

$860.48M

EBITDA (TTM)

CLPR:

$68.90M

ESS:

$1.24B

Returns By Period

In the year-to-date period, CLPR achieves a 20.72% return, which is significantly higher than ESS's 15.69% return.


CLPR

YTD

20.72%

1M

17.19%

6M

74.09%

1Y

21.39%

5Y*

-4.37%

10Y*

N/A

ESS

YTD

15.69%

1M

-7.55%

6M

1.36%

1Y

20.41%

5Y*

2.24%

10Y*

6.03%

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Risk-Adjusted Performance

CLPR vs. ESS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Clipper Realty Inc. (CLPR) 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 CLPR, currently valued at 0.36, compared to the broader market-4.00-2.000.002.000.360.85
The chart of Sortino ratio for CLPR, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.241.28
The chart of Omega ratio for CLPR, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.15
The chart of Calmar ratio for CLPR, currently valued at 0.32, compared to the broader market0.002.004.006.000.320.54
The chart of Martin ratio for CLPR, currently valued at 1.16, compared to the broader market0.0010.0020.001.164.10
CLPR
ESS

The current CLPR Sharpe Ratio is 0.36, which is lower than the ESS Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of CLPR 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.36
0.85
CLPR
ESS

Dividends

CLPR vs. ESS - Dividend Comparison

CLPR's dividend yield for the trailing twelve months is around 6.33%, more than ESS's 3.46% yield.


TTM20232022202120202019201820172016201520142013
CLPR
Clipper Realty Inc.
6.33%7.04%5.94%3.82%5.39%3.58%2.91%3.70%0.00%0.00%0.00%0.00%
ESS
Essex Property Trust, Inc.
3.46%3.73%4.15%2.37%3.50%2.59%3.03%2.90%2.75%2.41%2.47%3.37%

Drawdowns

CLPR vs. ESS - Drawdown Comparison

The maximum CLPR drawdown since its inception was -66.93%, which is greater than ESS's maximum drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for CLPR and ESS. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-40.65%
-14.43%
CLPR
ESS

Volatility

CLPR vs. ESS - Volatility Comparison

Clipper Realty Inc. (CLPR) has a higher volatility of 36.73% compared to Essex Property Trust, Inc. (ESS) at 5.64%. This indicates that CLPR'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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
36.73%
5.64%
CLPR
ESS

Financials

CLPR vs. ESS - Financials Comparison

This section allows you to compare key financial metrics between Clipper Realty 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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