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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%AugustSeptemberOctoberNovemberDecember2025
5.73%
-0.96%
CLPR
ESS

Key characteristics

Sharpe Ratio

CLPR:

-0.25

ESS:

1.02

Sortino Ratio

CLPR:

0.02

ESS:

1.52

Omega Ratio

CLPR:

1.00

ESS:

1.18

Calmar Ratio

CLPR:

-0.24

ESS:

0.66

Martin Ratio

CLPR:

-0.88

ESS:

4.80

Ulcer Index

CLPR:

17.84%

ESS:

4.50%

Daily Std Dev

CLPR:

62.39%

ESS:

21.21%

Max Drawdown

CLPR:

-66.93%

ESS:

-62.67%

Current Drawdown

CLPR:

-60.73%

ESS:

-12.33%

Fundamentals

Market Cap

CLPR:

$168.31M

ESS:

$18.90B

EPS

CLPR:

-$0.29

ESS:

$8.57

PEG Ratio

CLPR:

0.00

ESS:

6.13

Total Revenue (TTM)

CLPR:

$110.73M

ESS:

$1.32B

Gross Profit (TTM)

CLPR:

$47.66M

ESS:

$697.78M

EBITDA (TTM)

CLPR:

$52.21M

ESS:

$971.61M

Returns By Period

In the year-to-date period, CLPR achieves a -13.32% return, which is significantly lower than ESS's 0.15% return.


CLPR

YTD

-13.32%

1M

-31.55%

6M

4.40%

1Y

-14.59%

5Y*

-13.46%

10Y*

N/A

ESS

YTD

0.15%

1M

0.74%

6M

-0.64%

1Y

22.02%

5Y*

1.76%

10Y*

5.50%

*Annualized

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Risk-Adjusted Performance

CLPR vs. ESS — Risk-Adjusted Performance Rank

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

CLPR
The Risk-Adjusted Performance Rank of CLPR is 3131
Overall Rank
The Sharpe Ratio Rank of CLPR is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of CLPR is 3232
Sortino Ratio Rank
The Omega Ratio Rank of CLPR is 3232
Omega Ratio Rank
The Calmar Ratio Rank of CLPR is 3131
Calmar Ratio Rank
The Martin Ratio Rank of CLPR is 2626
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.

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 -0.25, compared to the broader market-2.000.002.004.00-0.251.02
The chart of Sortino ratio for CLPR, currently valued at 0.02, compared to the broader market-4.00-2.000.002.004.006.000.021.52
The chart of Omega ratio for CLPR, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.18
The chart of Calmar ratio for CLPR, currently valued at -0.24, compared to the broader market0.002.004.006.00-0.240.66
The chart of Martin ratio for CLPR, currently valued at -0.88, compared to the broader market-10.000.0010.0020.0030.00-0.884.80
CLPR
ESS

The current CLPR Sharpe Ratio is -0.25, which is lower than the ESS Sharpe Ratio of 1.02. 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.25
1.02
CLPR
ESS

Dividends

CLPR vs. ESS - Dividend Comparison

CLPR's dividend yield for the trailing twelve months is around 9.57%, more than ESS's 3.46% yield.


TTM20242023202220212020201920182017201620152014
CLPR
Clipper Realty Inc.
9.57%8.30%7.04%5.94%3.82%5.39%3.58%2.91%3.70%0.00%0.00%0.00%
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

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-60.73%
-12.33%
CLPR
ESS

Volatility

CLPR vs. ESS - Volatility Comparison

Clipper Realty Inc. (CLPR) has a higher volatility of 19.35% compared to Essex Property Trust, Inc. (ESS) at 8.15%. 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%AugustSeptemberOctoberNovemberDecember2025
19.35%
8.15%
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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