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ELS vs. EXR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ELS and EXR is 0.61, 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

ELS vs. EXR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Equity LifeStyle Properties, Inc. (ELS) and Extra Space Storage Inc. (EXR). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
6.22%
-8.14%
ELS
EXR

Key characteristics

Sharpe Ratio

ELS:

-0.29

EXR:

-0.14

Sortino Ratio

ELS:

-0.28

EXR:

-0.02

Omega Ratio

ELS:

0.97

EXR:

1.00

Calmar Ratio

ELS:

-0.20

EXR:

-0.10

Martin Ratio

ELS:

-0.66

EXR:

-0.37

Ulcer Index

ELS:

8.19%

EXR:

9.43%

Daily Std Dev

ELS:

18.77%

EXR:

25.31%

Max Drawdown

ELS:

-58.96%

EXR:

-71.35%

Current Drawdown

ELS:

-18.84%

EXR:

-29.26%

Fundamentals

Market Cap

ELS:

$13.76B

EXR:

$34.07B

EPS

ELS:

$1.95

EXR:

$3.75

PE Ratio

ELS:

35.26

EXR:

41.20

PEG Ratio

ELS:

4.47

EXR:

4.82

Total Revenue (TTM)

ELS:

$1.50B

EXR:

$3.23B

Gross Profit (TTM)

ELS:

$619.61M

EXR:

$2.16B

EBITDA (TTM)

ELS:

$712.70M

EXR:

$2.20B

Returns By Period

In the year-to-date period, ELS achieves a -4.13% return, which is significantly higher than EXR's -7.52% return. Both investments have delivered pretty close results over the past 10 years, with ELS having a 12.53% annualized return and EXR not far ahead at 13.08%.


ELS

YTD

-4.13%

1M

-6.59%

6M

6.22%

1Y

-3.21%

5Y*

1.43%

10Y*

12.53%

EXR

YTD

-7.52%

1M

-13.10%

6M

-8.14%

1Y

-2.59%

5Y*

10.34%

10Y*

13.08%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ELS vs. EXR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Equity LifeStyle Properties, Inc. (ELS) and Extra Space Storage Inc. (EXR). 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 ELS, currently valued at -0.29, compared to the broader market-4.00-2.000.002.00-0.29-0.14
The chart of Sortino ratio for ELS, currently valued at -0.28, compared to the broader market-4.00-2.000.002.004.00-0.28-0.02
The chart of Omega ratio for ELS, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.00
The chart of Calmar ratio for ELS, currently valued at -0.20, compared to the broader market0.002.004.006.00-0.20-0.10
The chart of Martin ratio for ELS, currently valued at -0.66, compared to the broader market0.0010.0020.00-0.66-0.37
ELS
EXR

The current ELS Sharpe Ratio is -0.29, which is lower than the EXR Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of ELS and EXR, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.29
-0.14
ELS
EXR

Dividends

ELS vs. EXR - Dividend Comparison

ELS's dividend yield for the trailing twelve months is around 2.84%, less than EXR's 4.55% yield.


TTM20232022202120202019201820172016201520142013
ELS
Equity LifeStyle Properties, Inc.
2.84%2.54%2.54%1.66%2.17%1.74%2.27%2.19%2.36%2.25%2.52%2.76%
EXR
Extra Space Storage Inc.
4.55%4.04%4.08%1.98%3.11%3.37%3.71%3.57%3.79%2.54%3.09%3.44%

Drawdowns

ELS vs. EXR - Drawdown Comparison

The maximum ELS drawdown since its inception was -58.96%, smaller than the maximum EXR drawdown of -71.35%. Use the drawdown chart below to compare losses from any high point for ELS and EXR. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-18.84%
-29.26%
ELS
EXR

Volatility

ELS vs. EXR - Volatility Comparison

The current volatility for Equity LifeStyle Properties, Inc. (ELS) is 4.44%, while Extra Space Storage Inc. (EXR) has a volatility of 6.96%. This indicates that ELS experiences smaller price fluctuations and is considered to be less risky than EXR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.44%
6.96%
ELS
EXR

Financials

ELS vs. EXR - Financials Comparison

This section allows you to compare key financial metrics between Equity LifeStyle Properties, Inc. and Extra Space Storage 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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