ELS vs. SPY
Compare and contrast key facts about Equity LifeStyle Properties, Inc. (ELS) and State Street SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
ELS vs. SPY - Performance Comparison
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ELS vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ELS Equity LifeStyle Properties, Inc. | 3.88% | -5.93% | -2.83% | 12.18% | -24.50% | 41.01% | -7.83% | 47.80% | 11.76% | 26.37% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, ELS achieves a 3.88% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, ELS has underperformed SPY with an annualized return of 8.21%, while SPY has yielded a comparatively higher 13.98% annualized return.
ELS
- 1D
- -0.16%
- 1M
- -6.25%
- YTD
- 3.88%
- 6M
- 4.60%
- 1Y
- -3.19%
- 3Y*
- 0.60%
- 5Y*
- 1.90%
- 10Y*
- 8.21%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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Return for Risk
ELS vs. SPY — Risk / Return Rank
ELS
SPY
ELS vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Equity LifeStyle Properties, Inc. (ELS) and State Street SPDR S&P 500 ETF (SPY). 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.
| ELS | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.17 | 0.93 | -1.10 |
Sortino ratioReturn per unit of downside risk | -0.12 | 1.45 | -1.57 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.22 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.21 | 1.53 | -1.73 |
Martin ratioReturn relative to average drawdown | -0.37 | 7.30 | -7.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ELS | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.17 | 0.93 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.69 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.78 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.56 | -0.06 |
Correlation
The correlation between ELS and SPY is 0.37, 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.
Dividends
ELS vs. SPY - Dividend Comparison
ELS's dividend yield for the trailing twelve months is around 3.34%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELS Equity LifeStyle Properties, Inc. | 3.34% | 3.40% | 2.87% | 2.54% | 2.54% | 1.65% | 2.16% | 1.74% | 2.27% | 2.19% | 2.36% | 2.25% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
ELS vs. SPY - Drawdown Comparison
The maximum ELS drawdown since its inception was -58.96%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ELS and SPY.
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Drawdown Indicators
| ELS | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.96% | -55.19% | -3.77% |
Max Drawdown (1Y)Largest decline over 1 year | -13.39% | -12.05% | -1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -32.54% | -24.50% | -8.04% |
Max Drawdown (10Y)Largest decline over 10 years | -41.46% | -33.72% | -7.74% |
Current DrawdownCurrent decline from peak | -19.61% | -6.24% | -13.37% |
Average DrawdownAverage peak-to-trough decline | -9.88% | -9.09% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.56% | 2.52% | +5.04% |
Volatility
ELS vs. SPY - Volatility Comparison
The current volatility for Equity LifeStyle Properties, Inc. (ELS) is 4.01%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that ELS experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ELS | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 5.31% | -1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 12.03% | 9.47% | +2.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.38% | 19.05% | -0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.97% | 17.06% | +4.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.13% | 17.92% | +6.21% |