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

Key characteristics


ELSSUI
YTD Return4.96%-3.68%
1Y Return7.98%7.55%
3Y Return (Ann)-2.56%-10.99%
5Y Return (Ann)3.26%-2.29%
10Y Return (Ann)14.43%11.57%
Sharpe Ratio0.720.56
Sortino Ratio1.140.90
Omega Ratio1.131.12
Calmar Ratio0.510.32
Martin Ratio1.661.69
Ulcer Index8.32%8.19%
Daily Std Dev19.30%24.66%
Max Drawdown-58.96%-74.04%
Current Drawdown-11.15%-35.44%

Fundamentals


ELSSUI
Market Cap$14.51B$16.46B
EPS$1.95$1.86
PE Ratio37.1866.76
PEG Ratio4.7010.19
Total Revenue (TTM)$1.50B$3.20B
Gross Profit (TTM)$677.88M$1.89B
EBITDA (TTM)$647.87M$1.41B

Correlation

-0.50.00.51.00.6

The correlation between ELS and SUI is 0.58, 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.

Performance

ELS vs. SUI - Performance Comparison

In the year-to-date period, ELS achieves a 4.96% return, which is significantly higher than SUI's -3.68% return. Over the past 10 years, ELS has outperformed SUI with an annualized return of 14.43%, while SUI has yielded a comparatively lower 11.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
16.02%
7.92%
ELS
SUI

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Risk-Adjusted Performance

ELS vs. SUI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Equity LifeStyle Properties, Inc. (ELS) and Sun Communities, Inc. (SUI). 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
Sharpe ratio
The chart of Sharpe ratio for ELS, currently valued at 0.72, compared to the broader market-4.00-2.000.002.004.000.72
Sortino ratio
The chart of Sortino ratio for ELS, currently valued at 1.14, compared to the broader market-4.00-2.000.002.004.006.001.14
Omega ratio
The chart of Omega ratio for ELS, currently valued at 1.13, compared to the broader market0.501.001.502.001.13
Calmar ratio
The chart of Calmar ratio for ELS, currently valued at 0.51, compared to the broader market0.002.004.006.000.51
Martin ratio
The chart of Martin ratio for ELS, currently valued at 1.66, compared to the broader market0.0010.0020.0030.001.66
SUI
Sharpe ratio
The chart of Sharpe ratio for SUI, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.56
Sortino ratio
The chart of Sortino ratio for SUI, currently valued at 0.90, compared to the broader market-4.00-2.000.002.004.006.000.90
Omega ratio
The chart of Omega ratio for SUI, currently valued at 1.12, compared to the broader market0.501.001.502.001.12
Calmar ratio
The chart of Calmar ratio for SUI, currently valued at 0.32, compared to the broader market0.002.004.006.000.32
Martin ratio
The chart of Martin ratio for SUI, currently valued at 1.69, compared to the broader market0.0010.0020.0030.001.69

ELS vs. SUI - Sharpe Ratio Comparison

The current ELS Sharpe Ratio is 0.72, which is comparable to the SUI Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ELS and SUI, 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.72
0.56
ELS
SUI

Dividends

ELS vs. SUI - Dividend Comparison

ELS's dividend yield for the trailing twelve months is around 2.60%, less than SUI's 2.98% yield.


TTM20232022202120202019201820172016201520142013
ELS
Equity LifeStyle Properties, Inc.
2.60%2.54%2.54%1.66%2.17%1.74%2.27%2.19%2.36%2.25%2.52%2.76%
SUI
Sun Communities, Inc.
2.98%2.78%2.46%1.58%2.08%2.00%2.79%2.89%3.39%3.79%4.30%5.91%

Drawdowns

ELS vs. SUI - Drawdown Comparison

The maximum ELS drawdown since its inception was -58.96%, smaller than the maximum SUI drawdown of -74.04%. Use the drawdown chart below to compare losses from any high point for ELS and SUI. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-11.15%
-35.44%
ELS
SUI

Volatility

ELS vs. SUI - Volatility Comparison

The current volatility for Equity LifeStyle Properties, Inc. (ELS) is 6.29%, while Sun Communities, Inc. (SUI) has a volatility of 9.97%. This indicates that ELS experiences smaller price fluctuations and is considered to be less risky than SUI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.29%
9.97%
ELS
SUI

Financials

ELS vs. SUI - Financials Comparison

This section allows you to compare key financial metrics between Equity LifeStyle Properties, Inc. and Sun Communities, 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