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ESS vs. AMH
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ESS vs. AMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Essex Property Trust, Inc. (ESS) and American Homes 4 Rent (AMH). The values are adjusted to include any dividend payments, if applicable.

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ESS vs. AMH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ESS
Essex Property Trust, Inc.
-5.60%-4.98%18.36%21.97%-37.76%52.40%-18.09%25.92%4.83%6.82%
AMH
American Homes 4 Rent
-12.01%-11.12%6.99%22.44%-29.46%46.91%15.28%33.13%-8.23%5.05%

Fundamentals

EPS

ESS:

$13.60

AMH:

$1.21

PE Ratio

ESS:

17.79

AMH:

23.05

PEG Ratio

ESS:

1.25

AMH:

0.72

PS Ratio

ESS:

5.51

AMH:

7.42

Total Revenue (TTM)

ESS:

$1.89B

AMH:

$1.40B

Gross Profit (TTM)

ESS:

$1.39B

AMH:

$780.98M

EBITDA (TTM)

ESS:

$1.65B

AMH:

$948.07M

Returns By Period

In the year-to-date period, ESS achieves a -5.60% return, which is significantly higher than AMH's -12.01% return. Over the past 10 years, ESS has underperformed AMH with an annualized return of 3.77%, while AMH has yielded a comparatively higher 7.67% annualized return.


ESS

1D
0.82%
1M
-4.12%
YTD
-5.60%
6M
-7.70%
1Y
-17.89%
3Y*
9.07%
5Y*
0.92%
10Y*
3.77%

AMH

1D
-0.04%
1M
-5.85%
YTD
-12.01%
6M
-14.22%
1Y
-23.27%
3Y*
-0.86%
5Y*
-1.49%
10Y*
7.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ESS vs. AMH — Risk / Return Rank

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

ESS
ESS Risk / Return Rank: 1313
Overall Rank
ESS Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ESS Sortino Ratio Rank: 1313
Sortino Ratio Rank
ESS Omega Ratio Rank: 1414
Omega Ratio Rank
ESS Calmar Ratio Rank: 1010
Calmar Ratio Rank
ESS Martin Ratio Rank: 1515
Martin Ratio Rank

AMH
AMH Risk / Return Rank: 77
Overall Rank
AMH Sharpe Ratio Rank: 33
Sharpe Ratio Rank
AMH Sortino Ratio Rank: 66
Sortino Ratio Rank
AMH Omega Ratio Rank: 88
Omega Ratio Rank
AMH Calmar Ratio Rank: 1212
Calmar Ratio Rank
AMH Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESS vs. AMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Essex Property Trust, Inc. (ESS) and American Homes 4 Rent (AMH). 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.


ESSAMHDifference

Sharpe ratio

Return per unit of total volatility

-0.73

-1.08

+0.34

Sortino ratio

Return per unit of downside risk

-0.87

-1.50

+0.63

Omega ratio

Gain probability vs. loss probability

0.89

0.83

+0.06

Calmar ratio

Return relative to maximum drawdown

-0.86

-0.83

-0.04

Martin ratio

Return relative to average drawdown

-1.32

-1.55

+0.22

ESS vs. AMH - Sharpe Ratio Comparison

The current ESS Sharpe Ratio is -0.73, which is higher than the AMH Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of ESS and AMH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ESSAMHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.73

-1.08

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

-0.07

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.33

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.29

+0.20

Correlation

The correlation between ESS and AMH is 0.59, 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.


Dividends

ESS vs. AMH - Dividend Comparison

ESS's dividend yield for the trailing twelve months is around 4.26%, less than AMH's 4.41% yield.


TTM20252024202320222021202020192018201720162015
ESS
Essex Property Trust, Inc.
4.26%3.88%2.57%3.73%4.15%2.37%3.50%2.59%3.03%2.90%2.75%2.41%
AMH
American Homes 4 Rent
4.41%3.74%2.78%2.45%2.39%0.92%0.67%0.76%1.01%0.92%0.95%1.20%

Drawdowns

ESS vs. AMH - Drawdown Comparison

The maximum ESS drawdown since its inception was -62.67%, which is greater than AMH's maximum drawdown of -38.40%. Use the drawdown chart below to compare losses from any high point for ESS and AMH.


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Drawdown Indicators


ESSAMHDifference

Max Drawdown

Largest peak-to-trough decline

-62.67%

-38.40%

-24.27%

Max Drawdown (1Y)

Largest decline over 1 year

-19.74%

-27.63%

+7.89%

Max Drawdown (5Y)

Largest decline over 5 years

-43.87%

-31.84%

-12.03%

Max Drawdown (10Y)

Largest decline over 10 years

-44.84%

-38.40%

-6.44%

Current Drawdown

Current decline from peak

-21.48%

-28.34%

+6.86%

Average Drawdown

Average peak-to-trough decline

-10.84%

-9.37%

-1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.88%

14.74%

-1.86%

Volatility

ESS vs. AMH - Volatility Comparison

Essex Property Trust, Inc. (ESS) and American Homes 4 Rent (AMH) have volatilities of 4.77% and 4.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESSAMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

4.94%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

14.39%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

24.52%

21.70%

+2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.78%

22.26%

+1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.83%

23.59%

+2.24%

Financials

ESS vs. AMH - Financials Comparison

This section allows you to compare key financial metrics between Essex Property Trust, Inc. and American Homes 4 Rent. 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


0.00100.00M200.00M300.00M400.00M500.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
479.63M
0
(ESS) Total Revenue
(AMH) Total Revenue
Values in USD except per share items