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ESS vs. AMH
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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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Returns By Period

In the year-to-date period, ESS achieves a 7.78% return, which is significantly higher than AMH's 0.72% return. Over the past 10 years, ESS has underperformed AMH with an annualized return of 5.90%, while AMH has yielded a comparatively higher 7.08% annualized return.


ESS

1D
0.94%
1M
-0.15%
YTD
7.78%
6M
8.12%
1Y
1.06%
3Y*
12.08%
5Y*
1.46%
10Y*
5.90%

AMH

1D
-0.22%
1M
-0.97%
YTD
0.72%
6M
2.73%
1Y
-9.70%
3Y*
1.11%
5Y*
-1.58%
10Y*
7.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESS vs. AMH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ESS
Essex Property Trust, Inc.
7.78%-4.98%18.36%21.97%-37.76%52.40%-18.09%25.92%4.83%6.82%
AMH
American Homes 4 Rent
0.72%-11.12%6.99%22.44%-29.46%46.91%15.28%33.13%-8.23%5.05%

Correlation

The correlation between ESS and AMH is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Aug 1, 2013

0.59

The correlation between ESS and AMH shifts across timeframes, from 0.59 (all time) to 0.72 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

ESS:

$9.59

AMH:

$1.26

PE Ratio

ESS:

28.81

AMH:

25.02

PEG Ratio

ESS:

2.02

AMH:

0.78

PS Ratio

ESS:

7.00

AMH:

8.37

Total Revenue (TTM)

ESS:

$1.91B

AMH:

$1.40B

Gross Profit (TTM)

ESS:

$1.32B

AMH:

$547.38M

EBITDA (TTM)

ESS:

$1.44B

AMH:

$1.03B

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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: 4141
Overall Rank
ESS Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ESS Sortino Ratio Rank: 3636
Sortino Ratio Rank
ESS Omega Ratio Rank: 3636
Omega Ratio Rank
ESS Calmar Ratio Rank: 4444
Calmar Ratio Rank
ESS Martin Ratio Rank: 4343
Martin Ratio Rank

AMH
AMH Risk / Return Rank: 2222
Overall Rank
AMH Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
AMH Sortino Ratio Rank: 1818
Sortino Ratio Rank
AMH Omega Ratio Rank: 2020
Omega Ratio Rank
AMH Calmar Ratio Rank: 2828
Calmar Ratio Rank
AMH Martin Ratio Rank: 2626
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ESSAMHDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.79

Omega ratioGain probability vs. loss probability

1.03

0.93

+0.09

Calmar ratioReturn relative to maximum drawdown

0.06

-0.42

+0.48

Martin ratioReturn relative to average drawdown

0.11

-0.80

+0.91

ESS vs. AMH - Sharpe Ratio Comparison

The current ESS Sharpe Ratio is 0.05, which is higher than the AMH Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of ESS and AMH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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

-16.49%

-23.32%

+6.83%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

-29.73%

+8.96%

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

-10.35%

-17.98%

+7.63%

Average Drawdown

Average peak-to-trough decline

-10.86%

-9.54%

-1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.80%

12.08%

-2.28%

Volatility

ESS vs. AMH - Volatility Comparison

Essex Property Trust, Inc. (ESS) has a higher volatility of 5.04% compared to American Homes 4 Rent (AMH) at 4.71%. This indicates that ESS's price experiences larger fluctuations and is considered to be riskier than AMH based on this measure. 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

5.04%

4.71%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

14.10%

15.33%

-1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

20.87%

19.81%

+1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.70%

22.34%

+1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.83%

23.60%

+2.23%

Dividends

ESS vs. AMH - Dividend Comparison

ESS's dividend yield for the trailing twelve months is around 3.73%, less than AMH's 3.98% yield.


PositionTTM20252024202320222021202020192018201720162015
AMH
American Homes 4 Rent
3.98%3.74%2.78%2.45%2.39%0.92%0.67%0.76%1.01%0.92%0.95%1.20%
ESS
Essex Property Trust, Inc.
3.73%3.88%2.57%3.73%4.15%2.37%3.50%2.59%3.03%2.90%2.75%2.41%

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


0.00100.00M200.00M300.00M400.00M500.00M20222023202420252026
484.76M
0
(ESS) Total Revenue
(AMH) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ESS and AMH have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ESS has higher volatility (5.04%) compared to AMH (4.71%). In terms of maximum drawdown, ESS dropped -62.67% vs AMH's -38.40%.

ESS currently has the higher Sharpe Ratio (0.05 vs -0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ESS and AMH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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