ESS vs. BRX
ESS (Essex Property Trust, Inc.) and BRX (Brixmor Property Group Inc.) are both stocks. Both are in the Real Estate sector — ESS in REIT - Residential, BRX in REIT - Retail. Over the past 10 years, ESS returned 6.41%/yr vs 7.59%/yr for BRX. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
ESS vs. BRX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ESS achieves a 10.69% return, which is significantly lower than BRX's 27.10% return. Over the past 10 years, ESS has underperformed BRX with an annualized return of 6.41%, while BRX has yielded a comparatively higher 7.59% annualized return.
ESS
- 1D
- 1.13%
- 1M
- 6.25%
- YTD
- 10.69%
- 6M
- 12.44%
- 1Y
- 3.75%
- 3Y*
- 10.74%
- 5Y*
- 1.56%
- 10Y*
- 6.41%
BRX
- 1D
- 1.24%
- 1M
- 11.42%
- YTD
- 27.10%
- 6M
- 29.92%
- 1Y
- 33.08%
- 3Y*
- 20.06%
- 5Y*
- 10.96%
- 10Y*
- 7.59%
ESS vs. BRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESS Essex Property Trust, Inc. | 10.69% | -4.98% | 18.36% | 21.97% | -37.76% | 52.40% | -18.09% | 25.92% | 4.83% | 6.82% |
BRX Brixmor Property Group Inc. | 27.10% | -1.67% | 25.19% | 7.71% | -6.79% | 60.29% | -19.44% | 56.89% | -15.93% | -19.54% |
Correlation
The correlation between ESS and BRX is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Oct 30, 2013 | 0.56 |
The correlation between ESS and BRX has been stable across timeframes, ranging from 0.55 to 0.63 - a consistent structural relationship.
Fundamentals
ESS:
$9.59
BRX:
$1.44
ESS:
29.59
BRX:
22.58
ESS:
2.07
BRX:
0.40
ESS:
7.19
BRX:
7.22
ESS:
$1.91B
BRX:
$1.39B
ESS:
$1.32B
BRX:
$1.09B
ESS:
$1.44B
BRX:
$1.04B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ESS vs. BRX — Risk / Return Rank
ESS
BRX
ESS vs. BRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Essex Property Trust, Inc. (ESS) and Brixmor Property Group Inc. (BRX). 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.
| ESS | BRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.25 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.31 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.11 | 2.61 | -2.50 |
| Martin ratioReturn relative to average drawdown | 0.19 | 7.56 | -7.37 |
Loading charts...
Drawdowns
ESS vs. BRX - Drawdown Comparison
The maximum ESS drawdown since its inception was -62.67%, smaller than the maximum BRX drawdown of -66.54%. Use the drawdown chart below to compare losses from any high point for ESS and BRX.
Loading charts...
Drawdown Indicators
| ESS | BRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.67% | -66.54% | +3.87% |
Max Drawdown (1Y)Largest decline over 1 year | -16.49% | -12.36% | -4.13% |
Max Drawdown (3Y)Largest decline over 3 years | -20.77% | -22.43% | +1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -43.87% | -31.59% | -12.28% |
Max Drawdown (10Y)Largest decline over 10 years | -44.84% | -66.54% | +21.70% |
Current DrawdownCurrent decline from peak | -7.93% | 0.00% | -7.93% |
Average DrawdownAverage peak-to-trough decline | -10.86% | -15.79% | +4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.80% | 4.26% | +5.54% |
Volatility
ESS vs. BRX - Volatility Comparison
The current volatility for Essex Property Trust, Inc. (ESS) is 4.92%, while Brixmor Property Group Inc. (BRX) has a volatility of 5.49%. This indicates that ESS experiences smaller price fluctuations and is considered to be less risky than BRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ESS | BRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 5.49% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 14.24% | 12.09% | +2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.80% | 18.08% | +2.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.71% | 24.93% | -1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.81% | 34.12% | -8.31% |
Dividends
ESS vs. BRX - Dividend Comparison
ESS's dividend yield for the trailing twelve months is around 3.63%, which matches BRX's 3.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRX Brixmor Property Group Inc. | 3.65% | 4.39% | 3.92% | 4.47% | 4.23% | 3.38% | 3.44% | 5.18% | 7.49% | 5.57% | 4.01% | 3.49% |
ESS Essex Property Trust, Inc. | 3.63% | 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. BRX - Financials Comparison
This section allows you to compare key financial metrics between Essex Property Trust, Inc. and Brixmor Property Group 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.
Total Revenue: Total amount of money received from sales and other business activities
ESS vs. BRX - Profitability Comparison
ESS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Essex Property Trust, Inc. reported a gross profit of 343.50M and revenue of 484.76M. Therefore, the gross margin over that period was 70.9%.
BRX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brixmor Property Group Inc. reported a gross profit of 309.42M and revenue of 354.82M. Therefore, the gross margin over that period was 87.2%.
ESS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Essex Property Trust, Inc. reported an operating income of 155.19M and revenue of 484.76M, resulting in an operating margin of 32.0%.
BRX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brixmor Property Group Inc. reported an operating income of 134.11M and revenue of 354.82M, resulting in an operating margin of 37.8%.
ESS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Essex Property Trust, Inc. reported a net income of -6.02M and revenue of 484.76M, resulting in a net margin of -1.2%.
BRX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brixmor Property Group Inc. reported a net income of 127.75M and revenue of 354.82M, resulting in a net margin of 36.0%.
Frequently Asked Questions
ESS and BRX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRX has higher volatility (5.49%) compared to ESS (4.92%). In terms of maximum drawdown, ESS dropped -62.67% vs BRX's -66.54%.
BRX currently has the higher Sharpe Ratio (1.79 vs 0.09), 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.
Find the right allocation for ESS and BRX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer