ESS vs. CLILF

Last updated Jun 9, 2026

ESS (Essex Property Trust, Inc.) and CLILF (CapitaLand Investment Limited) are both stocks. Both are in the Real Estate sector — ESS in REIT - Residential, CLILF in Real Estate - Services. Over the past 3 years, ESS returned 10.51%/yr vs -5.22%/yr for CLILF. At a 0.03 correlation, their price movements are largely independent.

Performance

ESS vs. CLILF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Essex Property Trust, Inc. (ESS) and CapitaLand Investment Limited (CLILF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ESS achieves a 10.01% return, which is significantly higher than CLILF's 6.49% return.

ESS

• 1D: -1.20%
• 1M: 7.00%
• YTD: 10.01%
• 6M: 14.13%
• 1Y: 5.10%
• 3Y*: 10.51%
• 5Y*: 1.70%
• 10Y*: 6.49%

CLILF

• 1D: 0.00%
• 1M: -12.44%
• YTD: 6.49%
• 6M: 33.67%
• 1Y: 15.00%
• 3Y*: -5.22%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ESS vs. CLILF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ESS Essex Property Trust, Inc.	10.01%	-4.98%	18.36%	21.97%	-37.76%	5.66%
CLILF CapitaLand Investment Limited	6.49%	-3.06%	-1.09%	-23.92%	6.00%	-1.96%

Correlation

The correlation between ESS and CLILF is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.05
Correlation (All Time) Calculated using the full available price history since Oct 25, 2021	0.03

Fundamentals

EPS ESS : $9.59 CLILF : $0.05
PE Ratio ESS : 29.41 CLILF : 40.59
PS Ratio ESS : 7.14 CLILF : 3.06
Total Revenue (TTM) ESS : $1.91B CLILF : $2.91B
Gross Profit (TTM) ESS : $1.32B CLILF : $2.22B
EBITDA (TTM) ESS : $1.44B CLILF : $153.89M

Return for Risk

ESS vs. CLILF — Risk / Return Rank

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

ESS

ESS Risk / Return Rank: 47
ESS Sharpe Ratio Rank: 51
ESS Sortino Ratio Rank: 43
ESS Omega Ratio Rank: 42
ESS Calmar Ratio Rank: 50
ESS Martin Ratio Rank: 48

CLILF

CLILF Risk / Return Rank: 58
CLILF Sharpe Ratio Rank: 51
CLILF Sortino Ratio Rank: 54
CLILF Omega Ratio Rank: 76
CLILF Calmar Ratio Rank: 54
CLILF Martin Ratio Rank: 54

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. CLILF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Essex Property Trust, Inc. (ESS) and CapitaLand Investment Limited (CLILF). 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.

	ESS	CLILF	Difference
Sharpe ratio: Return per unit of total volatility	0.25	0.24	0.00
Sortino ratio: Return per unit of downside risk	0.46	0.90	-0.43
Omega ratio: Gain probability vs. loss probability	1.06	1.26	-0.20
Calmar ratio: Return relative to maximum drawdown	0.31	0.52	-0.21
Martin ratio: Return relative to average drawdown	0.52	1.05	-0.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESS vs. CLILF - Sharpe Ratio Comparison

The current ESS Sharpe Ratio is 0.25, which is comparable to the CLILF Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of ESS and CLILF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ESS	CLILF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.25	0.24	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.07	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.25	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	-0.06	+0.56

Drawdowns

ESS vs. CLILF - Drawdown Comparison

The maximum ESS drawdown since its inception was -62.67%, smaller than the maximum CLILF drawdown of -66.07%. Use the drawdown chart below to compare losses from any high point for ESS and CLILF.

Drawdown Indicators

	ESS	CLILF	Difference
Max Drawdown Largest peak-to-trough decline	-62.67%	-66.07%	+3.40%
Max Drawdown (1Y) Largest decline over 1 year	-16.49%	-29.26%	+12.77%
Max Drawdown (3Y) Largest decline over 3 years	-20.77%	-45.96%	+25.19%
Max Drawdown (5Y) Largest decline over 5 years	-43.87%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-44.84%	—	—
Current Drawdown Current decline from peak	-8.50%	-53.74%	+45.24%
Average Drawdown Average peak-to-trough decline	-10.86%	-44.08%	+33.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.80%	14.34%	-4.54%

Volatility

ESS vs. CLILF - Volatility Comparison

The current volatility for Essex Property Trust, Inc. (ESS) is 5.19%, while CapitaLand Investment Limited (CLILF) has a volatility of 10.69%. This indicates that ESS experiences smaller price fluctuations and is considered to be less risky than CLILF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESS	CLILF	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.19%	10.69%	-5.50%
Volatility (6M) Calculated over the trailing 6-month period	14.23%	54.59%	-40.36%
Volatility (1Y) Calculated over the trailing 1-year period	20.86%	62.88%	-42.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.71%	80.06%	-56.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.82%	80.06%	-54.24%

Dividends

ESS vs. CLILF - Dividend Comparison

ESS's dividend yield for the trailing twelve months is around 3.65%, less than CLILF's 3.69% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CLILF CapitaLand Investment Limited	3.69%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ESS Essex Property Trust, Inc.	3.65%	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. CLILF - Profitability Comparison

The chart below illustrates the profitability comparison between Essex Property Trust, Inc. and CapitaLand Investment Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

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%.

CLILF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CapitaLand Investment Limited reported a gross profit of 453.66M and revenue of 1.15B. Therefore, the gross margin over that period was 39.6%.

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%.

CLILF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CapitaLand Investment Limited reported an operating income of 325.76M and revenue of 1.15B, resulting in an operating margin of 28.4%.

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%.

CLILF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CapitaLand Investment Limited reported a net income of -141.89M and revenue of 1.15B, resulting in a net margin of -12.4%.

Frequently Asked Questions

Can I hold both ESS and CLILF in my portfolio?

ESS and CLILF have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ESS or CLILF?

CLILF has higher volatility (10.69%) compared to ESS (5.19%). In terms of maximum drawdown, ESS dropped -62.67% vs CLILF's -66.07%.

Which has better risk-adjusted returns?

ESS currently has the higher Sharpe Ratio (0.25 vs 0.24), 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.