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ESS vs. CLPR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ESS and CLPR is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

ESS vs. CLPR - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
1.31%
6.92%
ESS
CLPR

Key characteristics

Sharpe Ratio

ESS:

0.83

CLPR:

-0.20

Sortino Ratio

ESS:

1.27

CLPR:

0.13

Omega Ratio

ESS:

1.15

CLPR:

1.02

Calmar Ratio

ESS:

0.54

CLPR:

-0.19

Martin Ratio

ESS:

3.67

CLPR:

-0.70

Ulcer Index

ESS:

4.84%

CLPR:

17.71%

Daily Std Dev

ESS:

21.41%

CLPR:

62.26%

Max Drawdown

ESS:

-62.67%

CLPR:

-66.93%

Current Drawdown

ESS:

-12.50%

CLPR:

-58.56%

Fundamentals

Market Cap

ESS:

$18.84B

CLPR:

$177.63M

EPS

ESS:

$8.57

CLPR:

-$0.29

PEG Ratio

ESS:

6.80

CLPR:

0.00

Total Revenue (TTM)

ESS:

$1.32B

CLPR:

$110.73M

Gross Profit (TTM)

ESS:

$697.78M

CLPR:

$47.66M

EBITDA (TTM)

ESS:

$971.61M

CLPR:

$52.21M

Returns By Period

In the year-to-date period, ESS achieves a -0.05% return, which is significantly higher than CLPR's -8.52% return.


ESS

YTD

-0.05%

1M

-4.60%

6M

1.31%

1Y

17.91%

5Y*

1.78%

10Y*

5.46%

CLPR

YTD

-8.52%

1M

-31.42%

6M

6.94%

1Y

-11.95%

5Y*

-12.04%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ESS vs. CLPR — Risk-Adjusted Performance Rank

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

ESS
The Risk-Adjusted Performance Rank of ESS is 7272
Overall Rank
The Sharpe Ratio Rank of ESS is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ESS is 6969
Sortino Ratio Rank
The Omega Ratio Rank of ESS is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ESS is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ESS is 7878
Martin Ratio Rank

CLPR
The Risk-Adjusted Performance Rank of CLPR is 3737
Overall Rank
The Sharpe Ratio Rank of CLPR is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of CLPR is 3838
Sortino Ratio Rank
The Omega Ratio Rank of CLPR is 3838
Omega Ratio Rank
The Calmar Ratio Rank of CLPR is 3737
Calmar Ratio Rank
The Martin Ratio Rank of CLPR is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ESS vs. CLPR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Essex Property Trust, Inc. (ESS) and Clipper Realty Inc. (CLPR). 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.


Sharpe ratio
The chart of Sharpe ratio for ESS, currently valued at 0.83, compared to the broader market-2.000.002.000.83-0.20
The chart of Sortino ratio for ESS, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.001.270.13
The chart of Omega ratio for ESS, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.02
The chart of Calmar ratio for ESS, currently valued at 0.54, compared to the broader market0.002.004.006.000.54-0.19
The chart of Martin ratio for ESS, currently valued at 3.67, compared to the broader market-30.00-20.00-10.000.0010.0020.003.67-0.70
ESS
CLPR

The current ESS Sharpe Ratio is 0.83, which is higher than the CLPR Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of ESS and CLPR, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.83
-0.20
ESS
CLPR

Dividends

ESS vs. CLPR - Dividend Comparison

ESS's dividend yield for the trailing twelve months is around 3.46%, less than CLPR's 9.07% yield.


TTM20242023202220212020201920182017201620152014
ESS
Essex Property Trust, Inc.
3.46%2.57%3.73%4.15%2.37%3.50%2.59%3.03%2.90%2.75%2.41%2.47%
CLPR
Clipper Realty Inc.
9.07%8.30%7.04%5.94%3.82%5.39%3.58%2.91%3.70%0.00%0.00%0.00%

Drawdowns

ESS vs. CLPR - Drawdown Comparison

The maximum ESS drawdown since its inception was -62.67%, smaller than the maximum CLPR drawdown of -66.93%. Use the drawdown chart below to compare losses from any high point for ESS and CLPR. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.50%
-58.56%
ESS
CLPR

Volatility

ESS vs. CLPR - Volatility Comparison

The current volatility for Essex Property Trust, Inc. (ESS) is 8.15%, while Clipper Realty Inc. (CLPR) has a volatility of 40.58%. This indicates that ESS experiences smaller price fluctuations and is considered to be less risky than CLPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
8.15%
40.58%
ESS
CLPR

Financials

ESS vs. CLPR - Financials Comparison

This section allows you to compare key financial metrics between Essex Property Trust, Inc. and Clipper Realty 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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