ESS vs. CLPR
Compare and contrast key facts about Essex Property Trust, Inc. (ESS) and Clipper Realty Inc. (CLPR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESS or CLPR.
Key characteristics
ESS | CLPR | |
---|---|---|
YTD Return | 22.96% | 20.58% |
1Y Return | 45.91% | 31.77% |
3Y Return (Ann) | -0.77% | -8.36% |
5Y Return (Ann) | 2.31% | -4.42% |
Sharpe Ratio | 2.14 | 0.66 |
Sortino Ratio | 2.95 | 1.27 |
Omega Ratio | 1.36 | 1.16 |
Calmar Ratio | 1.20 | 0.47 |
Martin Ratio | 11.39 | 1.80 |
Ulcer Index | 4.12% | 17.35% |
Daily Std Dev | 21.96% | 47.64% |
Max Drawdown | -62.67% | -67.10% |
Current Drawdown | -9.05% | -41.14% |
Fundamentals
ESS | CLPR | |
---|---|---|
Market Cap | $19.38B | $239.11M |
EPS | $8.64 | -$0.29 |
PEG Ratio | 6.89 | 0.00 |
Total Revenue (TTM) | $1.74B | $145.60M |
Gross Profit (TTM) | $860.48M | $68.29M |
EBITDA (TTM) | $1.40B | $68.96M |
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.
Performance
ESS vs. CLPR - Performance Comparison
In the year-to-date period, ESS achieves a 22.96% return, which is significantly higher than CLPR's 20.58% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
ESS vs. CLPR - Dividend Comparison
ESS's dividend yield for the trailing twelve months is around 3.26%, less than CLPR's 6.24% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Essex Property Trust, Inc. | 3.26% | 3.73% | 4.15% | 2.37% | 3.50% | 2.59% | 3.03% | 2.90% | 2.75% | 2.41% | 2.47% | 3.37% |
Clipper Realty Inc. | 6.24% | 7.04% | 5.94% | 3.82% | 5.39% | 3.58% | 2.91% | 3.70% | 0.00% | 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 -67.10%. Use the drawdown chart below to compare losses from any high point for ESS and CLPR. For additional features, visit the drawdowns tool.
Volatility
ESS vs. CLPR - Volatility Comparison
The current volatility for Essex Property Trust, Inc. (ESS) is 7.92%, while Clipper Realty Inc. (CLPR) has a volatility of 21.79%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities