ESS vs. EPR
ESS (Essex Property Trust, Inc.) and EPR (EPR Properties) are both stocks. Both are in the Real Estate sector — ESS in REIT - Residential, EPR in REIT - Specialty. Over the past 10 years, ESS returned 5.52%/yr vs 3.23%/yr for EPR. Their 0.52 correlation means they have sometimes moved together and sometimes differently.
Performance
ESS vs. EPR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ESS achieves a 11.82% return, which is significantly lower than EPR's 29.16% return. Over the past 10 years, ESS has outperformed EPR with an annualized return of 5.52%, while EPR has yielded a comparatively lower 3.23% annualized return.
ESS
- 1D
- 0.81%
- 1M
- -4.76%
- 6M
- 15.04%
- YTD
- 11.82%
- 1Y
- 15.09%
- 3Y*
- 9.24%
- 5Y*
- 0.75%
- 10Y*
- 5.52%
- ALL TIME*
- 13.63%
EPR
- 1D
- -2.56%
- 1M
- 5.54%
- 6M
- 18.18%
- YTD
- 29.16%
- 1Y
- 20.51%
- 3Y*
- 19.52%
- 5Y*
- 12.03%
- 10Y*
- 3.23%
- ALL TIME*
- 11.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $43.74M | $40.64M | $39.39M | |
| $153.87M | $150.04M | $137.97M |
ESS vs. EPR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESS Essex Property Trust, Inc. | 11.82% | -4.98% | 18.36% | 21.97% | -37.76% | 52.40% | -18.09% | 25.92% | 4.83% | 6.82% |
EPR EPR Properties | 29.16% | 20.52% | -1.25% | 38.83% | -14.61% | 50.60% | -52.09% | 17.13% | 3.59% | -3.41% |
Correlation
The correlation between ESS and EPR is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.53 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 1997 | 0.52 |
The correlation between ESS and EPR shifts across timeframes, from 0.41 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ESS:
$18.26B
EPR:
$4.75B
ESS:
$4.91
EPR:
$3.43
ESS:
57.82
EPR:
18.08
ESS:
4.05
EPR:
0.39
ESS:
7.13
EPR:
6.52
ESS:
$1.93B
EPR:
$730.45M
ESS:
$1.35B
EPR:
$508.64M
ESS:
$855.19M
EPR:
$585.59M
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. EPR — Risk / Return Rank
ESS
EPR
ESS vs. EPR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Essex Property Trust, Inc. (ESS) and EPR Properties (EPR). 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 | EPR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.18 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.05 | +0.37 |
| Martin ratioReturn relative to average drawdown | 3.88 | 2.70 | +1.18 |
Loading charts...
Drawdowns
ESS vs. EPR - Drawdown Comparison
The maximum ESS drawdown since its inception was -62.67%, smaller than the maximum EPR drawdown of -82.02%. Use the drawdown chart below to compare losses from any high point for ESS and EPR.
Loading charts...
Drawdown Indicators
| ESS | EPR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.67% | -82.02% | +19.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.59% | -19.51% | +9.92% |
Max Drawdown (3Y)Largest decline over 3 years | -20.77% | -19.51% | -1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -43.87% | -35.63% | -8.24% |
Max Drawdown (10Y)Largest decline over 10 years | -44.84% | -82.02% | +37.18% |
Current DrawdownCurrent decline from peak | -6.99% | -3.03% | -3.96% |
Average DrawdownAverage peak-to-trough decline | -10.84% | -16.51% | +5.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 7.60% | -4.08% |
Volatility
ESS vs. EPR - Volatility Comparison
Essex Property Trust, Inc. (ESS) has a higher volatility of 7.03% compared to EPR Properties (EPR) at 5.84%. This indicates that ESS's price experiences larger fluctuations and is considered to be riskier than EPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ESS | EPR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.03% | 5.84% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 14.74% | 16.52% | -1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.09% | 22.85% | -2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.84% | 25.62% | -1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.82% | 42.48% | -16.66% |
Dividends
ESS vs. EPR - Dividend Comparison
ESS's dividend yield for the trailing twelve months is around 3.63%, less than EPR's 5.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPR EPR Properties | 5.82% | 7.05% | 7.68% | 6.81% | 8.62% | 3.16% | 4.66% | 6.37% | 5.62% | 6.23% | 5.35% | 6.21% |
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. EPR - Financials Comparison
This section allows you to compare key financial metrics between Essex Property Trust, Inc. and EPR Properties. 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. EPR - Profitability Comparison
ESS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Essex Property Trust, Inc. reported a gross profit of 348.03M and revenue of 489.05M. Therefore, the gross margin over that period was 71.2%.
EPR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, EPR Properties reported a gross profit of 196.03M and revenue of 196.08M. Therefore, the gross margin over that period was 100.0%.
ESS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Essex Property Trust, Inc. reported an operating income of 109.37M and revenue of 489.05M, resulting in an operating margin of 22.4%.
EPR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, EPR Properties reported an operating income of 107.04M and revenue of 196.08M, resulting in an operating margin of 54.6%.
ESS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Essex Property Trust, Inc. reported a net income of -116.68M and revenue of 489.05M, resulting in a net margin of -23.9%.
EPR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, EPR Properties reported a net income of 67.17M and revenue of 196.08M, resulting in a net margin of 34.3%.
Frequently Asked Questions
ESS and EPR have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESS has higher volatility (7.03%) compared to EPR (5.84%). In terms of maximum drawdown, ESS dropped -62.67% vs EPR's -82.02%.
EPR currently has the higher Sharpe Ratio (0.90 vs 0.69), 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 EPR
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