ESS vs. EPR
Compare and contrast key facts about Essex Property Trust, Inc. (ESS) and EPR Properties (EPR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESS or EPR.
Key characteristics
| ESS | EPR | |
|---|---|---|
| YTD Return | 27.42% | -1.05% |
| 1Y Return | 47.52% | 5.30% |
| 3Y Return (Ann) | -0.36% | 3.32% |
| 5Y Return (Ann) | 2.78% | -3.90% |
| 10Y Return (Ann) | 7.78% | 3.88% |
| Sharpe Ratio | 2.50 | 0.48 |
| Sortino Ratio | 3.39 | 0.79 |
| Omega Ratio | 1.41 | 1.09 |
| Calmar Ratio | 1.46 | 0.26 |
| Martin Ratio | 13.32 | 0.96 |
| Ulcer Index | 4.13% | 9.51% |
| Daily Std Dev | 21.98% | 18.94% |
| Max Drawdown | -62.67% | -82.02% |
| Current Drawdown | -5.76% | -23.63% |
Fundamentals
| ESS | EPR | |
|---|---|---|
| Market Cap | $20.03B | $3.44B |
| EPS | $8.55 | $2.32 |
| PE Ratio | 35.18 | 19.57 |
| PEG Ratio | 7.20 | 2.93 |
| Total Revenue (TTM) | $1.74B | $692.36M |
| Gross Profit (TTM) | $860.48M | $525.44M |
| EBITDA (TTM) | $1.40B | $502.03M |
Correlation
The correlation between ESS and EPR is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ESS vs. EPR - Performance Comparison
In the year-to-date period, ESS achieves a 27.42% return, which is significantly higher than EPR's -1.05% return. Over the past 10 years, ESS has outperformed EPR with an annualized return of 7.78%, while EPR has yielded a comparatively lower 3.88% annualized 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. EPR - Risk-Adjusted Performance 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.
Dividends
ESS vs. EPR - Dividend Comparison
ESS's dividend yield for the trailing twelve months is around 3.14%, less than EPR's 7.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESS Essex Property Trust, Inc. | 3.14% | 3.73% | 4.15% | 2.37% | 3.50% | 2.59% | 3.03% | 2.90% | 2.75% | 2.41% | 2.47% | 3.37% |
EPR EPR Properties | 7.52% | 6.81% | 8.62% | 3.16% | 4.66% | 6.37% | 6.75% | 6.23% | 5.35% | 6.22% | 5.93% | 6.42% |
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. For additional features, visit the drawdowns tool.
Volatility
ESS vs. EPR - Volatility Comparison
Essex Property Trust, Inc. (ESS) has a higher volatility of 8.49% compared to EPR Properties (EPR) at 6.37%. 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.
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