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ESS vs. PSA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ESS vs. PSA - Performance Comparison

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

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Returns By Period

In the year-to-date period, ESS achieves a 7.78% return, which is significantly lower than PSA's 25.81% return. Over the past 10 years, ESS has underperformed PSA with an annualized return of 5.90%, while PSA has yielded a comparatively higher 7.08% annualized return.


ESS

1D
0.94%
1M
-0.15%
YTD
7.78%
6M
8.12%
1Y
1.06%
3Y*
12.08%
5Y*
1.46%
10Y*
5.90%

PSA

1D
0.66%
1M
5.88%
YTD
25.81%
6M
24.89%
1Y
14.97%
3Y*
8.44%
5Y*
5.59%
10Y*
7.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESS vs. PSA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ESS
Essex Property Trust, Inc.
7.78%-4.98%18.36%21.97%-37.76%52.40%-18.09%25.92%4.83%6.82%
PSA
Public Storage
25.81%-9.69%2.09%13.60%-20.20%66.63%12.69%8.96%0.62%-2.89%

Correlation

The correlation between ESS and PSA is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (10Y)
Calculated over the trailing 10-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Jun 7, 1994

0.55

The correlation between ESS and PSA shifts across timeframes, from 0.47 (1 year) to 0.60 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

ESS:

$9.59

PSA:

$10.84

PE Ratio

ESS:

28.81

PSA:

29.55

PEG Ratio

ESS:

2.02

PSA:

1.78

PS Ratio

ESS:

7.00

PSA:

11.59

Total Revenue (TTM)

ESS:

$1.91B

PSA:

$4.86B

Gross Profit (TTM)

ESS:

$1.32B

PSA:

$2.95B

EBITDA (TTM)

ESS:

$1.44B

PSA:

$3.38B

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Return for Risk

ESS vs. PSA — Risk / Return Rank

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

ESS
ESS Risk / Return Rank: 4141
Overall Rank
ESS Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ESS Sortino Ratio Rank: 3636
Sortino Ratio Rank
ESS Omega Ratio Rank: 3636
Omega Ratio Rank
ESS Calmar Ratio Rank: 4444
Calmar Ratio Rank
ESS Martin Ratio Rank: 4343
Martin Ratio Rank

PSA
PSA Risk / Return Rank: 6060
Overall Rank
PSA Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PSA Sortino Ratio Rank: 5757
Sortino Ratio Rank
PSA Omega Ratio Rank: 5454
Omega Ratio Rank
PSA Calmar Ratio Rank: 6262
Calmar Ratio Rank
PSA Martin Ratio Rank: 6262
Martin Ratio Rank
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. PSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Essex Property Trust, Inc. (ESS) and Public Storage (PSA). 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.


ESSPSADifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.03

1.12

-0.10

Calmar ratioReturn relative to maximum drawdown

0.06

0.93

-0.86

Martin ratioReturn relative to average drawdown

0.11

2.04

-1.93

ESS vs. PSA - Sharpe Ratio Comparison

The current ESS Sharpe Ratio is 0.05, which is lower than the PSA Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of ESS and PSA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ESS vs. PSA - Drawdown Comparison

The maximum ESS drawdown since its inception was -62.67%, roughly equal to the maximum PSA drawdown of -60.19%. Use the drawdown chart below to compare losses from any high point for ESS and PSA.


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Drawdown Indicators


ESSPSADifference

Max Drawdown

Largest peak-to-trough decline

-62.67%

-60.19%

-2.48%

Max Drawdown (1Y)

Largest decline over 1 year

-16.49%

-16.20%

-0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

-25.62%

+4.85%

Max Drawdown (5Y)

Largest decline over 5 years

-43.87%

-37.93%

-5.94%

Max Drawdown (10Y)

Largest decline over 10 years

-44.84%

-37.93%

-6.91%

Current Drawdown

Current decline from peak

-10.35%

-6.71%

-3.64%

Average Drawdown

Average peak-to-trough decline

-10.86%

-15.77%

+4.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.80%

7.37%

+2.43%

Volatility

ESS vs. PSA - Volatility Comparison

The current volatility for Essex Property Trust, Inc. (ESS) is 5.04%, while Public Storage (PSA) has a volatility of 6.44%. This indicates that ESS experiences smaller price fluctuations and is considered to be less risky than PSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESSPSADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

6.44%

-1.40%

Volatility (6M)

Calculated over the trailing 6-month period

14.10%

17.77%

-3.67%

Volatility (1Y)

Calculated over the trailing 1-year period

20.87%

23.02%

-2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.70%

23.91%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.83%

23.48%

+2.35%

Dividends

ESS vs. PSA - Dividend Comparison

ESS's dividend yield for the trailing twelve months is around 3.73%, which matches PSA's 3.75% yield.


PositionTTM20252024202320222021202020192018201720162015
ESS
Essex Property Trust, Inc.
3.73%3.88%2.57%3.73%4.15%2.37%3.50%2.59%3.03%2.90%2.75%2.41%
PSA
Public Storage
3.75%4.62%4.01%3.93%7.55%2.14%3.46%3.76%3.95%3.83%3.27%2.62%

Financials

ESS vs. PSA - Financials Comparison

This section allows you to compare key financial metrics between Essex Property Trust, Inc. and Public Storage. 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


400.00M600.00M800.00M1.00B1.20B20222023202420252026
484.76M
1.22B
(ESS) Total Revenue
(PSA) Total Revenue
Values in USD except per share items

ESS vs. PSA - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%20222023202420252026
70.9%
72.1%
Portfolio components
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%.

PSA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Public Storage reported a gross profit of 877.80M and revenue of 1.22B. Therefore, the gross margin over that period was 72.1%.

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%.

PSA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Public Storage reported an operating income of 474.28M and revenue of 1.22B, resulting in an operating margin of 39.0%.

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%.

PSA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Public Storage reported a net income of 529.38M and revenue of 1.22B, resulting in a net margin of 43.5%.


Frequently Asked Questions


ESS and PSA have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSA has higher volatility (6.44%) compared to ESS (5.04%). In terms of maximum drawdown, ESS dropped -62.67% vs PSA's -60.19%.

PSA currently has the higher Sharpe Ratio (0.65 vs 0.05), 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.

Portfolio Optimizer

Find the right allocation for ESS and PSA

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