PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ESS vs. PSA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ESS and PSA is 0.55, 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.


-0.50.00.51.00.5

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.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-0.64%
-1.00%
ESS
PSA

Key characteristics

Sharpe Ratio

ESS:

1.02

PSA:

0.20

Sortino Ratio

ESS:

1.52

PSA:

0.43

Omega Ratio

ESS:

1.18

PSA:

1.05

Calmar Ratio

ESS:

0.66

PSA:

0.15

Martin Ratio

ESS:

4.80

PSA:

0.61

Ulcer Index

ESS:

4.50%

PSA:

7.40%

Daily Std Dev

ESS:

21.21%

PSA:

23.28%

Max Drawdown

ESS:

-62.67%

PSA:

-55.80%

Current Drawdown

ESS:

-12.33%

PSA:

-18.82%

Fundamentals

Market Cap

ESS:

$18.90B

PSA:

$52.15B

EPS

ESS:

$8.57

PSA:

$9.59

PE Ratio

ESS:

33.07

PSA:

30.87

PEG Ratio

ESS:

6.13

PSA:

9.37

Total Revenue (TTM)

ESS:

$1.32B

PSA:

$3.52B

Gross Profit (TTM)

ESS:

$697.78M

PSA:

$2.56B

EBITDA (TTM)

ESS:

$971.61M

PSA:

$2.45B

Returns By Period

In the year-to-date period, ESS achieves a 0.15% return, which is significantly higher than PSA's -1.13% return. Over the past 10 years, ESS has underperformed PSA with an annualized return of 5.59%, while PSA has yielded a comparatively higher 7.98% annualized return.


ESS

YTD

0.15%

1M

2.46%

6M

1.22%

1Y

22.02%

5Y*

1.82%

10Y*

5.59%

PSA

YTD

-1.13%

1M

-1.27%

6M

-0.09%

1Y

5.81%

5Y*

10.66%

10Y*

7.98%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ESS vs. PSA — 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 7474
Overall Rank
The Sharpe Ratio Rank of ESS is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ESS is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ESS is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ESS is 7272
Calmar Ratio Rank
The Martin Ratio Rank of ESS is 8080
Martin Ratio Rank

PSA
The Risk-Adjusted Performance Rank of PSA is 4949
Overall Rank
The Sharpe Ratio Rank of PSA is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of PSA is 4444
Sortino Ratio Rank
The Omega Ratio Rank of PSA is 4343
Omega Ratio Rank
The Calmar Ratio Rank of PSA is 5353
Calmar Ratio Rank
The Martin Ratio Rank of PSA is 5454
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. PSA - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for ESS, currently valued at 1.02, compared to the broader market-2.000.002.004.001.020.20
The chart of Sortino ratio for ESS, currently valued at 1.52, compared to the broader market-4.00-2.000.002.004.001.520.43
The chart of Omega ratio for ESS, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.05
The chart of Calmar ratio for ESS, currently valued at 0.66, compared to the broader market0.002.004.006.000.660.15
The chart of Martin ratio for ESS, currently valued at 4.80, compared to the broader market-10.000.0010.0020.0030.004.800.61
ESS
PSA

The current ESS Sharpe Ratio is 1.02, which is higher than the PSA Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of ESS and PSA, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.02
0.20
ESS
PSA

Dividends

ESS vs. PSA - Dividend Comparison

ESS's dividend yield for the trailing twelve months is around 3.46%, less than PSA's 4.05% 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%
PSA
Public Storage
4.05%4.01%3.93%7.55%2.14%3.46%3.76%3.95%3.83%3.27%2.62%3.03%

Drawdowns

ESS vs. PSA - Drawdown Comparison

The maximum ESS drawdown since its inception was -62.67%, which is greater than PSA's maximum drawdown of -55.80%. Use the drawdown chart below to compare losses from any high point for ESS and PSA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.33%
-18.82%
ESS
PSA

Volatility

ESS vs. PSA - Volatility Comparison

Essex Property Trust, Inc. (ESS) and Public Storage (PSA) have volatilities of 8.15% and 7.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
8.15%
7.95%
ESS
PSA

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab