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ESS vs. PSA
Performance
Return for Risk
Dividends
Drawdowns
Volatility
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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ESS vs. PSA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ESS
Essex Property Trust, Inc.
-5.60%-4.98%18.36%21.97%-37.76%52.40%-18.09%25.92%4.83%6.82%
PSA
Public Storage
5.45%-9.69%2.09%13.60%-20.20%66.63%12.69%8.96%0.62%-2.89%

Fundamentals

EPS

ESS:

$13.60

PSA:

$10.16

PE Ratio

ESS:

17.79

PSA:

26.66

PEG Ratio

ESS:

1.25

PSA:

1.61

PS Ratio

ESS:

5.51

PSA:

9.88

Total Revenue (TTM)

ESS:

$1.89B

PSA:

$4.82B

Gross Profit (TTM)

ESS:

$1.39B

PSA:

$3.51B

EBITDA (TTM)

ESS:

$1.65B

PSA:

$3.26B

Returns By Period

In the year-to-date period, ESS achieves a -5.60% return, which is significantly lower than PSA's 5.45% return. Both investments have delivered pretty close results over the past 10 years, with ESS having a 3.77% annualized return and PSA not far ahead at 3.90%.


ESS

1D
0.82%
1M
-4.12%
YTD
-5.60%
6M
-7.70%
1Y
-17.89%
3Y*
9.07%
5Y*
0.92%
10Y*
3.77%

PSA

1D
2.17%
1M
-10.88%
YTD
5.45%
6M
-4.22%
1Y
-5.66%
3Y*
0.45%
5Y*
5.95%
10Y*
3.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 1313
Overall Rank
ESS Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ESS Sortino Ratio Rank: 1313
Sortino Ratio Rank
ESS Omega Ratio Rank: 1414
Omega Ratio Rank
ESS Calmar Ratio Rank: 1010
Calmar Ratio Rank
ESS Martin Ratio Rank: 1515
Martin Ratio Rank

PSA
PSA Risk / Return Rank: 3131
Overall Rank
PSA Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PSA Sortino Ratio Rank: 2626
Sortino Ratio Rank
PSA Omega Ratio Rank: 2727
Omega Ratio Rank
PSA Calmar Ratio Rank: 3535
Calmar Ratio Rank
PSA Martin Ratio Rank: 3434
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.


ESSPSADifference

Sharpe ratio

Return per unit of total volatility

-0.73

-0.25

-0.49

Sortino ratio

Return per unit of downside risk

-0.87

-0.19

-0.68

Omega ratio

Gain probability vs. loss probability

0.89

0.98

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.86

-0.25

-0.61

Martin ratio

Return relative to average drawdown

-1.32

-0.52

-0.80

ESS vs. PSA - Sharpe Ratio Comparison

The current ESS Sharpe Ratio is -0.73, which is lower than the PSA Sharpe Ratio of -0.25. 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.


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Sharpe Ratios by Period


ESSPSADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.73

-0.25

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.25

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.17

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.41

+0.08

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.


Dividends

ESS vs. PSA - Dividend Comparison

ESS's dividend yield for the trailing twelve months is around 4.26%, less than PSA's 4.43% yield.


TTM20252024202320222021202020192018201720162015
ESS
Essex Property Trust, Inc.
4.26%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
4.43%4.62%4.01%3.93%7.55%2.14%3.46%3.76%3.95%3.83%3.27%2.62%

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

-19.74%

-16.20%

-3.54%

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

-21.48%

-21.81%

+0.33%

Average Drawdown

Average peak-to-trough decline

-10.84%

-15.79%

+4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.88%

7.83%

+5.05%

Volatility

ESS vs. PSA - Volatility Comparison

The current volatility for Essex Property Trust, Inc. (ESS) is 4.77%, while Public Storage (PSA) has a volatility of 6.97%. 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

4.77%

6.97%

-2.20%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

16.13%

-2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

24.52%

23.25%

+1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.78%

23.50%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.83%

23.40%

+2.43%

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


400.00M600.00M800.00M1.00B1.20BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
479.63M
1.22B
(ESS) Total Revenue
(PSA) Total Revenue
Values in USD except per share items