ESS vs. VNA.DE
ESS (Essex Property Trust, Inc.) and VNA.DE (Vonovia SE) are both stocks. Both are in the Real Estate sector — ESS in REIT - Residential, VNA.DE in Real Estate - Services. Over the past 10 years, ESS returned 6.41%/yr vs 1.27%/yr for VNA.DE. At a 0.22 correlation, their price movements are largely independent.
Performance
ESS vs. VNA.DE - Performance Comparison
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Different Trading Currencies
ESS is traded in USD, while VNA.DE is traded in EUR. To make them comparable, the VNA.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ESS achieves a 10.69% return, which is significantly higher than VNA.DE's -13.33% return. Over the past 10 years, ESS has outperformed VNA.DE with an annualized return of 6.41%, while VNA.DE has yielded a comparatively lower 1.27% annualized return.
ESS
- 1D
- 1.13%
- 1M
- 6.25%
- YTD
- 10.69%
- 6M
- 12.44%
- 1Y
- 3.75%
- 3Y*
- 10.74%
- 5Y*
- 1.56%
- 10Y*
- 6.41%
VNA.DE
- 1D
- 3.13%
- 1M
- -0.68%
- YTD
- -13.33%
- 6M
- -11.98%
- 1Y
- -23.62%
- 3Y*
- 10.98%
- 5Y*
- -13.46%
- 10Y*
- 1.27%
ESS vs. VNA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESS Essex Property Trust, Inc. | 10.69% | -4.98% | 18.36% | 21.97% | -37.76% | 52.40% | -18.09% | 25.92% | 4.83% | 6.82% |
VNA.DE Vonovia SE | -13.33% | -1.44% | 0.05% | 40.20% | -55.14% | -17.66% | 41.01% | 22.55% | -5.59% | 64.61% |
Correlation
The correlation between ESS and VNA.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2013 | 0.22 |
The correlation between ESS and VNA.DE shifts across timeframes, from 0.14 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ESS vs. VNA.DE — Risk / Return Rank
ESS
VNA.DE
ESS vs. VNA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Essex Property Trust, Inc. (ESS) and Vonovia SE (VNA.DE). 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 | VNA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.86 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.11 | -0.74 | +0.85 |
| Martin ratioReturn relative to average drawdown | 0.19 | -1.33 | +1.52 |
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Drawdowns
ESS vs. VNA.DE - Drawdown Comparison
The maximum ESS drawdown since its inception was -62.67%, smaller than the maximum VNA.DE drawdown of -73.49%. Use the drawdown chart below to compare losses from any high point for ESS and VNA.DE.
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Drawdown Indicators
| ESS | VNA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.67% | -73.49% | +10.82% |
Max Drawdown (1Y)Largest decline over 1 year | -16.49% | -32.56% | +16.07% |
Max Drawdown (3Y)Largest decline over 3 years | -20.77% | -32.56% | +11.79% |
Max Drawdown (5Y)Largest decline over 5 years | -43.87% | -73.19% | +29.32% |
Max Drawdown (10Y)Largest decline over 10 years | -44.84% | -73.49% | +28.65% |
Current DrawdownCurrent decline from peak | -7.93% | -55.92% | +47.99% |
Average DrawdownAverage peak-to-trough decline | -10.86% | -21.63% | +10.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.80% | 18.03% | -8.23% |
Volatility
ESS vs. VNA.DE - Volatility Comparison
The current volatility for Essex Property Trust, Inc. (ESS) is 4.92%, while Vonovia SE (VNA.DE) has a volatility of 8.38%. This indicates that ESS experiences smaller price fluctuations and is considered to be less risky than VNA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESS | VNA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 8.38% | -3.46% |
Volatility (6M)Calculated over the trailing 6-month period | 14.24% | 23.93% | -9.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.80% | 28.16% | -7.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.71% | 35.57% | -11.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.81% | 33.50% | -7.69% |
Dividends
ESS vs. VNA.DE - Dividend Comparison
ESS's dividend yield for the trailing twelve months is around 3.63%, less than VNA.DE's 6.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VNA.DE Vonovia SE | 6.13% | 4.97% | 3.07% | 2.98% | 7.54% | 3.48% | 2.80% | 3.20% | 3.56% | 6.18% | 6.95% | 5.24% |
Financials
ESS vs. VNA.DE - Financials Comparison
This section allows you to compare key financial metrics between Essex Property Trust, Inc. and Vonovia SE. 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
Frequently Asked Questions
ESS and VNA.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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