PortfoliosLab logo
ESS vs. VNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ESS and VNQ 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.


-0.50.00.51.0
Correlation: 0.5

Performance

ESS vs. VNQ - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%800.00%NovemberDecember2025FebruaryMarchApril
674.21%
326.17%
ESS
VNQ

Key characteristics

Sharpe Ratio

ESS:

0.81

VNQ:

0.77

Sortino Ratio

ESS:

1.21

VNQ:

1.14

Omega Ratio

ESS:

1.16

VNQ:

1.15

Calmar Ratio

ESS:

0.72

VNQ:

0.55

Martin Ratio

ESS:

3.33

VNQ:

2.63

Ulcer Index

ESS:

5.81%

VNQ:

5.27%

Daily Std Dev

ESS:

23.84%

VNQ:

18.16%

Max Drawdown

ESS:

-62.67%

VNQ:

-73.07%

Current Drawdown

ESS:

-13.71%

VNQ:

-14.54%

Returns By Period

In the year-to-date period, ESS achieves a -1.43% return, which is significantly lower than VNQ's -1.15% return. Over the past 10 years, ESS has outperformed VNQ with an annualized return of 5.26%, while VNQ has yielded a comparatively lower 4.69% annualized return.


ESS

YTD

-1.43%

1M

-7.94%

6M

-6.76%

1Y

15.56%

5Y*

6.43%

10Y*

5.26%

VNQ

YTD

-1.15%

1M

-2.84%

6M

-8.01%

1Y

12.65%

5Y*

7.74%

10Y*

4.69%

*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. VNQ — 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 7777
Overall Rank
The Sharpe Ratio Rank of ESS is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ESS is 7272
Sortino Ratio Rank
The Omega Ratio Rank of ESS is 7171
Omega Ratio Rank
The Calmar Ratio Rank of ESS is 7979
Calmar Ratio Rank
The Martin Ratio Rank of ESS is 8181
Martin Ratio Rank

VNQ
The Risk-Adjusted Performance Rank of VNQ is 7171
Overall Rank
The Sharpe Ratio Rank of VNQ is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQ is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VNQ is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VNQ is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VNQ is 7070
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. VNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Essex Property Trust, Inc. (ESS) and Vanguard Real Estate ETF (VNQ). 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.


The chart of Sharpe ratio for ESS, currently valued at 0.81, compared to the broader market-2.00-1.000.001.002.003.00
ESS: 0.81
VNQ: 0.77
The chart of Sortino ratio for ESS, currently valued at 1.21, compared to the broader market-6.00-4.00-2.000.002.004.00
ESS: 1.21
VNQ: 1.14
The chart of Omega ratio for ESS, currently valued at 1.16, compared to the broader market0.501.001.502.00
ESS: 1.16
VNQ: 1.15
The chart of Calmar ratio for ESS, currently valued at 0.72, compared to the broader market0.001.002.003.004.005.00
ESS: 0.72
VNQ: 0.55
The chart of Martin ratio for ESS, currently valued at 3.33, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ESS: 3.33
VNQ: 2.63

The current ESS Sharpe Ratio is 0.81, which is comparable to the VNQ Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of ESS and VNQ, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.81
0.77
ESS
VNQ

Dividends

ESS vs. VNQ - Dividend Comparison

ESS's dividend yield for the trailing twelve months is around 3.59%, less than VNQ's 4.17% yield.


TTM20242023202220212020201920182017201620152014
ESS
Essex Property Trust, Inc.
3.59%2.57%3.73%4.15%2.37%3.50%2.59%3.03%2.90%2.75%2.41%2.47%
VNQ
Vanguard Real Estate ETF
4.17%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%

Drawdowns

ESS vs. VNQ - Drawdown Comparison

The maximum ESS drawdown since its inception was -62.67%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for ESS and VNQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-13.71%
-14.54%
ESS
VNQ

Volatility

ESS vs. VNQ - Volatility Comparison

Essex Property Trust, Inc. (ESS) has a higher volatility of 13.78% compared to Vanguard Real Estate ETF (VNQ) at 10.37%. This indicates that ESS's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.78%
10.37%
ESS
VNQ