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

Performance

PSA vs. ESS - Performance Comparison

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

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PSA vs. ESS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSA
Public Storage
5.45%-9.69%2.09%13.60%-20.20%66.63%12.69%8.96%0.62%-2.89%
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%

Fundamentals

EPS

PSA:

$10.16

ESS:

$13.60

PE Ratio

PSA:

26.66

ESS:

17.79

PEG Ratio

PSA:

1.61

ESS:

1.25

PS Ratio

PSA:

9.88

ESS:

5.51

Total Revenue (TTM)

PSA:

$4.82B

ESS:

$1.89B

Gross Profit (TTM)

PSA:

$3.51B

ESS:

$1.39B

EBITDA (TTM)

PSA:

$3.26B

ESS:

$1.65B

Returns By Period

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

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PSA vs. ESS — Risk / Return Rank

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

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

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
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.

PSA vs. ESS - Risk-Adjusted Trends Comparison

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


PSAESSDifference

Sharpe ratio

Return per unit of total volatility

-0.25

-0.73

+0.49

Sortino ratio

Return per unit of downside risk

-0.19

-0.87

+0.68

Omega ratio

Gain probability vs. loss probability

0.98

0.89

+0.09

Calmar ratio

Return relative to maximum drawdown

-0.25

-0.86

+0.61

Martin ratio

Return relative to average drawdown

-0.52

-1.32

+0.80

PSA vs. ESS - Sharpe Ratio Comparison

The current PSA Sharpe Ratio is -0.25, which is higher than the ESS Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of PSA and ESS, 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


PSAESSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

-0.73

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.04

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.15

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.49

-0.08

Correlation

The correlation between PSA and ESS 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

PSA vs. ESS - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

PSA vs. ESS - Drawdown Comparison

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


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Drawdown Indicators


PSAESSDifference

Max Drawdown

Largest peak-to-trough decline

-60.19%

-62.67%

+2.48%

Max Drawdown (1Y)

Largest decline over 1 year

-16.20%

-19.74%

+3.54%

Max Drawdown (5Y)

Largest decline over 5 years

-37.93%

-43.87%

+5.94%

Max Drawdown (10Y)

Largest decline over 10 years

-37.93%

-44.84%

+6.91%

Current Drawdown

Current decline from peak

-21.81%

-21.48%

-0.33%

Average Drawdown

Average peak-to-trough decline

-15.79%

-10.84%

-4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.83%

12.88%

-5.05%

Volatility

PSA vs. ESS - Volatility Comparison

Public Storage (PSA) has a higher volatility of 6.97% compared to Essex Property Trust, Inc. (ESS) at 4.77%. This indicates that PSA's price experiences larger fluctuations and is considered to be riskier than ESS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSAESSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.97%

4.77%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

16.13%

13.74%

+2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

23.25%

24.52%

-1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.50%

23.78%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.40%

25.83%

-2.43%

Financials

PSA vs. ESS - Financials Comparison

This section allows you to compare key financial metrics between Public Storage and Essex Property Trust, Inc.. 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
1.22B
479.63M
(PSA) Total Revenue
(ESS) Total Revenue
Values in USD except per share items