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PSA vs. ESS
Performance
Risk-Adjusted Performance
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.

5,000.00%5,500.00%6,000.00%6,500.00%7,000.00%7,500.00%JuneJulyAugustSeptemberOctoberNovember
7,108.55%
5,859.87%
PSA
ESS

Returns By Period

In the year-to-date period, PSA achieves a 13.15% return, which is significantly lower than ESS's 25.13% return. Over the past 10 years, PSA has outperformed ESS with an annualized return of 10.22%, while ESS has yielded a comparatively lower 7.65% annualized return.


PSA

YTD

13.15%

1M

-3.63%

6M

18.32%

1Y

34.44%

5Y (annualized)

14.23%

10Y (annualized)

10.22%

ESS

YTD

25.13%

1M

1.77%

6M

15.30%

1Y

48.38%

5Y (annualized)

2.18%

10Y (annualized)

7.65%

Fundamentals


PSAESS
Market Cap$58.99B$20.03B
EPS$9.64$8.55
PE Ratio34.9535.18
PEG Ratio10.307.20
Total Revenue (TTM)$4.68B$1.74B
Gross Profit (TTM)$3.44B$860.48M
EBITDA (TTM)$3.35B$1.40B

Key characteristics


PSAESS
Sharpe Ratio1.492.17
Sortino Ratio2.072.97
Omega Ratio1.261.36
Calmar Ratio1.011.24
Martin Ratio4.5411.28
Ulcer Index7.46%4.13%
Daily Std Dev22.73%21.45%
Max Drawdown-55.80%-62.67%
Current Drawdown-9.00%-7.45%

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Correlation

-0.50.00.51.00.5

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.

Risk-Adjusted Performance

PSA vs. ESS - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for PSA, currently valued at 1.49, compared to the broader market-4.00-2.000.002.001.492.17
The chart of Sortino ratio for PSA, currently valued at 2.07, compared to the broader market-4.00-2.000.002.004.002.072.97
The chart of Omega ratio for PSA, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.36
The chart of Calmar ratio for PSA, currently valued at 1.01, compared to the broader market0.002.004.006.001.011.24
The chart of Martin ratio for PSA, currently valued at 4.54, compared to the broader market0.0010.0020.0030.004.5411.28
PSA
ESS

The current PSA Sharpe Ratio is 1.49, which is lower than the ESS Sharpe Ratio of 2.17. 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.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.49
2.17
PSA
ESS

Dividends

PSA vs. ESS - Dividend Comparison

PSA's dividend yield for the trailing twelve months is around 3.58%, more than ESS's 3.20% yield.


TTM20232022202120202019201820172016201520142013
PSA
Public Storage
3.58%3.93%7.55%2.14%3.46%3.76%3.95%3.83%3.27%2.62%3.03%3.42%
ESS
Essex Property Trust, Inc.
3.20%3.73%4.15%2.37%3.50%2.59%3.03%2.90%2.75%2.41%2.47%3.37%

Drawdowns

PSA vs. ESS - Drawdown Comparison

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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.00%
-7.45%
PSA
ESS

Volatility

PSA vs. ESS - Volatility Comparison

Public Storage (PSA) has a higher volatility of 9.31% compared to Essex Property Trust, Inc. (ESS) at 8.45%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
9.31%
8.45%
PSA
ESS

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


Values in USD except per share items