PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SUI vs. ELS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SUIELS
YTD Return-3.68%4.96%
1Y Return7.55%7.98%
3Y Return (Ann)-10.99%-2.56%
5Y Return (Ann)-2.29%3.26%
10Y Return (Ann)11.57%14.43%
Sharpe Ratio0.560.72
Sortino Ratio0.901.14
Omega Ratio1.121.13
Calmar Ratio0.320.51
Martin Ratio1.691.66
Ulcer Index8.19%8.32%
Daily Std Dev24.66%19.30%
Max Drawdown-74.04%-58.96%
Current Drawdown-35.44%-11.15%

Fundamentals


SUIELS
Market Cap$16.46B$14.51B
EPS$1.86$1.95
PE Ratio66.7637.18
PEG Ratio10.194.70
Total Revenue (TTM)$3.20B$1.50B
Gross Profit (TTM)$1.89B$677.88M
EBITDA (TTM)$1.41B$647.87M

Correlation

-0.50.00.51.00.6

The correlation between SUI and ELS is 0.58, 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.

Performance

SUI vs. ELS - Performance Comparison

In the year-to-date period, SUI achieves a -3.68% return, which is significantly lower than ELS's 4.96% return. Over the past 10 years, SUI has underperformed ELS with an annualized return of 11.57%, while ELS has yielded a comparatively higher 14.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
5.78%
15.77%
SUI
ELS

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

SUI vs. ELS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sun Communities, Inc. (SUI) and Equity LifeStyle Properties, Inc. (ELS). 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.


SUI
Sharpe ratio
The chart of Sharpe ratio for SUI, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.56
Sortino ratio
The chart of Sortino ratio for SUI, currently valued at 0.90, compared to the broader market-4.00-2.000.002.004.006.000.90
Omega ratio
The chart of Omega ratio for SUI, currently valued at 1.12, compared to the broader market0.501.001.502.001.12
Calmar ratio
The chart of Calmar ratio for SUI, currently valued at 0.32, compared to the broader market0.002.004.006.000.32
Martin ratio
The chart of Martin ratio for SUI, currently valued at 1.69, compared to the broader market0.0010.0020.0030.001.69
ELS
Sharpe ratio
The chart of Sharpe ratio for ELS, currently valued at 0.72, compared to the broader market-4.00-2.000.002.004.000.72
Sortino ratio
The chart of Sortino ratio for ELS, currently valued at 1.14, compared to the broader market-4.00-2.000.002.004.006.001.14
Omega ratio
The chart of Omega ratio for ELS, currently valued at 1.13, compared to the broader market0.501.001.502.001.13
Calmar ratio
The chart of Calmar ratio for ELS, currently valued at 0.51, compared to the broader market0.002.004.006.000.51
Martin ratio
The chart of Martin ratio for ELS, currently valued at 1.66, compared to the broader market0.0010.0020.0030.001.66

SUI vs. ELS - Sharpe Ratio Comparison

The current SUI Sharpe Ratio is 0.56, which is comparable to the ELS Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of SUI and ELS, 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 Ratio-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.56
0.72
SUI
ELS

Dividends

SUI vs. ELS - Dividend Comparison

SUI's dividend yield for the trailing twelve months is around 2.98%, more than ELS's 2.60% yield.


TTM20232022202120202019201820172016201520142013
SUI
Sun Communities, Inc.
2.98%2.78%2.46%1.58%2.08%2.00%2.79%2.89%3.39%3.79%4.30%5.91%
ELS
Equity LifeStyle Properties, Inc.
2.60%2.54%2.54%1.66%2.17%1.74%2.27%2.19%2.36%2.25%2.52%2.76%

Drawdowns

SUI vs. ELS - Drawdown Comparison

The maximum SUI drawdown since its inception was -74.04%, which is greater than ELS's maximum drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for SUI and ELS. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-35.44%
-11.15%
SUI
ELS

Volatility

SUI vs. ELS - Volatility Comparison

Sun Communities, Inc. (SUI) has a higher volatility of 9.97% compared to Equity LifeStyle Properties, Inc. (ELS) at 6.29%. This indicates that SUI's price experiences larger fluctuations and is considered to be riskier than ELS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.97%
6.29%
SUI
ELS

Financials

SUI vs. ELS - Financials Comparison

This section allows you to compare key financial metrics between Sun Communities, Inc. and Equity LifeStyle Properties, 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