Essex Property Trust (ESS): analysis and statistics
Return, volatility, Sharpe ratio and risk for Essex Property Trust, a component of the S&P 500 in the Real Estate sector. Data as of 2026-09-13.
| Last close price | $272.91 |
| Sector (GICS) | Real Estate |
| Annualized return (3.0 yr) | +11.15% |
| Total return over period | +37.04% |
| Annualized volatility | 22.56% |
| Period volatility | 38.94% |
| Sharpe ratio | 0.32 |
| Sortino ratio | 0.45 |
| Max drawdown | -20.77% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.19% |
| Correlation with the S&P 500 | 0.40 |
| Period range | $185.70 – $298.33 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Essex Property Trust (ESS) has posted an annualized return of +11.15% with annual volatility of 22.56%, a Sharpe ratio of 0.32. Its worst stretch (max drawdown from a peak) was -20.77%. Its correlation with the S&P 500 is 0.40, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how ESS would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with ESS →
Other Real Estate stocks
Is it part of the S&P 500?
Yes, Essex Property Trust (ESS) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio