Essex Property Trust (ESS): analysis and statistics
Return, volatility, Sharpe ratio and risk for Essex Property Trust, an S&P 500 component in the Real Estate sector. Data as of 2026-07-30.
| Last close price | $281.47 |
| Sector (GICS) | Real Estate |
| Annualized return (3.0 yr) | +9.02% |
| Total return over period | +29.41% |
| Annualized volatility | 22.53% |
| Sharpe ratio | 0.24 |
| Sortino ratio | 0.33 |
| 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 | 752 |
Over the last 3.0 years, Essex Property Trust (ESS) has posted an annualized return of +9.02% with annual volatility of 22.53%, a Sharpe ratio of 0.24. 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 S&P 500 stocks, try the optimizer.
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