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. Data as of 2026-10-29.
| Last close price | $261.42 |
| Sector (GICS) | Real Estate |
| Annualized return (3.0 yr) | +11.98% |
| Total return over period | +40.15% |
| Annualized volatility | 22.59% |
| Period volatility | 39.03% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.71 |
| Sortino ratio | 0.99 |
| Max drawdown | -20.77% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.26% |
| Correlation with the S&P 500 | 0.38 |
| 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 +11.98% with annual volatility of 22.59%, a Sharpe ratio of 0.71. Its worst stretch (max drawdown from a peak) was -20.77%. Its correlation with the S&P 500 is 0.38, which means it moves fairly independently of the index, useful for diversification.
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.
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Is it part of the S&P 500?
Yes, Essex Property Trust (ESS) is of the S&P 500.
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