Performance

ESS+3.68%INVH-5.43%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
ESS	+0.20%	+4.55%	+3.68%	-4.23%	-10.15%	0.05
INVH	+2.40%	-4.47%	-5.43%	-8.02%	-15.63%	-0.38

Summary

ESS vs INVH

Over the past year, ESS returned +3.68% against -5.43% for INVH. Over five years, ESS averaged -4.23% a year, compared with -8.02% for INVH. ESS had the higher Sharpe ratio over the past year (0.05 vs -0.38), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -10.15% for ESS and -15.63% for INVH.

Current Drawdown

ESS-9.97%INVH-13.44%

Rolling Volatility

ESS+0.85%INVH+1.08%

METRICS

Correlation Matrix

	ESS	INVH
ESS	1.00	0.67
INVH	0.67	1.00

Metrics

Risk Indicators

ESSINVH

Alpha

-0.49%

-9.01%

Beta

0.14x

0.10x

Sharpe

0.05

-0.38

Sortino

0.07

-0.53

Omega

1.01

0.94

Calmar

0.36

-0.35

Martin

0.23

-1.12

Comparisons

More ESS comparisons

ESS vs XLRE
ESS vs SPY
ESS vs UDR
ESS vs CPT
ESS vs MAA

More INVH comparisons

INVH vs XLRE
INVH vs SPY
INVH vs UDR
INVH vs MAA
INVH vs CPT

ESS vs INVH: returns, Sharpe ratio and drawdown

ESS vs INVH

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