ESS·Essex Property Trust, Inc.

Realized volatility (21d)

13.9% 19th pct

Below its peak

-24.4%

vs 200-day average

+1.1%

Up days (1y)

57%

Essex Property Trust, Inc. is currently running 13.9% annualised volatility over the last 21 sessions. Measured against ESS's own 13 years of daily returns rather than a market-wide average, that is the 19th percentile — unusually subdued by its own history, against a typical reading of 19.0%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

ESS is trading -24.4% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -13.0%, and the deepest was -44.6% in 2020. The current drawdown is already deeper than this stock's typical annual low point, which puts it in the part of its range where past recoveries began — and where past declines also continued.

Price sits +1.1% from its 200-day moving average. Against every other day in its history, that gap ranks at the 42nd percentile — close to the gap it normally carries. Over the past year ESS closed higher on 57% of sessions, and it is currently 2 sessions into a rising streak.

On October specifically: over 13 years of records, ESS finished the month higher 8 of 13 times, with a median return of +0.5% and an average of +0.6%. Its strongest month historically has been April at +2.0% on average, its weakest September at -3.1%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: ESS has opened more than 2% away from the prior close in 68 of 3,266 sessions (2.1% of the time), with the largest gaps running +7.0% and -9.0%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 3 dated reports on file, ESS moved an average of 2.4% in the session after earnings, closing higher 1 of those 3 times, with a median move of -1.2% and a largest of -5.2%.

All figures computed from 3,267 daily closes between 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against ESS's own 13-year history, not a peer group or index.