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CIO vs. DEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CIO and DEA is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

CIO vs. DEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in City Office REIT, Inc. (CIO) and Easterly Government Properties, Inc. (DEA). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
-14.35%
125.93%
CIO
DEA

Key characteristics

Sharpe Ratio

CIO:

0.45

DEA:

-0.51

Sortino Ratio

CIO:

0.91

DEA:

-0.52

Omega Ratio

CIO:

1.11

DEA:

0.93

Calmar Ratio

CIO:

0.25

DEA:

-0.37

Martin Ratio

CIO:

1.51

DEA:

-1.04

Ulcer Index

CIO:

12.03%

DEA:

13.60%

Daily Std Dev

CIO:

40.20%

DEA:

27.76%

Max Drawdown

CIO:

-80.92%

DEA:

-42.27%

Current Drawdown

CIO:

-68.85%

DEA:

-36.60%

Fundamentals

Market Cap

CIO:

$200.98M

DEA:

$928.80M

EPS

CIO:

-$0.64

DEA:

$0.18

PEG Ratio

CIO:

-7.88

DEA:

0.00

PS Ratio

CIO:

1.17

DEA:

3.01

PB Ratio

CIO:

0.32

DEA:

0.67

Total Revenue (TTM)

CIO:

$126.63M

DEA:

$227.64M

Gross Profit (TTM)

CIO:

$60.19M

DEA:

$127.30M

EBITDA (TTM)

CIO:

$54.61M

DEA:

$152.62M

Returns By Period

In the year-to-date period, CIO achieves a -4.74% return, which is significantly higher than DEA's -23.50% return. Over the past 10 years, CIO has underperformed DEA with an annualized return of -2.28%, while DEA has yielded a comparatively higher 8.06% annualized return.


CIO

YTD

-4.74%

1M

-0.33%

6M

-5.09%

1Y

19.73%

5Y*

-3.31%

10Y*

-2.28%

DEA

YTD

-23.50%

1M

-22.46%

6M

-32.94%

1Y

-13.00%

5Y*

-6.90%

10Y*

8.06%

*Annualized

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Risk-Adjusted Performance

CIO vs. DEA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CIO
The Risk-Adjusted Performance Rank of CIO is 6666
Overall Rank
The Sharpe Ratio Rank of CIO is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of CIO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of CIO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of CIO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of CIO is 7070
Martin Ratio Rank

DEA
The Risk-Adjusted Performance Rank of DEA is 2525
Overall Rank
The Sharpe Ratio Rank of DEA is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of DEA is 2323
Sortino Ratio Rank
The Omega Ratio Rank of DEA is 2222
Omega Ratio Rank
The Calmar Ratio Rank of DEA is 2828
Calmar Ratio Rank
The Martin Ratio Rank of DEA is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CIO vs. DEA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for City Office REIT, Inc. (CIO) and Easterly Government Properties, Inc. (DEA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for CIO, currently valued at 0.45, compared to the broader market-2.00-1.000.001.002.003.00
CIO: 0.45
DEA: -0.51
The chart of Sortino ratio for CIO, currently valued at 0.91, compared to the broader market-6.00-4.00-2.000.002.004.00
CIO: 0.91
DEA: -0.52
The chart of Omega ratio for CIO, currently valued at 1.11, compared to the broader market0.501.001.502.00
CIO: 1.11
DEA: 0.93
The chart of Calmar ratio for CIO, currently valued at 0.25, compared to the broader market0.001.002.003.004.005.00
CIO: 0.25
DEA: -0.37
The chart of Martin ratio for CIO, currently valued at 1.51, compared to the broader market-5.000.005.0010.0015.0020.00
CIO: 1.51
DEA: -1.04

The current CIO Sharpe Ratio is 0.45, which is higher than the DEA Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of CIO and DEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.45
-0.51
CIO
DEA

Dividends

CIO vs. DEA - Dividend Comparison

CIO's dividend yield for the trailing twelve months is around 7.94%, less than DEA's 32.40% yield.


TTM20242023202220212020201920182017201620152014
CIO
City Office REIT, Inc.
7.94%7.25%9.82%9.55%3.04%7.01%6.95%9.17%7.23%7.14%5.79%5.10%
DEA
Easterly Government Properties, Inc.
32.40%23.33%19.72%18.57%11.45%11.48%10.96%16.58%11.72%11.49%7.86%0.00%

Drawdowns

CIO vs. DEA - Drawdown Comparison

The maximum CIO drawdown since its inception was -80.92%, which is greater than DEA's maximum drawdown of -42.27%. Use the drawdown chart below to compare losses from any high point for CIO and DEA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-68.85%
-36.60%
CIO
DEA

Volatility

CIO vs. DEA - Volatility Comparison

The current volatility for City Office REIT, Inc. (CIO) is 12.54%, while Easterly Government Properties, Inc. (DEA) has a volatility of 17.13%. This indicates that CIO experiences smaller price fluctuations and is considered to be less risky than DEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%NovemberDecember2025FebruaryMarchApril
12.54%
17.13%
CIO
DEA

Financials

CIO vs. DEA - Financials Comparison

This section allows you to compare key financial metrics between City Office REIT, Inc. and Easterly Government Properties, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items