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DEA vs. DESK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DEA vs. DESK - Performance Comparison

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

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DEA vs. DESK - Yearly Performance Comparison


2026 (YTD)202520242023
DEA
Easterly Government Properties, Inc.
4.34%-18.63%-7.95%13.10%
DESK
Vaneck Office And Commercial REIT ETF
-10.12%-10.42%16.01%18.89%

Returns By Period

In the year-to-date period, DEA achieves a 4.34% return, which is significantly higher than DESK's -10.12% return.


DEA

1D
2.51%
1M
-5.15%
YTD
4.34%
6M
0.15%
1Y
-11.06%
3Y*
-6.41%
5Y*
-9.73%
10Y*
-1.18%

DESK

1D
0.72%
1M
-5.65%
YTD
-10.12%
6M
-20.35%
1Y
-13.24%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DEA vs. DESK — Risk / Return Rank

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

DEA
DEA Risk / Return Rank: 2323
Overall Rank
DEA Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
DEA Sortino Ratio Rank: 2121
Sortino Ratio Rank
DEA Omega Ratio Rank: 2121
Omega Ratio Rank
DEA Calmar Ratio Rank: 2525
Calmar Ratio Rank
DEA Martin Ratio Rank: 2525
Martin Ratio Rank

DESK
DESK Risk / Return Rank: 33
Overall Rank
DESK Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DESK Sortino Ratio Rank: 33
Sortino Ratio Rank
DESK Omega Ratio Rank: 44
Omega Ratio Rank
DESK Calmar Ratio Rank: 44
Calmar Ratio Rank
DESK Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DEA vs. DESK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Easterly Government Properties, Inc. (DEA) and Vaneck Office And Commercial REIT ETF (DESK). 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.


DEADESKDifference

Sharpe ratio

Return per unit of total volatility

-0.40

-0.56

+0.16

Sortino ratio

Return per unit of downside risk

-0.37

-0.65

+0.28

Omega ratio

Gain probability vs. loss probability

0.95

0.92

+0.03

Calmar ratio

Return relative to maximum drawdown

-0.44

-0.49

+0.04

Martin ratio

Return relative to average drawdown

-0.83

-1.14

+0.31

DEA vs. DESK - Sharpe Ratio Comparison

The current DEA Sharpe Ratio is -0.40, which is comparable to the DESK Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of DEA and DESK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DEADESKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.40

-0.56

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.16

-0.13

Correlation

The correlation between DEA and DESK is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DEA vs. DESK - Dividend Comparison

DEA's dividend yield for the trailing twelve months is around 8.30%, more than DESK's 5.99% yield.


TTM20252024202320222021202020192018201720162015
DEA
Easterly Government Properties, Inc.
8.30%9.50%9.33%7.89%7.43%4.58%4.59%4.38%6.63%4.69%4.60%3.14%
DESK
Vaneck Office And Commercial REIT ETF
5.99%5.15%3.78%1.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DEA vs. DESK - Drawdown Comparison

The maximum DEA drawdown since its inception was -62.19%, which is greater than DESK's maximum drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for DEA and DESK.


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Drawdown Indicators


DEADESKDifference

Max Drawdown

Largest peak-to-trough decline

-62.19%

-28.65%

-33.54%

Max Drawdown (1Y)

Largest decline over 1 year

-22.05%

-25.09%

+3.04%

Max Drawdown (5Y)

Largest decline over 5 years

-56.38%

Max Drawdown (10Y)

Largest decline over 10 years

-62.19%

Current Drawdown

Current decline from peak

-55.43%

-26.42%

-29.01%

Average Drawdown

Average peak-to-trough decline

-22.47%

-10.61%

-11.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.15%

10.75%

+2.40%

Volatility

DEA vs. DESK - Volatility Comparison

The current volatility for Easterly Government Properties, Inc. (DEA) is 5.37%, while Vaneck Office And Commercial REIT ETF (DESK) has a volatility of 6.15%. This indicates that DEA experiences smaller price fluctuations and is considered to be less risky than DESK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEADESKDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

6.15%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

15.30%

13.84%

+1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

27.60%

23.70%

+3.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.57%

25.99%

-1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.30%

25.99%

-1.69%