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

Key characteristics


DEAPLD
YTD Return7.41%-11.05%
1Y Return34.28%15.54%
3Y Return (Ann)-8.18%-5.45%
5Y Return (Ann)-4.29%8.64%
Sharpe Ratio1.220.53
Sortino Ratio1.920.91
Omega Ratio1.231.12
Calmar Ratio0.550.35
Martin Ratio2.931.22
Ulcer Index10.17%11.09%
Daily Std Dev24.48%25.71%
Max Drawdown-57.17%-84.70%
Current Drawdown-38.75%-28.10%

Fundamentals


DEAPLD
Market Cap$1.44B$107.28B
EPS$0.17$3.36
PE Ratio79.6534.47
PEG Ratio0.000.52
Total Revenue (TTM)$296.42M$7.89B
Gross Profit (TTM)$154.60M$3.95B
EBITDA (TTM)$77.00M$5.87B

Correlation

-0.50.00.51.00.5

The correlation between DEA and PLD is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

DEA vs. PLD - Performance Comparison

In the year-to-date period, DEA achieves a 7.41% return, which is significantly higher than PLD's -11.05% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
15.40%
9.49%
DEA
PLD

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Risk-Adjusted Performance

DEA vs. PLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Easterly Government Properties, Inc. (DEA) and Prologis, Inc. (PLD). 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.


DEA
Sharpe ratio
The chart of Sharpe ratio for DEA, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.001.22
Sortino ratio
The chart of Sortino ratio for DEA, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.006.001.92
Omega ratio
The chart of Omega ratio for DEA, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for DEA, currently valued at 0.55, compared to the broader market0.002.004.006.000.55
Martin ratio
The chart of Martin ratio for DEA, currently valued at 2.93, compared to the broader market0.0010.0020.0030.002.93
PLD
Sharpe ratio
The chart of Sharpe ratio for PLD, currently valued at 0.53, compared to the broader market-4.00-2.000.002.004.000.53
Sortino ratio
The chart of Sortino ratio for PLD, currently valued at 0.91, compared to the broader market-4.00-2.000.002.004.006.000.91
Omega ratio
The chart of Omega ratio for PLD, currently valued at 1.12, compared to the broader market0.501.001.502.001.12
Calmar ratio
The chart of Calmar ratio for PLD, currently valued at 0.35, compared to the broader market0.002.004.006.000.35
Martin ratio
The chart of Martin ratio for PLD, currently valued at 1.22, compared to the broader market0.0010.0020.0030.001.22

DEA vs. PLD - Sharpe Ratio Comparison

The current DEA Sharpe Ratio is 1.22, which is higher than the PLD Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of DEA and PLD, 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.22
0.53
DEA
PLD

Dividends

DEA vs. PLD - Dividend Comparison

DEA's dividend yield for the trailing twelve months is around 5.87%, more than PLD's 3.24% yield.


TTM20232022202120202019201820172016201520142013
DEA
Easterly Government Properties, Inc.
5.87%7.89%7.43%4.58%4.59%4.38%6.63%4.69%4.60%3.14%0.00%0.00%
PLD
Prologis, Inc.
3.24%2.61%2.80%1.50%2.33%2.38%3.27%2.73%3.18%3.54%3.07%3.03%

Drawdowns

DEA vs. PLD - Drawdown Comparison

The maximum DEA drawdown since its inception was -57.17%, smaller than the maximum PLD drawdown of -84.70%. Use the drawdown chart below to compare losses from any high point for DEA and PLD. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%JuneJulyAugustSeptemberOctoberNovember
-38.75%
-28.10%
DEA
PLD

Volatility

DEA vs. PLD - Volatility Comparison

The current volatility for Easterly Government Properties, Inc. (DEA) is 6.75%, while Prologis, Inc. (PLD) has a volatility of 8.84%. This indicates that DEA experiences smaller price fluctuations and is considered to be less risky than PLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.75%
8.84%
DEA
PLD

Financials

DEA vs. PLD - Financials Comparison

This section allows you to compare key financial metrics between Easterly Government Properties, Inc. and Prologis, 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