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

Correlation

The correlation between DEA and SVC is 0.41, 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.


-0.50.00.51.00.4

Performance

DEA vs. SVC - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-4.73%
-50.11%
DEA
SVC

Key characteristics

Sharpe Ratio

DEA:

-0.55

SVC:

-1.48

Sortino Ratio

DEA:

-0.65

SVC:

-2.72

Omega Ratio

DEA:

0.92

SVC:

0.67

Calmar Ratio

DEA:

-0.23

SVC:

-0.77

Martin Ratio

DEA:

-1.24

SVC:

-1.81

Ulcer Index

DEA:

9.72%

SVC:

37.61%

Daily Std Dev

DEA:

21.85%

SVC:

46.21%

Max Drawdown

DEA:

-57.17%

SVC:

-88.38%

Current Drawdown

DEA:

-48.85%

SVC:

-88.38%

Fundamentals

Market Cap

DEA:

$1.25B

SVC:

$426.62M

EPS

DEA:

$0.17

SVC:

-$1.47

Total Revenue (TTM)

DEA:

$294.81M

SVC:

$1.88B

Gross Profit (TTM)

DEA:

$122.82M

SVC:

$600.76M

EBITDA (TTM)

DEA:

$186.35M

SVC:

$549.78M

Returns By Period

In the year-to-date period, DEA achieves a -10.30% return, which is significantly higher than SVC's -69.21% return.


DEA

YTD

-10.30%

1M

-7.67%

6M

-6.35%

1Y

-11.80%

5Y*

-8.35%

10Y*

N/A

SVC

YTD

-69.21%

1M

-10.15%

6M

-49.79%

1Y

-68.85%

5Y*

-33.82%

10Y*

-17.73%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DEA vs. SVC - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for DEA, currently valued at -0.55, compared to the broader market-4.00-2.000.002.00-0.55-1.48
The chart of Sortino ratio for DEA, currently valued at -0.65, compared to the broader market-4.00-2.000.002.004.00-0.65-2.72
The chart of Omega ratio for DEA, currently valued at 0.92, compared to the broader market0.501.001.502.000.920.67
The chart of Calmar ratio for DEA, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.23-0.77
The chart of Martin ratio for DEA, currently valued at -1.24, compared to the broader market0.0010.0020.00-1.24-1.81
DEA
SVC

The current DEA Sharpe Ratio is -0.55, which is higher than the SVC Sharpe Ratio of -1.48. The chart below compares the historical Sharpe Ratios of DEA and SVC, 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-1.50-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.55
-1.48
DEA
SVC

Dividends

DEA vs. SVC - Dividend Comparison

DEA's dividend yield for the trailing twelve months is around 9.58%, less than SVC's 25.52% yield.


TTM20232022202120202019201820172016201520142013
DEA
Easterly Government Properties, Inc.
9.58%7.89%7.43%4.58%4.59%4.38%6.63%4.69%4.60%3.14%0.00%0.00%
SVC
Service Properties Trust
25.52%9.37%3.16%0.46%4.96%8.84%8.84%6.93%6.40%7.61%6.34%7.05%

Drawdowns

DEA vs. SVC - Drawdown Comparison

The maximum DEA drawdown since its inception was -57.17%, smaller than the maximum SVC drawdown of -88.38%. Use the drawdown chart below to compare losses from any high point for DEA and SVC. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-48.85%
-88.38%
DEA
SVC

Volatility

DEA vs. SVC - Volatility Comparison

The current volatility for Easterly Government Properties, Inc. (DEA) is 6.59%, while Service Properties Trust (SVC) has a volatility of 15.36%. This indicates that DEA experiences smaller price fluctuations and is considered to be less risky than SVC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
6.59%
15.36%
DEA
SVC

Financials

DEA vs. SVC - Financials Comparison

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

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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