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DEA vs. SVC
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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DEA vs. SVC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DEA
Easterly Government Properties, Inc.
1.79%-18.63%-7.95%1.82%-34.04%6.32%-0.31%59.49%-22.49%11.89%
SVC
Service Properties Trust
-35.55%-26.30%-67.28%29.07%-14.50%-23.23%-51.47%10.84%-13.51%0.66%

Fundamentals

EPS

DEA:

$0.29

SVC:

-$1.68

PS Ratio

DEA:

2.83

SVC:

0.10

Total Revenue (TTM)

DEA:

$336.10M

SVC:

$1.87B

Gross Profit (TTM)

DEA:

$224.69M

SVC:

$576.90M

EBITDA (TTM)

DEA:

$230.45M

SVC:

$427.49M

Returns By Period

In the year-to-date period, DEA achieves a 1.79% return, which is significantly higher than SVC's -35.55% return. Over the past 10 years, DEA has outperformed SVC with an annualized return of -1.43%, while SVC has yielded a comparatively lower -22.46% annualized return.


DEA

1D
-1.31%
1M
-8.53%
YTD
1.79%
6M
-2.90%
1Y
-13.07%
3Y*
-7.48%
5Y*
-10.18%
10Y*
-1.43%

SVC

1D
-12.92%
1M
-47.56%
YTD
-35.55%
6M
-55.40%
1Y
-53.95%
3Y*
-47.69%
5Y*
-34.25%
10Y*
-22.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DEA vs. SVC — Risk / Return Rank

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

DEA
DEA Risk / Return Rank: 2121
Overall Rank
DEA Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
DEA Sortino Ratio Rank: 1919
Sortino Ratio Rank
DEA Omega Ratio Rank: 1919
Omega Ratio Rank
DEA Calmar Ratio Rank: 2323
Calmar Ratio Rank
DEA Martin Ratio Rank: 2323
Martin Ratio Rank

SVC
SVC Risk / Return Rank: 77
Overall Rank
SVC Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SVC Sortino Ratio Rank: 99
Sortino Ratio Rank
SVC Omega Ratio Rank: 88
Omega Ratio Rank
SVC Calmar Ratio Rank: 88
Calmar Ratio Rank
SVC Martin Ratio Rank: 11
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. SVC - Risk-Adjusted Trends 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.


DEASVCDifference

Sharpe ratio

Return per unit of total volatility

-0.48

-0.86

+0.39

Sortino ratio

Return per unit of downside risk

-0.47

-1.17

+0.70

Omega ratio

Gain probability vs. loss probability

0.94

0.84

+0.09

Calmar ratio

Return relative to maximum drawdown

-0.54

-0.89

+0.34

Martin ratio

Return relative to average drawdown

-1.01

-2.05

+1.03

DEA vs. SVC - Sharpe Ratio Comparison

The current DEA Sharpe Ratio is -0.48, which is higher than the SVC Sharpe Ratio of -0.86. 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.


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Sharpe Ratios by Period


DEASVCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

-0.86

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

-0.64

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

-0.40

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

-0.06

+0.08

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.


Dividends

DEA vs. SVC - Dividend Comparison

DEA's dividend yield for the trailing twelve months is around 8.51%, more than SVC's 3.39% yield.


TTM20252024202320222021202020192018201720162015
DEA
Easterly Government Properties, Inc.
8.51%9.50%9.33%7.89%7.43%4.58%4.59%4.38%6.63%4.69%4.60%3.14%
SVC
Service Properties Trust
3.39%2.17%24.02%9.37%3.16%0.46%4.96%8.84%8.84%6.93%6.40%8.31%

Drawdowns

DEA vs. SVC - Drawdown Comparison

The maximum DEA drawdown since its inception was -62.19%, smaller than the maximum SVC drawdown of -94.13%. Use the drawdown chart below to compare losses from any high point for DEA and SVC.


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Drawdown Indicators


DEASVCDifference

Max Drawdown

Largest peak-to-trough decline

-62.19%

-94.13%

+31.94%

Max Drawdown (1Y)

Largest decline over 1 year

-24.55%

-60.83%

+36.28%

Max Drawdown (5Y)

Largest decline over 5 years

-56.38%

-89.82%

+33.44%

Max Drawdown (10Y)

Largest decline over 10 years

-62.19%

-94.13%

+31.94%

Current Drawdown

Current decline from peak

-56.52%

-94.13%

+37.61%

Average Drawdown

Average peak-to-trough decline

-22.46%

-26.28%

+3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.13%

26.32%

-13.19%

Volatility

DEA vs. SVC - Volatility Comparison

The current volatility for Easterly Government Properties, Inc. (DEA) is 4.58%, while Service Properties Trust (SVC) has a volatility of 32.48%. 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.


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Volatility by Period


DEASVCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

32.48%

-27.90%

Volatility (6M)

Calculated over the trailing 6-month period

15.13%

45.15%

-30.02%

Volatility (1Y)

Calculated over the trailing 1-year period

27.48%

62.69%

-35.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.56%

54.06%

-29.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.29%

56.01%

-31.72%

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


100.00M200.00M300.00M400.00M500.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
87.04M
478.77M
(DEA) Total Revenue
(SVC) Total Revenue
Values in USD except per share items