PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DEA vs. VNO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DEA and VNO is 0.56, 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.


-0.50.00.51.00.6

Performance

DEA vs. VNO - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
-5.93%
61.25%
DEA
VNO

Key characteristics

Sharpe Ratio

DEA:

-0.59

VNO:

0.91

Sortino Ratio

DEA:

-0.71

VNO:

1.44

Omega Ratio

DEA:

0.92

VNO:

1.18

Calmar Ratio

DEA:

-0.25

VNO:

0.57

Martin Ratio

DEA:

-1.31

VNO:

3.51

Ulcer Index

DEA:

9.83%

VNO:

10.51%

Daily Std Dev

DEA:

21.89%

VNO:

40.78%

Max Drawdown

DEA:

-57.17%

VNO:

-80.88%

Current Drawdown

DEA:

-49.49%

VNO:

-35.28%

Fundamentals

Market Cap

DEA:

$1.25B

VNO:

$9.30B

EPS

DEA:

$0.17

VNO:

-$0.28

PEG Ratio

DEA:

0.00

VNO:

2.58

Total Revenue (TTM)

DEA:

$294.81M

VNO:

$1.77B

Gross Profit (TTM)

DEA:

$122.82M

VNO:

$750.33M

EBITDA (TTM)

DEA:

$186.35M

VNO:

$633.38M

Returns By Period

In the year-to-date period, DEA achieves a -11.43% return, which is significantly lower than VNO's 46.82% return.


DEA

YTD

-11.43%

1M

-9.37%

6M

-5.93%

1Y

-12.66%

5Y*

-8.58%

10Y*

N/A

VNO

YTD

46.82%

1M

2.92%

6M

58.43%

1Y

37.80%

5Y*

-4.76%

10Y*

-3.18%

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. VNO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Easterly Government Properties, Inc. (DEA) and Vornado Realty Trust (VNO). 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 -0.59, compared to the broader market-4.00-2.000.002.00-0.590.93
The chart of Sortino ratio for DEA, currently valued at -0.71, compared to the broader market-4.00-2.000.002.004.00-0.711.46
The chart of Omega ratio for DEA, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.19
The chart of Calmar ratio for DEA, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.250.59
The chart of Martin ratio for DEA, currently valued at -1.31, compared to the broader market0.0010.0020.00-1.313.59
DEA
VNO

The current DEA Sharpe Ratio is -0.59, which is lower than the VNO Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of DEA and VNO, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.59
0.93
DEA
VNO

Dividends

DEA vs. VNO - Dividend Comparison

DEA's dividend yield for the trailing twelve months is around 9.70%, more than VNO's 1.81% yield.


TTM20232022202120202019201820172016201520142013
DEA
Easterly Government Properties, Inc.
9.70%7.89%7.43%4.58%4.59%4.38%6.63%4.69%4.60%3.14%0.00%0.00%
VNO
Vornado Realty Trust
1.81%2.39%10.19%5.06%6.37%6.90%4.06%3.00%2.42%2.52%2.48%3.29%

Drawdowns

DEA vs. VNO - Drawdown Comparison

The maximum DEA drawdown since its inception was -57.17%, smaller than the maximum VNO drawdown of -80.88%. Use the drawdown chart below to compare losses from any high point for DEA and VNO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-49.49%
-35.28%
DEA
VNO

Volatility

DEA vs. VNO - Volatility Comparison

The current volatility for Easterly Government Properties, Inc. (DEA) is 6.57%, while Vornado Realty Trust (VNO) has a volatility of 11.69%. This indicates that DEA experiences smaller price fluctuations and is considered to be less risky than VNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.57%
11.69%
DEA
VNO

Financials

DEA vs. VNO - Financials Comparison

This section allows you to compare key financial metrics between Easterly Government Properties, Inc. and Vornado Realty 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab