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

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.

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DEA vs. VNO - 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%
VNO
Vornado Realty Trust
-23.17%-19.09%51.32%39.50%-46.66%17.78%-40.43%14.93%-17.75%-4.53%

Fundamentals

Market Cap

DEA:

$978.55M

VNO:

$4.90B

EPS

DEA:

$0.29

VNO:

$4.32

PE Ratio

DEA:

72.27

VNO:

5.91

PS Ratio

DEA:

2.83

VNO:

2.75

PB Ratio

DEA:

0.74

VNO:

1.02

Total Revenue (TTM)

DEA:

$336.10M

VNO:

$1.81B

Gross Profit (TTM)

DEA:

$224.69M

VNO:

$890.47M

EBITDA (TTM)

DEA:

$230.45M

VNO:

$1.74B

Returns By Period

In the year-to-date period, DEA achieves a 1.79% return, which is significantly higher than VNO's -23.17% return. Over the past 10 years, DEA has outperformed VNO with an annualized return of -1.43%, while VNO has yielded a comparatively lower -6.73% 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%

VNO

1D
-1.62%
1M
-6.61%
YTD
-23.17%
6M
-36.60%
1Y
-30.77%
3Y*
20.44%
5Y*
-8.12%
10Y*
-6.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DEA vs. VNO — 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

VNO
VNO Risk / Return Rank: 1010
Overall Rank
VNO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VNO Sortino Ratio Rank: 99
Sortino Ratio Rank
VNO Omega Ratio Rank: 1111
Omega Ratio Rank
VNO Calmar Ratio Rank: 1616
Calmar Ratio Rank
VNO Martin Ratio Rank: 66
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. VNO - Risk-Adjusted Trends 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.


DEAVNODifference

Sharpe ratio

Return per unit of total volatility

-0.48

-0.85

+0.37

Sortino ratio

Return per unit of downside risk

-0.47

-1.12

+0.65

Omega ratio

Gain probability vs. loss probability

0.94

0.87

+0.07

Calmar ratio

Return relative to maximum drawdown

-0.54

-0.71

+0.17

Martin ratio

Return relative to average drawdown

-1.01

-1.65

+0.63

DEA vs. VNO - Sharpe Ratio Comparison

The current DEA Sharpe Ratio is -0.48, which is higher than the VNO Sharpe Ratio of -0.85. 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.


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Sharpe Ratios by Period


DEAVNODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

-0.85

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

-0.20

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

-0.17

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.26

-0.24

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.


Dividends

DEA vs. VNO - Dividend Comparison

DEA's dividend yield for the trailing twelve months is around 8.51%, more than VNO's 2.89% 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%
VNO
Vornado Realty Trust
2.89%2.22%1.76%2.39%10.19%5.06%6.37%6.90%4.06%3.00%2.41%14.41%

Drawdowns

DEA vs. VNO - Drawdown Comparison

The maximum DEA drawdown since its inception was -62.19%, smaller than the maximum VNO drawdown of -80.89%. Use the drawdown chart below to compare losses from any high point for DEA and VNO.


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Drawdown Indicators


DEAVNODifference

Max Drawdown

Largest peak-to-trough decline

-62.19%

-80.89%

+18.70%

Max Drawdown (1Y)

Largest decline over 1 year

-24.55%

-41.22%

+16.67%

Max Drawdown (5Y)

Largest decline over 5 years

-56.38%

-72.46%

+16.08%

Max Drawdown (10Y)

Largest decline over 10 years

-62.19%

-80.89%

+18.70%

Current Drawdown

Current decline from peak

-56.52%

-58.55%

+2.03%

Average Drawdown

Average peak-to-trough decline

-22.46%

-20.45%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.13%

17.83%

-4.70%

Volatility

DEA vs. VNO - Volatility Comparison

The current volatility for Easterly Government Properties, Inc. (DEA) is 4.58%, while Vornado Realty Trust (VNO) has a volatility of 10.72%. 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.


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Volatility by Period


DEAVNODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

10.72%

-6.14%

Volatility (6M)

Calculated over the trailing 6-month period

15.13%

23.38%

-8.25%

Volatility (1Y)

Calculated over the trailing 1-year period

27.48%

36.30%

-8.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.56%

41.42%

-16.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.29%

38.90%

-14.61%

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


100.00M200.00M300.00M400.00M500.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
87.04M
453.71M
(DEA) Total Revenue
(VNO) Total Revenue
Values in USD except per share items