DEA vs. VNO
Compare and contrast key facts about Easterly Government Properties, Inc. (DEA) and Vornado Realty Trust (VNO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEA or VNO.
Key characteristics
| DEA | VNO | |
|---|---|---|
| YTD Return | 6.85% | 61.98% |
| 1Y Return | 31.51% | 126.20% |
| 3Y Return (Ann) | -8.43% | 3.70% |
| 5Y Return (Ann) | -4.53% | -2.52% |
| Sharpe Ratio | 1.39 | 2.41 |
| Sortino Ratio | 2.16 | 3.23 |
| Omega Ratio | 1.26 | 1.40 |
| Calmar Ratio | 0.62 | 1.66 |
| Martin Ratio | 3.30 | 9.03 |
| Ulcer Index | 10.18% | 12.72% |
| Daily Std Dev | 24.25% | 47.71% |
| Max Drawdown | -57.17% | -80.88% |
| Current Drawdown | -39.07% | -28.60% |
Fundamentals
| DEA | VNO | |
|---|---|---|
| Market Cap | $1.44B | $9.50B |
| EPS | $0.17 | -$0.29 |
| PEG Ratio | 0.00 | 2.58 |
| Total Revenue (TTM) | $296.42M | $1.77B |
| Gross Profit (TTM) | $154.60M | $750.33M |
| EBITDA (TTM) | $77.00M | $289.32M |
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.
Performance
DEA vs. VNO - Performance Comparison
In the year-to-date period, DEA achieves a 6.85% return, which is significantly lower than VNO's 61.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
DEA vs. VNO - Dividend Comparison
DEA's dividend yield for the trailing twelve months is around 5.90%, more than VNO's 0.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEA Easterly Government Properties, Inc. | 5.90% | 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 | 0.66% | 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.
Volatility
DEA vs. VNO - Volatility Comparison
Easterly Government Properties, Inc. (DEA) and Vornado Realty Trust (VNO) have volatilities of 6.74% and 7.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities