DEA vs. VNO
DEA (Easterly Government Properties, Inc.) and VNO (Vornado Realty Trust) are both stocks. Both operate in the REIT - Office industry within the Real Estate sector. Over the past 10 years, DEA returned -0.80%/yr vs -4.23%/yr for VNO. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
DEA vs. VNO - Performance Comparison
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Returns By Period
In the year-to-date period, DEA achieves a 15.38% return, which is significantly higher than VNO's 2.16% return. Over the past 10 years, DEA has outperformed VNO with an annualized return of -0.80%, while VNO has yielded a comparatively lower -4.23% annualized return.
DEA
- 1D
- -1.30%
- 1M
- 4.28%
- YTD
- 15.38%
- 6M
- 12.20%
- 1Y
- 17.98%
- 3Y*
- -4.91%
- 5Y*
- -8.40%
- 10Y*
- -0.80%
VNO
- 1D
- -0.64%
- 1M
- 14.59%
- YTD
- 2.16%
- 6M
- -3.39%
- 1Y
- -10.46%
- 3Y*
- 35.95%
- 5Y*
- -3.78%
- 10Y*
- -4.23%
DEA vs. VNO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEA Easterly Government Properties, Inc. | 15.38% | -18.63% | -7.95% | 1.82% | -34.04% | 6.32% | -0.31% | 59.49% | -22.49% | 11.89% |
VNO Vornado Realty Trust | 2.16% | -19.09% | 51.32% | 39.50% | -46.66% | 17.78% | -40.43% | 14.93% | -17.75% | -4.53% |
Correlation
The correlation between DEA and VNO is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Feb 9, 2015 | 0.56 |
The correlation between DEA and VNO shifts across timeframes, from 0.52 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
DEA:
$1.09B
VNO:
$6.45B
DEA:
$0.32
VNO:
$4.03
DEA:
72.58
VNO:
8.44
DEA:
3.10
VNO:
3.64
DEA:
0.83
VNO:
1.07
DEA:
$344.46M
VNO:
$1.81B
DEA:
$171.14M
VNO:
$1.56B
DEA:
$204.42M
VNO:
$1.21B
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Return for Risk
DEA vs. VNO — Risk / Return Rank
DEA
VNO
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.
| DEA | VNO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | -0.32 | +1.17 |
Sortino ratioReturn per unit of downside risk | 1.33 | -0.25 | +1.58 |
Omega ratioGain probability vs. loss probability | 1.15 | 0.97 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | -0.25 | +1.87 |
Martin ratioReturn relative to average drawdown | 3.58 | -0.49 | +4.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DEA | VNO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | -0.32 | +1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | -0.09 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.03 | -0.11 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.29 | -0.22 |
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
| DEA | VNO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.19% | -80.89% | +18.70% |
Max Drawdown (1Y)Largest decline over 1 year | -11.20% | -41.22% | +30.02% |
Max Drawdown (3Y)Largest decline over 3 years | -42.24% | -43.88% | +1.64% |
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 DrawdownCurrent decline from peak | -50.72% | -44.88% | -5.84% |
Average DrawdownAverage peak-to-trough decline | -22.90% | -20.59% | -2.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.04% | 21.17% | -16.13% |
Volatility
DEA vs. VNO - Volatility Comparison
The current volatility for Easterly Government Properties, Inc. (DEA) is 5.49%, while Vornado Realty Trust (VNO) has a volatility of 10.38%. 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
| DEA | VNO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 10.38% | -4.89% |
Volatility (6M)Calculated over the trailing 6-month period | 14.40% | 22.80% | -8.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.23% | 32.75% | -11.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.71% | 41.60% | -16.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.30% | 39.08% | -14.78% |
Dividends
DEA vs. VNO - Dividend Comparison
DEA's dividend yield for the trailing twelve months is around 7.66%, more than VNO's 2.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEA Easterly Government Properties, Inc. | 7.66% | 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 | 2.18% | 2.22% | 1.76% | 2.39% | 10.19% | 5.06% | 6.37% | 6.90% | 4.06% | 3.00% | 2.41% | 14.41% |
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
DEA vs. VNO - Profitability Comparison
DEA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Easterly Government Properties, Inc. reported a gross profit of 58.61M and revenue of 87.04M. Therefore, the gross margin over that period was 67.3%.
VNO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Vornado Realty Trust reported a gross profit of 212.47M and revenue of 459.11M. Therefore, the gross margin over that period was 46.3%.
DEA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Easterly Government Properties, Inc. reported an operating income of 21.35M and revenue of 87.04M, resulting in an operating margin of 24.5%.
VNO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Vornado Realty Trust reported an operating income of 170.23M and revenue of 459.11M, resulting in an operating margin of 37.1%.
DEA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Easterly Government Properties, Inc. reported a net income of 4.83M and revenue of 87.04M, resulting in a net margin of 5.6%.
VNO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Vornado Realty Trust reported a net income of -22.84M and revenue of 459.11M, resulting in a net margin of -5.0%.
Frequently Asked Questions
DEA and VNO have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VNO has higher volatility (10.38%) compared to DEA (5.49%). In terms of maximum drawdown, DEA dropped -62.19% vs VNO's -80.89%.
DEA currently has the higher Sharpe Ratio (0.85 vs -0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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