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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.

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
-12.48%
43.72%
DEA
VNO

Key characteristics

Sharpe Ratio

DEA:

-0.37

VNO:

1.28

Sortino Ratio

DEA:

-0.37

VNO:

1.85

Omega Ratio

DEA:

0.96

VNO:

1.23

Calmar Ratio

DEA:

-0.16

VNO:

0.81

Martin Ratio

DEA:

-0.82

VNO:

5.36

Ulcer Index

DEA:

9.96%

VNO:

9.74%

Daily Std Dev

DEA:

22.04%

VNO:

40.79%

Max Drawdown

DEA:

-57.17%

VNO:

-80.88%

Current Drawdown

DEA:

-47.41%

VNO:

-35.03%

Fundamentals

Market Cap

DEA:

$1.21B

VNO:

$8.50B

EPS

DEA:

$0.17

VNO:

-$0.28

PEG Ratio

DEA:

0.00

VNO:

2.58

Total Revenue (TTM)

DEA:

$222.19M

VNO:

$1.33B

Gross Profit (TTM)

DEA:

$98.81M

VNO:

$528.37M

EBITDA (TTM)

DEA:

$146.12M

VNO:

$511.27M

Returns By Period

In the year-to-date period, DEA achieves a 0.18% return, which is significantly higher than VNO's -2.59% return.


DEA

YTD

0.18%

1M

-2.90%

6M

-14.37%

1Y

-7.09%

5Y*

-7.95%

10Y*

N/A

VNO

YTD

-2.59%

1M

-8.94%

6M

41.10%

1Y

54.62%

5Y*

-5.33%

10Y*

-3.96%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

DEA vs. VNO — Risk-Adjusted Performance Rank

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

DEA
The Risk-Adjusted Performance Rank of DEA is 3030
Overall Rank
The Sharpe Ratio Rank of DEA is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of DEA is 2424
Sortino Ratio Rank
The Omega Ratio Rank of DEA is 2525
Omega Ratio Rank
The Calmar Ratio Rank of DEA is 3939
Calmar Ratio Rank
The Martin Ratio Rank of DEA is 3131
Martin Ratio Rank

VNO
The Risk-Adjusted Performance Rank of VNO is 8080
Overall Rank
The Sharpe Ratio Rank of VNO is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of VNO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VNO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VNO is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VNO is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -0.37, compared to the broader market-2.000.002.00-0.371.28
The chart of Sortino ratio for DEA, currently valued at -0.37, compared to the broader market-4.00-2.000.002.004.00-0.371.85
The chart of Omega ratio for DEA, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.23
The chart of Calmar ratio for DEA, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.160.81
The chart of Martin ratio for DEA, currently valued at -0.82, compared to the broader market-30.00-20.00-10.000.0010.0020.00-0.825.36
DEA
VNO

The current DEA Sharpe Ratio is -0.37, which is lower than the VNO Sharpe Ratio of 1.28. 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.37
1.28
DEA
VNO

Dividends

DEA vs. VNO - Dividend Comparison

DEA's dividend yield for the trailing twelve months is around 9.31%, more than VNO's 1.81% yield.


TTM20242023202220212020201920182017201620152014
DEA
Easterly Government Properties, Inc.
9.31%9.33%7.89%7.43%4.58%4.59%4.38%6.63%4.69%4.60%3.14%0.00%
VNO
Vornado Realty Trust
1.81%1.76%2.39%10.19%5.06%6.37%6.90%4.06%3.00%2.42%2.52%2.48%

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.


-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%AugustSeptemberOctoberNovemberDecember2025
-47.41%
-35.03%
DEA
VNO

Volatility

DEA vs. VNO - Volatility Comparison

The current volatility for Easterly Government Properties, Inc. (DEA) is 7.50%, while Vornado Realty Trust (VNO) has a volatility of 14.14%. 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%AugustSeptemberOctoberNovemberDecember2025
7.50%
14.14%
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
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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.

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