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

Performance

SVC vs. DEA - Performance Comparison

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

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SVC vs. DEA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SVC
Service Properties Trust
-35.55%-26.30%-67.28%29.07%-14.50%-23.23%-51.47%10.84%-13.51%0.66%
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%

Fundamentals

EPS

SVC:

-$1.68

DEA:

$0.29

PS Ratio

SVC:

0.10

DEA:

2.83

Total Revenue (TTM)

SVC:

$1.87B

DEA:

$336.10M

Gross Profit (TTM)

SVC:

$576.90M

DEA:

$224.69M

EBITDA (TTM)

SVC:

$427.49M

DEA:

$230.45M

Returns By Period

In the year-to-date period, SVC achieves a -35.55% return, which is significantly lower than DEA's 1.79% return. Over the past 10 years, SVC has underperformed DEA with an annualized return of -22.46%, while DEA has yielded a comparatively higher -1.43% annualized return.


SVC

1D
-12.92%
1M
-47.56%
YTD
-35.55%
6M
-55.40%
1Y
-53.95%
3Y*
-47.69%
5Y*
-34.25%
10Y*
-22.46%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SVC vs. DEA — Risk / Return Rank

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

SVC
SVC Risk / Return Rank: 77
Overall Rank
SVC Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SVC Sortino Ratio Rank: 99
Sortino Ratio Rank
SVC Omega Ratio Rank: 88
Omega Ratio Rank
SVC Calmar Ratio Rank: 88
Calmar Ratio Rank
SVC Martin Ratio Rank: 11
Martin Ratio Rank

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
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.

SVC vs. DEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Service Properties Trust (SVC) and Easterly Government Properties, Inc. (DEA). 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.


SVCDEADifference

Sharpe ratio

Return per unit of total volatility

-0.86

-0.48

-0.39

Sortino ratio

Return per unit of downside risk

-1.17

-0.47

-0.70

Omega ratio

Gain probability vs. loss probability

0.84

0.94

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.89

-0.54

-0.34

Martin ratio

Return relative to average drawdown

-2.05

-1.01

-1.03

SVC vs. DEA - Sharpe Ratio Comparison

The current SVC Sharpe Ratio is -0.86, which is lower than the DEA Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of SVC and DEA, 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


SVCDEADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.86

-0.48

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.64

-0.42

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.40

-0.06

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.02

-0.08

Correlation

The correlation between SVC and DEA is 0.41, 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

SVC vs. DEA - Dividend Comparison

SVC's dividend yield for the trailing twelve months is around 3.39%, less than DEA's 8.51% yield.


TTM20252024202320222021202020192018201720162015
SVC
Service Properties Trust
3.39%2.17%24.02%9.37%3.16%0.46%4.96%8.84%8.84%6.93%6.40%8.31%
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%

Drawdowns

SVC vs. DEA - Drawdown Comparison

The maximum SVC drawdown since its inception was -94.13%, which is greater than DEA's maximum drawdown of -62.19%. Use the drawdown chart below to compare losses from any high point for SVC and DEA.


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Drawdown Indicators


SVCDEADifference

Max Drawdown

Largest peak-to-trough decline

-94.13%

-62.19%

-31.94%

Max Drawdown (1Y)

Largest decline over 1 year

-60.83%

-24.55%

-36.28%

Max Drawdown (5Y)

Largest decline over 5 years

-89.82%

-56.38%

-33.44%

Max Drawdown (10Y)

Largest decline over 10 years

-94.13%

-62.19%

-31.94%

Current Drawdown

Current decline from peak

-94.13%

-56.52%

-37.61%

Average Drawdown

Average peak-to-trough decline

-26.28%

-22.46%

-3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.32%

13.13%

+13.19%

Volatility

SVC vs. DEA - Volatility Comparison

Service Properties Trust (SVC) has a higher volatility of 32.48% compared to Easterly Government Properties, Inc. (DEA) at 4.58%. This indicates that SVC's price experiences larger fluctuations and is considered to be riskier than DEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SVCDEADifference

Volatility (1M)

Calculated over the trailing 1-month period

32.48%

4.58%

+27.90%

Volatility (6M)

Calculated over the trailing 6-month period

45.15%

15.13%

+30.02%

Volatility (1Y)

Calculated over the trailing 1-year period

62.69%

27.48%

+35.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.06%

24.56%

+29.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.01%

24.29%

+31.72%

Financials

SVC vs. DEA - Financials Comparison

This section allows you to compare key financial metrics between Service Properties Trust and Easterly Government Properties, Inc.. 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
478.77M
87.04M
(SVC) Total Revenue
(DEA) Total Revenue
Values in USD except per share items