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VNO vs. DEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VNO and DEA is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

VNO vs. DEA - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VNO:

1.45

DEA:

-0.91

Sortino Ratio

VNO:

2.16

DEA:

-1.08

Omega Ratio

VNO:

1.28

DEA:

0.85

Calmar Ratio

VNO:

1.00

DEA:

-0.40

Martin Ratio

VNO:

6.49

DEA:

-1.33

Ulcer Index

VNO:

9.88%

DEA:

18.50%

Daily Std Dev

VNO:

40.25%

DEA:

27.84%

Max Drawdown

VNO:

-80.88%

DEA:

-62.19%

Current Drawdown

VNO:

-37.39%

DEA:

-59.60%

Fundamentals

Market Cap

VNO:

$8.17B

DEA:

$1.05B

EPS

VNO:

$0.52

DEA:

$0.41

PE Ratio

VNO:

75.27

DEA:

50.66

PEG Ratio

VNO:

0.90

DEA:

0.00

PS Ratio

VNO:

4.23

DEA:

3.33

PB Ratio

VNO:

1.84

DEA:

0.70

Total Revenue (TTM)

VNO:

$1.81B

DEA:

$306.31M

Gross Profit (TTM)

VNO:

$1.81B

DEA:

$180.22M

EBITDA (TTM)

VNO:

$1.00B

DEA:

$199.25M

Returns By Period

In the year-to-date period, VNO achieves a -6.14% return, which is significantly higher than DEA's -23.05% return. Over the past 10 years, VNO has underperformed DEA with an annualized return of -3.32%, while DEA has yielded a comparatively higher -0.51% annualized return.


VNO

YTD

-6.14%

1M

13.39%

6M

-3.64%

1Y

57.85%

5Y*

6.34%

10Y*

-3.32%

DEA

YTD

-23.05%

1M

2.85%

6M

-28.96%

1Y

-25.14%

5Y*

-12.85%

10Y*

-0.51%

*Annualized

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Risk-Adjusted Performance

VNO vs. DEA — Risk-Adjusted Performance Rank

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

VNO
The Risk-Adjusted Performance Rank of VNO is 8888
Overall Rank
The Sharpe Ratio Rank of VNO is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of VNO is 8888
Sortino Ratio Rank
The Omega Ratio Rank of VNO is 8686
Omega Ratio Rank
The Calmar Ratio Rank of VNO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VNO is 9090
Martin Ratio Rank

DEA
The Risk-Adjusted Performance Rank of DEA is 1313
Overall Rank
The Sharpe Ratio Rank of DEA is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of DEA is 1111
Sortino Ratio Rank
The Omega Ratio Rank of DEA is 1010
Omega Ratio Rank
The Calmar Ratio Rank of DEA is 2525
Calmar Ratio Rank
The Martin Ratio Rank of DEA is 1111
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.

VNO vs. DEA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vornado Realty Trust (VNO) 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.


The current VNO Sharpe Ratio is 1.45, which is higher than the DEA Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of VNO 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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Dividends

VNO vs. DEA - Dividend Comparison

VNO's dividend yield for the trailing twelve months is around 1.88%, less than DEA's 10.24% yield.


TTM20242023202220212020201920182017201620152014
VNO
Vornado Realty Trust
1.88%1.76%2.39%10.19%5.06%6.37%6.90%4.06%3.00%2.42%2.52%2.48%
DEA
Easterly Government Properties, Inc.
10.24%9.33%7.89%7.43%4.58%4.59%4.38%6.63%4.69%4.60%3.14%0.00%

Drawdowns

VNO vs. DEA - Drawdown Comparison

The maximum VNO drawdown since its inception was -80.88%, which is greater than DEA's maximum drawdown of -62.19%. Use the drawdown chart below to compare losses from any high point for VNO and DEA. For additional features, visit the drawdowns tool.


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Volatility

VNO vs. DEA - Volatility Comparison

Vornado Realty Trust (VNO) and Easterly Government Properties, Inc. (DEA) have volatilities of 9.92% and 9.50%, 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.


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Financials

VNO vs. DEA - Financials Comparison

This section allows you to compare key financial metrics between Vornado Realty 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


100.00M200.00M300.00M400.00M500.00M20212022202320242025
461.58M
78.68M
(VNO) Total Revenue
(DEA) Total Revenue
Values in USD except per share items

VNO vs. DEA - Profitability Comparison

The chart below illustrates the profitability comparison between Vornado Realty Trust and Easterly Government Properties, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%100.0%20212022202320242025
100.0%
67.3%
(VNO) Gross Margin
(DEA) Gross Margin
VNO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Vornado Realty Trust reported a gross profit of 461.58M and revenue of 461.58M. Therefore, the gross margin over that period was 100.0%.

DEA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Easterly Government Properties, Inc. reported a gross profit of 52.92M and revenue of 78.68M. Therefore, the gross margin over that period was 67.3%.

VNO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Vornado Realty Trust reported an operating income of 82.09M and revenue of 461.58M, resulting in an operating margin of 17.8%.

DEA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Easterly Government Properties, Inc. reported an operating income of 20.15M and revenue of 78.68M, resulting in an operating margin of 25.6%.

VNO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Vornado Realty Trust reported a net income of 102.37M and revenue of 461.58M, resulting in a net margin of 22.2%.

DEA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Easterly Government Properties, Inc. reported a net income of 3.13M and revenue of 78.68M, resulting in a net margin of 4.0%.