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DBRG vs. DLR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DBRG and DLR is 0.33, 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.


-0.50.00.51.00.3

Performance

DBRG vs. DLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DigitalBridge Group, Inc. (DBRG) and Digital Realty Trust, Inc. (DLR). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-13.07%
22.09%
DBRG
DLR

Key characteristics

Sharpe Ratio

DBRG:

-0.79

DLR:

1.46

Sortino Ratio

DBRG:

-0.96

DLR:

2.08

Omega Ratio

DBRG:

0.87

DLR:

1.27

Calmar Ratio

DBRG:

-0.42

DLR:

1.96

Martin Ratio

DBRG:

-1.17

DLR:

7.55

Ulcer Index

DBRG:

28.88%

DLR:

5.13%

Daily Std Dev

DBRG:

42.91%

DLR:

26.55%

Max Drawdown

DBRG:

-90.31%

DLR:

-56.80%

Current Drawdown

DBRG:

-79.89%

DLR:

-8.15%

Fundamentals

Market Cap

DBRG:

$2.23B

DLR:

$62.55B

EPS

DBRG:

$0.90

DLR:

$1.22

PE Ratio

DBRG:

13.31

DLR:

151.64

Total Revenue (TTM)

DBRG:

$891.16M

DLR:

$5.49B

Gross Profit (TTM)

DBRG:

$856.57M

DLR:

$1.71B

EBITDA (TTM)

DBRG:

$346.28M

DLR:

$2.49B

Returns By Period

In the year-to-date period, DBRG achieves a -36.88% return, which is significantly lower than DLR's 36.85% return. Over the past 10 years, DBRG has underperformed DLR with an annualized return of -13.79%, while DLR has yielded a comparatively higher 14.73% annualized return.


DBRG

YTD

-36.88%

1M

-5.88%

6M

-13.07%

1Y

-34.53%

5Y*

-9.17%

10Y*

-13.79%

DLR

YTD

36.85%

1M

-3.32%

6M

22.09%

1Y

36.51%

5Y*

12.53%

10Y*

14.73%

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Risk-Adjusted Performance

DBRG vs. DLR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DigitalBridge Group, Inc. (DBRG) and Digital Realty Trust, Inc. (DLR). 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 DBRG, currently valued at -0.79, compared to the broader market-4.00-2.000.002.00-0.791.46
The chart of Sortino ratio for DBRG, currently valued at -0.96, compared to the broader market-4.00-2.000.002.004.00-0.962.08
The chart of Omega ratio for DBRG, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.27
The chart of Calmar ratio for DBRG, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.421.96
The chart of Martin ratio for DBRG, currently valued at -1.17, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.177.55
DBRG
DLR

The current DBRG Sharpe Ratio is -0.79, which is lower than the DLR Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of DBRG and DLR, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.79
1.46
DBRG
DLR

Dividends

DBRG vs. DLR - Dividend Comparison

DBRG's dividend yield for the trailing twelve months is around 0.36%, less than DLR's 2.73% yield.


TTM20232022202120202019201820172016201520142013
DBRG
DigitalBridge Group, Inc.
0.36%0.23%0.18%0.00%2.29%9.26%9.40%19.70%9.99%11.83%2.65%0.00%
DLR
Digital Realty Trust, Inc.
2.73%3.63%4.87%2.62%3.21%3.61%3.79%3.27%3.58%5.62%5.01%6.35%

Drawdowns

DBRG vs. DLR - Drawdown Comparison

The maximum DBRG drawdown since its inception was -90.31%, which is greater than DLR's maximum drawdown of -56.80%. Use the drawdown chart below to compare losses from any high point for DBRG and DLR. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-79.89%
-8.15%
DBRG
DLR

Volatility

DBRG vs. DLR - Volatility Comparison

DigitalBridge Group, Inc. (DBRG) has a higher volatility of 9.56% compared to Digital Realty Trust, Inc. (DLR) at 6.36%. This indicates that DBRG's price experiences larger fluctuations and is considered to be riskier than DLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.56%
6.36%
DBRG
DLR

Financials

DBRG vs. DLR - Financials Comparison

This section allows you to compare key financial metrics between DigitalBridge Group, Inc. and Digital Realty Trust, 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


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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