DBRG vs. PECO
DBRG (DigitalBridge Group, Inc.) and PECO (Phillips Edison & Company, Inc.) are both stocks. Both are in the Real Estate sector — DBRG in REIT - Diversified, PECO in REIT - Retail. Over the past 5 years, DBRG returned -10.41%/yr vs 12.47%/yr for PECO. Their 0.38 correlation means their historical movements had little consistent relationship.
Performance
DBRG vs. PECO - Performance Comparison
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Returns By Period
In the year-to-date period, DBRG achieves a 3.59% return, which is significantly lower than PECO's 21.80% return.
DBRG
- 1D
- 0.13%
- 1M
- 0.57%
- 6M
- 3.25%
- YTD
- 3.59%
- 1Y
- 52.73%
- 3Y*
- 0.21%
- 5Y*
- -10.41%
- 10Y*
- -6.54%
- ALL TIME*
- -8.33%
PECO
- 1D
- 0.12%
- 1M
- 1.28%
- 6M
- 19.21%
- YTD
- 21.80%
- 1Y
- 31.23%
- 3Y*
- 9.87%
- 5Y*
- 12.47%
- 10Y*
- —
- ALL TIME*
- 12.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $49.07M | $47.59M | $44.87M | |
| $41.05M | $36.52M | $42.62M |
DBRG vs. PECO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DBRG DigitalBridge Group, Inc. | 3.59% | 36.48% | -35.51% | 60.77% | -67.11% | 13.18% |
PECO Phillips Edison & Company, Inc. | 21.80% | -1.59% | 6.20% | 18.53% | -0.33% | 19.67% |
Correlation
The correlation between DBRG and PECO is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2021 | 0.38 |
Over the past year, the correlation between DBRG and PECO has dropped to 0.15 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.
Fundamentals
DBRG:
$2.89B
PECO:
$5.46B
DBRG:
$0.75
PECO:
$1.48
DBRG:
21.20
PECO:
28.75
DBRG:
0.22
PECO:
0.42
DBRG:
6.40
PECO:
5.50
DBRG:
$441.46M
PECO:
$750.89M
DBRG:
$324.77M
PECO:
$533.12M
DBRG:
$127.00M
PECO:
$411.50M
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Return for Risk
DBRG vs. PECO — Risk / Return Rank
DBRG
PECO
DBRG vs. PECO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DigitalBridge Group, Inc. (DBRG) and Phillips Edison & Company, Inc. (PECO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DBRG | PECO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.33 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 3.92 | -2.49 |
| Martin ratioReturn relative to average drawdown | 5.29 | 9.98 | -4.70 |
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Drawdowns
DBRG vs. PECO - Drawdown Comparison
The maximum DBRG drawdown since its inception was -91.72%, which is greater than PECO's maximum drawdown of -23.11%. Use the drawdown chart below to compare losses from any high point for DBRG and PECO.
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Drawdown Indicators
| DBRG | PECO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.72% | -23.11% | -68.61% |
Max Drawdown (1Y)Largest decline over 1 year | -33.69% | -7.74% | -25.95% |
Max Drawdown (3Y)Largest decline over 3 years | -67.03% | -15.78% | -51.25% |
Max Drawdown (5Y)Largest decline over 5 years | -79.44% | -23.11% | -56.33% |
Max Drawdown (10Y)Largest decline over 10 years | -88.18% | — | — |
Current DrawdownCurrent decline from peak | -75.20% | -3.45% | -71.75% |
Average DrawdownAverage peak-to-trough decline | -60.85% | -6.34% | -54.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.15% | 3.04% | +6.11% |
Volatility
DBRG vs. PECO - Volatility Comparison
The current volatility for DigitalBridge Group, Inc. (DBRG) is 0.92%, while Phillips Edison & Company, Inc. (PECO) has a volatility of 5.31%. This indicates that DBRG experiences smaller price fluctuations and is considered to be less risky than PECO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBRG | PECO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.92% | 5.31% | -4.39% |
Volatility (6M)Calculated over the trailing 6-month period | 2.04% | 11.85% | -9.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.80% | 15.63% | +41.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.29% | 22.48% | +29.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.24% | 22.48% | +30.76% |
Dividends
DBRG vs. PECO - Dividend Comparison
DBRG's dividend yield for the trailing twelve months is around 0.25%, less than PECO's 3.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBRG DigitalBridge Group, Inc. | 0.25% | 0.26% | 0.35% | 0.23% | 0.18% | 0.00% | 2.29% | 9.26% | 9.40% | 19.40% | 2.68% | 3.29% |
PECO Phillips Edison & Company, Inc. | 3.04% | 3.52% | 3.18% | 3.12% | 3.43% | 1.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
DBRG vs. PECO - Financials Comparison
This section allows you to compare key financial metrics between DigitalBridge Group, Inc. and Phillips Edison & Company, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
DBRG and PECO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PECO has higher volatility (5.31%) compared to DBRG (0.92%). In terms of maximum drawdown, DBRG dropped -91.72% vs PECO's -23.11%.
PECO currently has the higher Sharpe Ratio (1.96 vs 0.85), 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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