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DLR vs. CHC.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DLR vs. CHC.AX - Performance Comparison

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

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Different Trading Currencies

DLR is traded in USD, while CHC.AX is traded in AUD. To make them comparable, the CHC.AX values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DLR achieves a 19.87% return, which is significantly higher than CHC.AX's -1.84% return. Over the past 10 years, DLR has underperformed CHC.AX with an annualized return of 9.89%, while CHC.AX has yielded a comparatively higher 20.25% annualized return.


DLR

1D
0.74%
1M
-4.71%
YTD
19.87%
6M
21.68%
1Y
7.39%
3Y*
24.63%
5Y*
6.15%
10Y*
9.89%

CHC.AX

1D
2.96%
1M
13.53%
YTD
-1.84%
6M
-2.93%
1Y
29.95%
3Y*
32.48%
5Y*
9.53%
10Y*
20.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DLR vs. CHC.AX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DLR
Digital Realty Trust, Inc.
19.87%-10.07%35.90%39.95%-41.00%30.66%20.37%16.52%-3.00%19.80%
CHC.AX
Charter Hall Group
-1.84%87.92%10.40%4.37%-43.50%35.05%50.98%54.20%17.58%45.82%

Correlation

The correlation between DLR and CHC.AX is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2012

0.14

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Return for Risk

DLR vs. CHC.AX — Risk / Return Rank

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

DLR
DLR Risk / Return Rank: 5151
Overall Rank
DLR Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
DLR Sortino Ratio Rank: 4747
Sortino Ratio Rank
DLR Omega Ratio Rank: 4646
Omega Ratio Rank
DLR Calmar Ratio Rank: 5353
Calmar Ratio Rank
DLR Martin Ratio Rank: 5454
Martin Ratio Rank

CHC.AX
CHC.AX Risk / Return Rank: 6161
Overall Rank
CHC.AX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CHC.AX Sortino Ratio Rank: 6262
Sortino Ratio Rank
CHC.AX Omega Ratio Rank: 6060
Omega Ratio Rank
CHC.AX Calmar Ratio Rank: 5858
Calmar Ratio Rank
CHC.AX Martin Ratio Rank: 5959
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.

DLR vs. CHC.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Digital Realty Trust, Inc. (DLR) and Charter Hall Group (CHC.AX). 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.


DLRCHC.AXDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.07

1.20

-0.13

Calmar ratioReturn relative to maximum drawdown

0.44

1.15

-0.71

Martin ratioReturn relative to average drawdown

1.09

3.00

-1.92

DLR vs. CHC.AX - Sharpe Ratio Comparison

The current DLR Sharpe Ratio is 0.33, which is lower than the CHC.AX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of DLR and CHC.AX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DLR vs. CHC.AX - Drawdown Comparison

The maximum DLR drawdown since its inception was -56.80%, smaller than the maximum CHC.AX drawdown of -67.10%. Use the drawdown chart below to compare losses from any high point for DLR and CHC.AX.


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Drawdown Indicators


DLRCHC.AXDifference

Max Drawdown

Largest peak-to-trough decline

-56.80%

-67.10%

+10.30%

Max Drawdown (1Y)

Largest decline over 1 year

-16.83%

-25.19%

+8.36%

Max Drawdown (3Y)

Largest decline over 3 years

-29.40%

-30.72%

+1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-48.52%

-62.43%

+13.91%

Max Drawdown (10Y)

Largest decline over 10 years

-48.52%

-67.10%

+18.58%

Current Drawdown

Current decline from peak

-9.67%

-5.32%

-4.35%

Average Drawdown

Average peak-to-trough decline

-11.13%

-18.00%

+6.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.82%

9.80%

-2.98%

Volatility

DLR vs. CHC.AX - Volatility Comparison

The current volatility for Digital Realty Trust, Inc. (DLR) is 7.62%, while Charter Hall Group (CHC.AX) has a volatility of 12.16%. This indicates that DLR experiences smaller price fluctuations and is considered to be less risky than CHC.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DLRCHC.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.62%

12.16%

-4.54%

Volatility (6M)

Calculated over the trailing 6-month period

16.30%

23.13%

-6.83%

Volatility (1Y)

Calculated over the trailing 1-year period

22.76%

27.54%

-4.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.58%

34.14%

-5.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.19%

33.66%

-5.47%

Dividends

DLR vs. CHC.AX - Dividend Comparison

DLR's dividend yield for the trailing twelve months is around 2.65%, more than CHC.AX's 2.16% yield.


PositionTTM20252024202320222021202020192018201720162015
CHC.AX
Charter Hall Group
2.16%2.01%1.60%3.64%3.45%1.89%2.81%3.65%5.20%5.62%5.91%2.67%
DLR
Digital Realty Trust, Inc.
2.65%3.15%2.75%3.63%4.87%2.62%3.21%3.61%3.79%3.27%3.58%4.50%

Financials

DLR vs. CHC.AX - Financials Comparison

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


Please note, different currencies. DLR values in USD, CHC.AX values in AUD

Frequently Asked Questions


DLR and CHC.AX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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