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DLR vs. CPT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DLR vs. CPT - Performance Comparison

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

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Returns By Period

In the year-to-date period, DLR achieves a 18.54% return, which is significantly higher than CPT's 3.75% return. Over the past 10 years, DLR has outperformed CPT with an annualized return of 9.65%, while CPT has yielded a comparatively lower 7.55% annualized return.


DLR

1D
-2.48%
1M
-6.74%
YTD
18.54%
6M
12.87%
1Y
6.01%
3Y*
24.45%
5Y*
6.09%
10Y*
9.65%

CPT

1D
0.33%
1M
8.87%
YTD
3.75%
6M
12.33%
1Y
1.52%
3Y*
3.86%
5Y*
0.18%
10Y*
7.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DLR vs. CPT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DLR
Digital Realty Trust, Inc.
18.54%-10.07%35.90%39.95%-41.00%30.66%20.37%16.52%-3.00%19.80%
CPT
Camden Property Trust
3.75%-1.48%21.31%-7.64%-35.58%83.40%-2.28%24.21%-0.98%13.33%

Correlation

The correlation between DLR and CPT is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.36

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

0.48

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

0.46

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2004

0.55

Over the past year, the correlation between DLR and CPT has dropped to 0.21 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

Fundamentals

EPS

DLR:

$4.53

CPT:

$3.60

PE Ratio

DLR:

40.18

CPT:

31.40

PEG Ratio

DLR:

1.08

CPT:

0.88

PS Ratio

DLR:

9.37

CPT:

10.30

Total Revenue (TTM)

DLR:

$5.09B

CPT:

$1.18B

Gross Profit (TTM)

DLR:

$1.67B

CPT:

$725.73M

EBITDA (TTM)

DLR:

$3.18B

CPT:

$1.12B

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Return for Risk

DLR vs. CPT — Risk / Return Rank

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

DLR
DLR Risk / Return Rank: 4848
Overall Rank
DLR Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
DLR Sortino Ratio Rank: 4545
Sortino Ratio Rank
DLR Omega Ratio Rank: 4343
Omega Ratio Rank
DLR Calmar Ratio Rank: 5151
Calmar Ratio Rank
DLR Martin Ratio Rank: 5252
Martin Ratio Rank

CPT
CPT Risk / Return Rank: 4141
Overall Rank
CPT Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
CPT Sortino Ratio Rank: 3737
Sortino Ratio Rank
CPT Omega Ratio Rank: 3636
Omega Ratio Rank
CPT Calmar Ratio Rank: 4545
Calmar Ratio Rank
CPT Martin Ratio Rank: 4444
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. CPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Digital Realty Trust, Inc. (DLR) and Camden Property Trust (CPT). 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.


DLRCPTDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.06

1.03

+0.03

Calmar ratioReturn relative to maximum drawdown

0.36

0.10

+0.26

Martin ratioReturn relative to average drawdown

0.90

0.18

+0.72

DLR vs. CPT - Sharpe Ratio Comparison

The current DLR Sharpe Ratio is 0.27, which is higher than the CPT Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of DLR and CPT, 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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Sharpe Ratios by Period


DLRCPTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

0.08

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.01

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.31

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.39

+0.17

Drawdowns

DLR vs. CPT - Drawdown Comparison

The maximum DLR drawdown since its inception was -56.80%, smaller than the maximum CPT drawdown of -75.31%. Use the drawdown chart below to compare losses from any high point for DLR and CPT.


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Drawdown Indicators


DLRCPTDifference

Max Drawdown

Largest peak-to-trough decline

-56.80%

-75.31%

+18.51%

Max Drawdown (1Y)

Largest decline over 1 year

-16.83%

-16.05%

-0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-29.40%

-24.87%

-4.53%

Max Drawdown (5Y)

Largest decline over 5 years

-48.52%

-50.22%

+1.70%

Max Drawdown (10Y)

Largest decline over 10 years

-48.52%

-50.22%

+1.70%

Current Drawdown

Current decline from peak

-10.67%

-26.22%

+15.55%

Average Drawdown

Average peak-to-trough decline

-11.13%

-12.91%

+1.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.70%

8.58%

-1.88%

Volatility

DLR vs. CPT - Volatility Comparison

Digital Realty Trust, Inc. (DLR) has a higher volatility of 6.99% compared to Camden Property Trust (CPT) at 5.21%. This indicates that DLR's price experiences larger fluctuations and is considered to be riskier than CPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DLRCPTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.99%

5.21%

+1.78%

Volatility (6M)

Calculated over the trailing 6-month period

16.34%

14.28%

+2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

22.64%

19.39%

+3.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.57%

22.69%

+5.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.19%

24.37%

+3.82%

Dividends

DLR vs. CPT - Dividend Comparison

DLR's dividend yield for the trailing twelve months is around 2.68%, less than CPT's 3.73% yield.


PositionTTM20252024202320222021202020192018201720162015
CPT
Camden Property Trust
3.73%3.82%3.55%4.03%3.36%1.93%3.32%3.02%3.50%3.26%8.62%3.65%
DLR
Digital Realty Trust, Inc.
2.68%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. CPT - Financials Comparison

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


0.00500.00M1.00B1.50B20222023202420252026
303.36M
0
(DLR) Total Revenue
(CPT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


DLR and CPT have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DLR has higher volatility (6.99%) compared to CPT (5.21%). In terms of maximum drawdown, DLR dropped -56.80% vs CPT's -75.31%.

DLR currently has the higher Sharpe Ratio (0.27 vs 0.08), 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.

Portfolio Optimizer

Find the right allocation for DLR and CPT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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