DLR vs. PM
DLR (Digital Realty Trust, Inc.) and PM (Philip Morris International Inc.) are both stocks. DLR operates in REIT - Specialty (Real Estate), while PM operates in Tobacco (Consumer Defensive). Over the past 10 years, DLR returned 9.89%/yr vs 11.71%/yr for PM. At a 0.27 correlation, their price movements are largely independent.
Performance
DLR vs. PM - Performance Comparison
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Returns By Period
In the year-to-date period, DLR achieves a 19.87% return, which is significantly higher than PM's 15.93% return. Over the past 10 years, DLR has underperformed PM with an annualized return of 9.89%, while PM has yielded a comparatively higher 11.71% annualized return.
DLR
- 1D
- 0.74%
- 1M
- -2.29%
- YTD
- 19.87%
- 6M
- 21.68%
- 1Y
- 7.91%
- 3Y*
- 24.63%
- 5Y*
- 6.15%
- 10Y*
- 9.89%
PM
- 1D
- 1.95%
- 1M
- -2.80%
- YTD
- 15.93%
- 6M
- 22.12%
- 1Y
- 3.53%
- 3Y*
- 31.18%
- 5Y*
- 18.78%
- 10Y*
- 11.71%
DLR vs. PM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PM Philip Morris International Inc. | 15.93% | 37.99% | 34.34% | -1.85% | 12.31% | 20.78% | 3.69% | 35.02% | -33.30% | 19.85% |
Correlation
The correlation between DLR and PM is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2008 | 0.27 |
The correlation between DLR and PM shifts across timeframes, from 0.07 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
Fundamentals
DLR:
$4.53
PM:
$7.12
DLR:
40.63
PM:
25.90
DLR:
1.09
PM:
2.81
DLR:
9.48
PM:
6.93
DLR:
$5.09B
PM:
$41.49B
DLR:
$1.67B
PM:
$27.93B
DLR:
$3.18B
PM:
$17.74B
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Return for Risk
DLR vs. PM — Risk / Return Rank
DLR
PM
DLR vs. PM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Digital Realty Trust, Inc. (DLR) and Philip Morris International Inc. (PM). 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.
| DLR | PM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.05 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | 0.18 | +0.26 |
| Martin ratioReturn relative to average drawdown | 1.09 | 0.34 | +0.75 |
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Drawdowns
DLR vs. PM - Drawdown Comparison
The maximum DLR drawdown since its inception was -56.80%, which is greater than PM's maximum drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for DLR and PM.
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Drawdown Indicators
| DLR | PM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.80% | -42.87% | -13.93% |
Max Drawdown (1Y)Largest decline over 1 year | -16.83% | -20.64% | +3.81% |
Max Drawdown (3Y)Largest decline over 3 years | -29.40% | -20.64% | -8.76% |
Max Drawdown (5Y)Largest decline over 5 years | -48.52% | -22.78% | -25.74% |
Max Drawdown (10Y)Largest decline over 10 years | -48.52% | -42.87% | -5.65% |
Current DrawdownCurrent decline from peak | -9.67% | -3.94% | -5.73% |
Average DrawdownAverage peak-to-trough decline | -11.13% | -10.02% | -1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.82% | 10.81% | -3.99% |
Volatility
DLR vs. PM - Volatility Comparison
Digital Realty Trust, Inc. (DLR) and Philip Morris International Inc. (PM) have volatilities of 7.62% and 7.76%, 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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Volatility by Period
| DLR | PM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.62% | 7.76% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 16.30% | 21.07% | -4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.76% | 27.73% | -4.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.58% | 22.73% | +5.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.19% | 24.46% | +3.73% |
Dividends
DLR vs. PM - Dividend Comparison
DLR's dividend yield for the trailing twelve months is around 2.65%, less than PM's 3.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLR Digital Realty Trust, Inc. | 1.99% | 3.15% | 2.75% | 3.63% | 4.87% | 2.62% | 3.21% | 3.61% | 3.79% | 3.27% | 3.58% | 4.50% |
PM Philip Morris International Inc. | 3.13% | 3.52% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% |
Financials
DLR vs. PM - Financials Comparison
This section allows you to compare key financial metrics between Digital Realty Trust, Inc. and Philip Morris International 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
DLR vs. PM - Profitability Comparison
DLR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Digital Realty Trust, Inc. reported a gross profit of 0.00 and revenue of 303.36M. Therefore, the gross margin over that period was 0.0%.
PM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Philip Morris International Inc. reported a gross profit of 6.91B and revenue of 10.15B. Therefore, the gross margin over that period was 68.1%.
DLR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Digital Realty Trust, Inc. reported an operating income of 195.64M and revenue of 303.36M, resulting in an operating margin of 64.5%.
PM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Philip Morris International Inc. reported an operating income of 3.89B and revenue of 10.15B, resulting in an operating margin of 38.4%.
DLR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Digital Realty Trust, Inc. reported a net income of -12.46M and revenue of 303.36M, resulting in a net margin of -4.1%.
PM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Philip Morris International Inc. reported a net income of 2.44B and revenue of 10.15B, resulting in a net margin of 24.0%.
Frequently Asked Questions
DLR and PM have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PM has higher volatility (7.76%) compared to DLR (7.62%). In terms of maximum drawdown, DLR dropped -56.80% vs PM's -42.87%.
DLR currently has the higher Sharpe Ratio (0.33 vs 0.13), 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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