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DOC vs. CMCSA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DOC vs. CMCSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Physicians Realty Trust (DOC) and Comcast Corporation (CMCSA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DOC achieves a 32.47% return, which is significantly higher than CMCSA's -5.28% return. Over the past 10 years, DOC has underperformed CMCSA with an annualized return of 0.15%, while CMCSA has yielded a comparatively higher 1.27% annualized return.


DOC

1D
0.93%
1M
7.43%
YTD
32.47%
6M
28.97%
1Y
27.61%
3Y*
6.30%
5Y*
-4.81%
10Y*
0.15%

CMCSA

1D
2.21%
1M
-1.05%
YTD
-5.28%
6M
3.97%
1Y
-17.53%
3Y*
-8.98%
5Y*
-10.72%
10Y*
1.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DOC vs. CMCSA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DOC
Physicians Realty Trust
32.47%-15.17%8.79%-16.40%-27.53%23.74%-7.69%29.16%13.69%-7.70%
CMCSA
Comcast Corporation
-5.28%-17.35%-11.84%29.08%-28.68%-2.22%19.13%34.04%-12.71%17.45%

Correlation

The correlation between DOC and CMCSA is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.30

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

0.35

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

0.29

Correlation (All Time)
Calculated using the full available price history since Jul 7, 1988

0.24

The correlation between DOC and CMCSA shifts across timeframes, from 0.24 (all time) to 0.35 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

DOC:

$14.38B

CMCSA:

$88.62B

EPS

DOC:

$0.32

CMCSA:

$5.05

PE Ratio

DOC:

64.84

CMCSA:

4.85

PS Ratio

DOC:

5.01

CMCSA:

0.72

PB Ratio

DOC:

1.84

CMCSA:

1.00

Total Revenue (TTM)

DOC:

$2.87B

CMCSA:

$125.28B

Gross Profit (TTM)

DOC:

$609.74M

CMCSA:

$77.26B

EBITDA (TTM)

DOC:

$1.78B

CMCSA:

$45.00B

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Return for Risk

DOC vs. CMCSA — Risk / Return Rank

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

DOC
DOC Risk / Return Rank: 7171
Overall Rank
DOC Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
DOC Sortino Ratio Rank: 7171
Sortino Ratio Rank
DOC Omega Ratio Rank: 6969
Omega Ratio Rank
DOC Calmar Ratio Rank: 7272
Calmar Ratio Rank
DOC Martin Ratio Rank: 7070
Martin Ratio Rank

CMCSA
CMCSA Risk / Return Rank: 1616
Overall Rank
CMCSA Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CMCSA Sortino Ratio Rank: 1717
Sortino Ratio Rank
CMCSA Omega Ratio Rank: 1616
Omega Ratio Rank
CMCSA Calmar Ratio Rank: 1818
Calmar Ratio Rank
CMCSA Martin Ratio Rank: 1414
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.

DOC vs. CMCSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Physicians Realty Trust (DOC) and Comcast Corporation (CMCSA). 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.


DOCCMCSADifference
Sharpe ratioReturn per unit of total volatility

+1.53

Sortino ratioReturn per unit of downside risk

+2.36

Omega ratioGain probability vs. loss probability

1.21

0.90

+0.30

Calmar ratioReturn relative to maximum drawdown

1.57

-0.67

+2.24

Martin ratioReturn relative to average drawdown

3.28

-1.26

+4.54

DOC vs. CMCSA - Sharpe Ratio Comparison

The current DOC Sharpe Ratio is 0.91, which is higher than the CMCSA Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of DOC and CMCSA, 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

DOC vs. CMCSA - Drawdown Comparison

The maximum DOC drawdown since its inception was -61.03%, smaller than the maximum CMCSA drawdown of -67.89%. Use the drawdown chart below to compare losses from any high point for DOC and CMCSA.


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Drawdown Indicators


DOCCMCSADifference

Max Drawdown

Largest peak-to-trough decline

-61.03%

-67.89%

+6.86%

Max Drawdown (1Y)

Largest decline over 1 year

-17.09%

-27.34%

+10.25%

Max Drawdown (3Y)

Largest decline over 3 years

-29.00%

-39.87%

+10.87%

Max Drawdown (5Y)

Largest decline over 5 years

-54.07%

-52.11%

-1.96%

Max Drawdown (10Y)

Largest decline over 10 years

-54.07%

-52.11%

-1.96%

Current Drawdown

Current decline from peak

-27.23%

-47.99%

+20.76%

Average Drawdown

Average peak-to-trough decline

-14.83%

-24.62%

+9.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.17%

14.38%

-6.21%

Volatility

DOC vs. CMCSA - Volatility Comparison

Physicians Realty Trust (DOC) and Comcast Corporation (CMCSA) have volatilities of 7.06% and 7.12%, 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


DOCCMCSADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

7.12%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

23.28%

24.86%

-1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

29.49%

29.24%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.35%

26.96%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.63%

26.49%

+3.14%

Dividends

DOC vs. CMCSA - Dividend Comparison

DOC's dividend yield for the trailing twelve months is around 5.90%, less than CMCSA's 11.84% yield.


PositionTTM20252024202320222021202020192018201720162015
CMCSA
Comcast Corporation
11.84%4.35%3.25%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%
DOC
Physicians Realty Trust
5.90%7.59%5.92%6.06%4.79%3.33%4.90%4.29%5.30%5.67%7.05%5.91%

Financials

DOC vs. CMCSA - Financials Comparison

This section allows you to compare key financial metrics between Physicians Realty Trust and Comcast Corporation. 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


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00B20222023202420252026
752.95M
31.46B
(DOC) Total Revenue
(CMCSA) Total Revenue
Values in USD except per share items

DOC vs. CMCSA - Profitability Comparison

The chart below illustrates the profitability comparison between Physicians Realty Trust and Comcast Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-100.0%-50.0%0.0%50.0%20222023202420252026
53.8%
65.4%
Portfolio components
DOC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Physicians Realty Trust reported a gross profit of 404.94M and revenue of 752.95M. Therefore, the gross margin over that period was 53.8%.

CMCSA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Comcast Corporation reported a gross profit of 20.57B and revenue of 31.46B. Therefore, the gross margin over that period was 65.4%.

DOC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Physicians Realty Trust reported an operating income of 5.60M and revenue of 752.95M, resulting in an operating margin of 0.7%.

CMCSA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Comcast Corporation reported an operating income of 4.14B and revenue of 31.46B, resulting in an operating margin of 13.1%.

DOC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Physicians Realty Trust reported a net income of 193.63M and revenue of 752.95M, resulting in a net margin of 25.7%.

CMCSA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Comcast Corporation reported a net income of 2.17B and revenue of 31.46B, resulting in a net margin of 6.9%.


Frequently Asked Questions


DOC and CMCSA have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMCSA has higher volatility (7.12%) compared to DOC (7.06%). In terms of maximum drawdown, DOC dropped -61.03% vs CMCSA's -67.89%.

DOC currently has the higher Sharpe Ratio (0.91 vs -0.62), 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 DOC and CMCSA

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