DOC vs. MRNA
DOC (Physicians Realty Trust) and MRNA (Moderna, Inc.) are both stocks. DOC operates in REIT - Healthcare Facilities (Real Estate), while MRNA operates in Biotechnology (Healthcare). Over the past 5 years, DOC returned -4.81%/yr vs -25.59%/yr for MRNA. At a 0.17 correlation, their price movements are largely independent.
Performance
DOC vs. MRNA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DOC achieves a 32.47% return, which is significantly lower than MRNA's 69.24% 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%
MRNA
- 1D
- 0.54%
- 1M
- 1.77%
- YTD
- 69.24%
- 6M
- 69.42%
- 1Y
- 87.14%
- 3Y*
- -26.94%
- 5Y*
- -25.59%
- 10Y*
- —
DOC vs. MRNA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DOC Physicians Realty Trust | 32.47% | -15.17% | 8.79% | -16.40% | -27.53% | 23.74% | -7.69% | 29.16% | -7.61% |
MRNA Moderna, Inc. | 69.24% | -29.08% | -58.19% | -44.63% | -29.28% | 143.11% | 434.10% | 28.09% | -30.59% |
Correlation
The correlation between DOC and MRNA is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2018 | 0.17 |
The correlation between DOC and MRNA shifts across timeframes, from 0.17 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
DOC:
$14.38B
MRNA:
$19.71B
DOC:
$0.32
MRNA:
-$8.16
DOC:
5.01
MRNA:
8.78
DOC:
1.84
MRNA:
2.66
DOC:
$2.87B
MRNA:
$2.23B
DOC:
$609.74M
MRNA:
-$309.00M
DOC:
$1.78B
MRNA:
-$3.02B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DOC vs. MRNA — Risk / Return Rank
DOC
MRNA
DOC vs. MRNA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Physicians Realty Trust (DOC) and Moderna, Inc. (MRNA). 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.
| DOC | MRNA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.24 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 2.34 | -0.76 |
| Martin ratioReturn relative to average drawdown | 3.28 | 4.59 | -1.31 |
Loading charts...
Drawdowns
DOC vs. MRNA - Drawdown Comparison
The maximum DOC drawdown since its inception was -61.03%, smaller than the maximum MRNA drawdown of -95.38%. Use the drawdown chart below to compare losses from any high point for DOC and MRNA.
Loading charts...
Drawdown Indicators
| DOC | MRNA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.03% | -95.38% | +34.35% |
Max Drawdown (1Y)Largest decline over 1 year | -17.09% | -35.51% | +18.42% |
Max Drawdown (3Y)Largest decline over 3 years | -29.00% | -86.58% | +57.58% |
Max Drawdown (5Y)Largest decline over 5 years | -54.07% | -95.38% | +41.31% |
Max Drawdown (10Y)Largest decline over 10 years | -54.07% | — | — |
Current DrawdownCurrent decline from peak | -27.23% | -89.70% | +62.47% |
Average DrawdownAverage peak-to-trough decline | -14.83% | -57.06% | +42.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.17% | 18.06% | -9.89% |
Volatility
DOC vs. MRNA - Volatility Comparison
The current volatility for Physicians Realty Trust (DOC) is 7.06%, while Moderna, Inc. (MRNA) has a volatility of 17.56%. This indicates that DOC experiences smaller price fluctuations and is considered to be less risky than MRNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DOC | MRNA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 17.56% | -10.50% |
Volatility (6M)Calculated over the trailing 6-month period | 23.28% | 48.82% | -25.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.49% | 64.75% | -35.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.35% | 66.49% | -40.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.63% | 72.15% | -42.52% |
Dividends
DOC vs. MRNA - Dividend Comparison
DOC's dividend yield for the trailing twelve months is around 5.90%, while MRNA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MRNA Moderna, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
DOC vs. MRNA - Financials Comparison
This section allows you to compare key financial metrics between Physicians Realty Trust and Moderna, 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
DOC and MRNA have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRNA has higher volatility (17.56%) compared to DOC (7.06%). In terms of maximum drawdown, DOC dropped -61.03% vs MRNA's -95.38%.
MRNA currently has the higher Sharpe Ratio (1.28 vs 0.91), 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.
Find the right allocation for DOC and MRNA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer