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FSLY vs. DBRG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FSLY and DBRG is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FSLY vs. DBRG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fastly, Inc. (FSLY) and DigitalBridge Group, Inc. (DBRG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FSLY:

-0.13

DBRG:

-0.27

Sortino Ratio

FSLY:

0.28

DBRG:

-0.02

Omega Ratio

FSLY:

1.03

DBRG:

1.00

Calmar Ratio

FSLY:

-0.12

DBRG:

-0.17

Martin Ratio

FSLY:

-0.42

DBRG:

-0.52

Ulcer Index

FSLY:

26.87%

DBRG:

28.83%

Daily Std Dev

FSLY:

71.29%

DBRG:

56.63%

Max Drawdown

FSLY:

-96.12%

DBRG:

-91.71%

Current Drawdown

FSLY:

-93.75%

DBRG:

-81.35%

Fundamentals

Market Cap

FSLY:

$1.16B

DBRG:

$2.26B

EPS

FSLY:

-$1.09

DBRG:

$0.39

PS Ratio

FSLY:

2.10

DBRG:

4.00

PB Ratio

FSLY:

1.22

DBRG:

1.81

Total Revenue (TTM)

FSLY:

$554.63M

DBRG:

$578.08M

Gross Profit (TTM)

FSLY:

$295.00M

DBRG:

$449.02M

EBITDA (TTM)

FSLY:

-$69.96M

DBRG:

$220.76M

Returns By Period

In the year-to-date period, FSLY achieves a -14.72% return, which is significantly lower than DBRG's 6.06% return.


FSLY

YTD

-14.72%

1M

49.35%

6M

25.59%

1Y

-7.47%

5Y*

-27.17%

10Y*

N/A

DBRG

YTD

6.06%

1M

50.50%

6M

-5.71%

1Y

-13.42%

5Y*

12.30%

10Y*

-14.35%

*Annualized

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Risk-Adjusted Performance

FSLY vs. DBRG — Risk-Adjusted Performance Rank

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

FSLY
The Risk-Adjusted Performance Rank of FSLY is 4343
Overall Rank
The Sharpe Ratio Rank of FSLY is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FSLY is 4545
Sortino Ratio Rank
The Omega Ratio Rank of FSLY is 4444
Omega Ratio Rank
The Calmar Ratio Rank of FSLY is 4343
Calmar Ratio Rank
The Martin Ratio Rank of FSLY is 4242
Martin Ratio Rank

DBRG
The Risk-Adjusted Performance Rank of DBRG is 3737
Overall Rank
The Sharpe Ratio Rank of DBRG is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of DBRG is 3535
Sortino Ratio Rank
The Omega Ratio Rank of DBRG is 3535
Omega Ratio Rank
The Calmar Ratio Rank of DBRG is 4040
Calmar Ratio Rank
The Martin Ratio Rank of DBRG is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSLY vs. DBRG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fastly, Inc. (FSLY) and DigitalBridge Group, Inc. (DBRG). 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.


The current FSLY Sharpe Ratio is -0.13, which is higher than the DBRG Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of FSLY and DBRG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FSLY vs. DBRG - Dividend Comparison

FSLY has not paid dividends to shareholders, while DBRG's dividend yield for the trailing twelve months is around 0.33%.


TTM20242023202220212020201920182017201620152014
FSLY
Fastly, 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%
DBRG
DigitalBridge Group, Inc.
0.33%0.35%0.23%0.18%0.00%2.29%9.26%9.40%19.70%9.99%11.83%2.65%

Drawdowns

FSLY vs. DBRG - Drawdown Comparison

The maximum FSLY drawdown since its inception was -96.12%, roughly equal to the maximum DBRG drawdown of -91.71%. Use the drawdown chart below to compare losses from any high point for FSLY and DBRG. For additional features, visit the drawdowns tool.


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Volatility

FSLY vs. DBRG - Volatility Comparison

Fastly, Inc. (FSLY) has a higher volatility of 24.99% compared to DigitalBridge Group, Inc. (DBRG) at 23.26%. This indicates that FSLY's price experiences larger fluctuations and is considered to be riskier than DBRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

FSLY vs. DBRG - Financials Comparison

This section allows you to compare key financial metrics between Fastly, Inc. and DigitalBridge Group, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00100.00M200.00M300.00M400.00M500.00M20212022202320242025
144.47M
45.45M
(FSLY) Total Revenue
(DBRG) Total Revenue
Values in USD except per share items