IVR vs. DLR
Compare and contrast key facts about Invesco Mortgage Capital Inc. (IVR) and Digital Realty Trust, Inc. (DLR).
Performance
IVR vs. DLR - Performance Comparison
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IVR vs. DLR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVR Invesco Mortgage Capital Inc. | 0.30% | 24.87% | 9.03% | -14.30% | -44.56% | -9.34% | -72.54% | 28.97% | -6.81% | 34.61% |
DLR Digital Realty Trust, Inc. | 17.28% | -10.07% | 35.90% | 39.95% | -41.00% | 30.66% | 20.37% | 16.52% | -3.00% | 19.80% |
Fundamentals
IVR:
$1.13
DLR:
$3.75
IVR:
7.17
DLR:
48.04
IVR:
1.00
DLR:
1.27
IVR:
2.71
DLR:
10.28
IVR:
$131.86M
DLR:
$6.11B
IVR:
$126.37M
DLR:
$3.39B
IVR:
$213.36M
DLR:
$3.59B
Returns By Period
In the year-to-date period, IVR achieves a 0.30% return, which is significantly lower than DLR's 17.28% return. Over the past 10 years, IVR has underperformed DLR with an annualized return of -10.28%, while DLR has yielded a comparatively higher 11.02% annualized return.
IVR
- 1D
- 3.32%
- 1M
- -2.66%
- YTD
- 0.30%
- 6M
- 21.78%
- 1Y
- 27.79%
- 3Y*
- 8.53%
- 5Y*
- -13.84%
- 10Y*
- -10.28%
DLR
- 1D
- 2.87%
- 1M
- 2.39%
- YTD
- 17.28%
- 6M
- 5.79%
- 1Y
- 29.43%
- 3Y*
- 26.46%
- 5Y*
- 8.35%
- 10Y*
- 11.02%
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Return for Risk
IVR vs. DLR — Risk / Return Rank
IVR
DLR
IVR vs. DLR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Mortgage Capital Inc. (IVR) and Digital Realty Trust, Inc. (DLR). 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.
| IVR | DLR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.24 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.84 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.81 | -0.25 |
Martin ratioReturn relative to average drawdown | 4.77 | 4.74 | +0.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IVR | DLR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.24 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | 0.29 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.18 | 0.39 | -0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 0.56 | -0.63 |
Correlation
The correlation between IVR and DLR is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
IVR vs. DLR - Dividend Comparison
IVR's dividend yield for the trailing twelve months is around 21.53%, more than DLR's 2.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVR Invesco Mortgage Capital Inc. | 21.53% | 16.41% | 19.88% | 25.40% | 26.32% | 12.59% | 31.66% | 11.11% | 14.95% | 9.14% | 10.96% | 13.72% |
DLR Digital Realty Trust, Inc. | 2.71% | 3.15% | 2.75% | 3.63% | 4.87% | 2.62% | 3.21% | 3.61% | 3.79% | 3.27% | 3.58% | 4.50% |
Drawdowns
IVR vs. DLR - Drawdown Comparison
The maximum IVR drawdown since its inception was -92.55%, which is greater than DLR's maximum drawdown of -56.80%. Use the drawdown chart below to compare losses from any high point for IVR and DLR.
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Drawdown Indicators
| IVR | DLR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.55% | -56.80% | -35.75% |
Max Drawdown (1Y)Largest decline over 1 year | -17.41% | -16.83% | -0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -77.65% | -48.52% | -29.13% |
Max Drawdown (10Y)Largest decline over 10 years | -92.55% | -48.52% | -44.03% |
Current DrawdownCurrent decline from peak | -85.27% | -3.80% | -81.47% |
Average DrawdownAverage peak-to-trough decline | -35.31% | -11.20% | -24.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.69% | 6.43% | -0.74% |
Volatility
IVR vs. DLR - Volatility Comparison
Invesco Mortgage Capital Inc. (IVR) has a higher volatility of 9.87% compared to Digital Realty Trust, Inc. (DLR) at 7.03%. This indicates that IVR's price experiences larger fluctuations and is considered to be riskier than DLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IVR | DLR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.87% | 7.03% | +2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 17.95% | 16.94% | +1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.85% | 23.89% | +2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.54% | 28.49% | +8.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.13% | 28.13% | +28.00% |
Financials
IVR vs. DLR - Financials Comparison
This section allows you to compare key financial metrics between Invesco Mortgage Capital Inc. and Digital Realty Trust, 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