PCVX vs. DLR

Last updated Apr 1, 2026

Compare and contrast key facts about Vaxcyte, Inc. (PCVX) and Digital Realty Trust, Inc. (DLR).

Performance

PCVX vs. DLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vaxcyte, Inc. (PCVX) and Digital Realty Trust, Inc. (DLR). The values are adjusted to include any dividend payments, if applicable.

PCVX vs. DLR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PCVX Vaxcyte, Inc.	25.94%	-43.64%	30.35%	30.97%	101.56%	-10.46%	1.61%
DLR Digital Realty Trust, Inc.	17.28%	-10.07%	35.90%	39.95%	-41.00%	30.66%	4.27%

Fundamentals

EPS PCVX : -$4.83 DLR : $3.75
Total Revenue (TTM) PCVX : $0.00 DLR : $6.11B
Gross Profit (TTM) PCVX : -$4.99M DLR : $3.39B
EBITDA (TTM) PCVX : -$599.85M DLR : $3.59B

Returns By Period

In the year-to-date period, PCVX achieves a 25.94% return, which is significantly higher than DLR's 17.28% return.

PCVX

• 1D: 5.73%
• 1M: -5.88%
• YTD: 25.94%
• 6M: 61.33%
• 1Y: 53.89%
• 3Y*: 15.74%
• 5Y*: 22.66%
• 10Y*: —

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PCVX vs. DLR — Risk / Return Rank

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

PCVX

PCVX Risk / Return Rank: 47
PCVX Sharpe Ratio Rank: 73
PCVX Sortino Ratio Rank: 69
PCVX Omega Ratio Rank: 66
PCVX Calmar Ratio Rank: 19
PCVX Martin Ratio Rank: 10

DLR

DLR Risk / Return Rank: 76
DLR Sharpe Ratio Rank: 80
DLR Sortino Ratio Rank: 76
DLR Omega Ratio Rank: 73
DLR Calmar Ratio Rank: 76
DLR Martin Ratio Rank: 77

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.

PCVX vs. DLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vaxcyte, Inc. (PCVX) 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.

	PCVX	DLR	Difference
Sharpe ratio Return per unit of total volatility	0.94	1.24	-0.30
Sortino ratio Return per unit of downside risk	1.54	1.84	-0.29
Omega ratio Gain probability vs. loss probability	1.19	1.23	-0.04
Calmar ratio Return relative to maximum drawdown	-0.63	1.81	-2.45
Martin ratio Return relative to average drawdown	-1.49	4.74	-6.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PCVX vs. DLR - Sharpe Ratio Comparison

The current PCVX Sharpe Ratio is 0.94, which is comparable to the DLR Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of PCVX and DLR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PCVX	DLR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.94	1.24	-0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	0.29	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.39	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.56	-0.33

Correlation

The correlation between PCVX and DLR is 0.15, 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

PCVX vs. DLR - Dividend Comparison

PCVX has not paid dividends to shareholders, while DLR's dividend yield for the trailing twelve months is around 2.71%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PCVX Vaxcyte, 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%
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

PCVX vs. DLR - Drawdown Comparison

The maximum PCVX drawdown since its inception was -76.22%, which is greater than DLR's maximum drawdown of -56.80%. Use the drawdown chart below to compare losses from any high point for PCVX and DLR.

Drawdown Indicators

	PCVX	DLR	Difference
Max Drawdown Largest peak-to-trough decline	-76.22%	-56.80%	-19.42%
Max Drawdown (1Y) Largest decline over 1 year	-20.60%	-16.83%	-3.77%
Max Drawdown (5Y) Largest decline over 5 years	-76.22%	-48.52%	-27.70%
Max Drawdown (10Y) Largest decline over 10 years	—	-48.52%	—
Current Drawdown Current decline from peak	-50.73%	-3.80%	-46.93%
Average Drawdown Average peak-to-trough decline	-37.62%	-11.20%	-26.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.97%	6.43%	+4.54%

Volatility

PCVX vs. DLR - Volatility Comparison

Vaxcyte, Inc. (PCVX) has a higher volatility of 11.40% compared to Digital Realty Trust, Inc. (DLR) at 7.03%. This indicates that PCVX'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.

Volatility by Period

	PCVX	DLR	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.40%	7.03%	+4.37%
Volatility (6M) Calculated over the trailing 6-month period	33.47%	16.94%	+16.53%
Volatility (1Y) Calculated over the trailing 1-year period	73.60%	23.89%	+49.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.02%	28.49%	+35.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	66.63%	28.13%	+38.50%

Financials