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PECO vs. DBRG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PECO vs. DBRG - Performance Comparison

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

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Returns By Period

In the year-to-date period, PECO achieves a 11.17% return, which is significantly higher than DBRG's 2.22% return.


PECO

1D
-0.89%
1M
-1.55%
YTD
11.17%
6M
13.75%
1Y
13.47%
3Y*
12.71%
5Y*
10Y*

DBRG

1D
0.00%
1M
0.84%
YTD
2.22%
6M
59.13%
1Y
42.90%
3Y*
7.19%
5Y*
-11.55%
10Y*
-6.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PECO vs. DBRG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PECO
Phillips Edison & Company, Inc.
11.17%-1.59%6.20%18.53%-0.33%20.40%
DBRG
DigitalBridge Group, Inc.
2.22%36.48%-35.51%60.77%-67.11%12.57%

Correlation

The correlation between PECO and DBRG is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.33

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2021

0.39

Over the past year, the correlation between PECO and DBRG has dropped to 0.17 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

Fundamentals

EPS

PECO:

$1.15

DBRG:

$0.75

PE Ratio

PECO:

34.03

DBRG:

20.78

PEG Ratio

PECO:

0.49

DBRG:

0.22

PS Ratio

PECO:

5.31

DBRG:

6.28

Total Revenue (TTM)

PECO:

$739.02M

DBRG:

$441.46M

Gross Profit (TTM)

PECO:

$525.25M

DBRG:

$324.77M

EBITDA (TTM)

PECO:

$502.64M

DBRG:

$127.00M

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Return for Risk

PECO vs. DBRG — Risk / Return Rank

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

PECO
PECO Risk / Return Rank: 6666
Overall Rank
PECO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
PECO Sortino Ratio Rank: 6363
Sortino Ratio Rank
PECO Omega Ratio Rank: 5757
Omega Ratio Rank
PECO Calmar Ratio Rank: 7070
Calmar Ratio Rank
PECO Martin Ratio Rank: 7070
Martin Ratio Rank

DBRG
DBRG Risk / Return Rank: 7373
Overall Rank
DBRG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
DBRG Sortino Ratio Rank: 8080
Sortino Ratio Rank
DBRG Omega Ratio Rank: 8383
Omega Ratio Rank
DBRG Calmar Ratio Rank: 6666
Calmar Ratio Rank
DBRG Martin Ratio Rank: 7373
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.

PECO vs. DBRG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Phillips Edison & Company, Inc. (PECO) 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.


PECODBRGDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.15

1.34

-0.18

Calmar ratioReturn relative to maximum drawdown

1.63

1.28

+0.35

Martin ratioReturn relative to average drawdown

3.74

4.56

-0.82

PECO vs. DBRG - Sharpe Ratio Comparison

The current PECO Sharpe Ratio is 0.89, which is comparable to the DBRG Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of PECO and DBRG, 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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Sharpe Ratios by Period


PECODBRGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.75

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

-0.17

+0.66

Drawdowns

PECO vs. DBRG - Drawdown Comparison

The maximum PECO drawdown since its inception was -23.11%, smaller than the maximum DBRG drawdown of -91.72%. Use the drawdown chart below to compare losses from any high point for PECO and DBRG.


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Drawdown Indicators


PECODBRGDifference

Max Drawdown

Largest peak-to-trough decline

-23.11%

-91.72%

+68.61%

Max Drawdown (1Y)

Largest decline over 1 year

-8.30%

-33.69%

+25.39%

Max Drawdown (3Y)

Largest decline over 3 years

-15.78%

-67.03%

+51.25%

Max Drawdown (5Y)

Largest decline over 5 years

-79.83%

Max Drawdown (10Y)

Largest decline over 10 years

-88.18%

Current Drawdown

Current decline from peak

-4.58%

-75.52%

+70.94%

Average Drawdown

Average peak-to-trough decline

-6.51%

-60.67%

+54.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

9.43%

-5.82%

Volatility

PECO vs. DBRG - Volatility Comparison

Phillips Edison & Company, Inc. (PECO) has a higher volatility of 4.63% compared to DigitalBridge Group, Inc. (DBRG) at 0.72%. This indicates that PECO'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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Volatility by Period


PECODBRGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

0.72%

+3.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

40.26%

-29.58%

Volatility (1Y)

Calculated over the trailing 1-year period

15.27%

57.58%

-42.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.58%

52.71%

-30.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.58%

53.41%

-30.83%

Dividends

PECO vs. DBRG - Dividend Comparison

PECO's dividend yield for the trailing twelve months is around 3.29%, more than DBRG's 0.26% yield.


PositionTTM20252024202320222021202020192018201720162015
DBRG
DigitalBridge Group, Inc.
0.26%0.26%0.35%0.23%0.18%0.00%2.29%9.26%9.40%19.40%2.68%3.29%
PECO
Phillips Edison & Company, Inc.
3.29%3.52%3.18%3.12%3.43%1.33%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

PECO vs. DBRG - Financials Comparison

This section allows you to compare key financial metrics between Phillips Edison & Company, 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


0.00100.00M200.00M300.00M400.00M20222023202420252026
190.74M
72.24M
(PECO) Total Revenue
(DBRG) Total Revenue
Values in USD except per share items

PECO vs. DBRG - Profitability Comparison

The chart below illustrates the profitability comparison between Phillips Edison & Company, Inc. and DigitalBridge Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
71.1%
0
Portfolio components
PECO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Phillips Edison & Company, Inc. reported a gross profit of 135.68M and revenue of 190.74M. Therefore, the gross margin over that period was 71.1%.

DBRG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DigitalBridge Group, Inc. reported a gross profit of 0.00 and revenue of 72.24M. Therefore, the gross margin over that period was 0.0%.

PECO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Phillips Edison & Company, Inc. reported an operating income of 58.21M and revenue of 190.74M, resulting in an operating margin of 30.5%.

DBRG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DigitalBridge Group, Inc. reported an operating income of 7.52M and revenue of 72.24M, resulting in an operating margin of 10.4%.

PECO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Phillips Edison & Company, Inc. reported a net income of 30.38M and revenue of 190.74M, resulting in a net margin of 15.9%.

DBRG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DigitalBridge Group, Inc. reported a net income of 5.31M and revenue of 72.24M, resulting in a net margin of 7.3%.


Frequently Asked Questions


PECO and DBRG have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PECO has higher volatility (4.63%) compared to DBRG (0.72%). In terms of maximum drawdown, PECO dropped -23.11% vs DBRG's -91.72%.

PECO currently has the higher Sharpe Ratio (0.89 vs 0.75), 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.

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