PortfoliosLab logo
SVC vs. DBRG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SVC and DBRG is 0.49, 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

SVC vs. DBRG - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

SVC:

-0.89

DBRG:

-0.32

Sortino Ratio

SVC:

-1.27

DBRG:

-0.07

Omega Ratio

SVC:

0.84

DBRG:

0.99

Calmar Ratio

SVC:

-0.60

DBRG:

-0.18

Martin Ratio

SVC:

-1.20

DBRG:

-0.56

Ulcer Index

SVC:

45.24%

DBRG:

29.47%

Daily Std Dev

SVC:

63.14%

DBRG:

56.89%

Max Drawdown

SVC:

-91.27%

DBRG:

-91.71%

Current Drawdown

SVC:

-88.81%

DBRG:

-82.62%

Fundamentals

Market Cap

SVC:

$385.76M

DBRG:

$2.10B

EPS

SVC:

-$1.89

DBRG:

$0.39

PS Ratio

SVC:

0.20

DBRG:

3.71

PB Ratio

SVC:

0.52

DBRG:

1.68

Total Revenue (TTM)

SVC:

$1.90B

DBRG:

$578.08M

Gross Profit (TTM)

SVC:

$789.88M

DBRG:

$449.02M

EBITDA (TTM)

SVC:

$509.68M

DBRG:

$220.76M

Returns By Period

In the year-to-date period, SVC achieves a -9.41% return, which is significantly lower than DBRG's -1.13% return. Over the past 10 years, SVC has underperformed DBRG with an annualized return of -17.59%, while DBRG has yielded a comparatively higher -14.60% annualized return.


SVC

YTD

-9.41%

1M

15.74%

6M

-17.53%

1Y

-55.62%

3Y*

-24.33%

5Y*

-19.16%

10Y*

-17.59%

DBRG

YTD

-1.13%

1M

21.09%

6M

-15.94%

1Y

-18.05%

3Y*

-20.78%

5Y*

1.56%

10Y*

-14.60%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Service Properties Trust

DigitalBridge Group, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SVC vs. DBRG — Risk-Adjusted Performance Rank

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

SVC
The Risk-Adjusted Performance Rank of SVC is 1010
Overall Rank
The Sharpe Ratio Rank of SVC is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of SVC is 88
Sortino Ratio Rank
The Omega Ratio Rank of SVC is 99
Omega Ratio Rank
The Calmar Ratio Rank of SVC is 1313
Calmar Ratio Rank
The Martin Ratio Rank of SVC is 1717
Martin Ratio Rank

DBRG
The Risk-Adjusted Performance Rank of DBRG is 3636
Overall Rank
The Sharpe Ratio Rank of DBRG is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of DBRG is 3434
Sortino Ratio Rank
The Omega Ratio Rank of DBRG is 3434
Omega Ratio Rank
The Calmar Ratio Rank of DBRG is 3838
Calmar Ratio Rank
The Martin Ratio Rank of DBRG is 3939
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.

SVC vs. DBRG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Service Properties Trust (SVC) 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 SVC Sharpe Ratio is -0.89, which is lower than the DBRG Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of SVC 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.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SVC vs. DBRG - Dividend Comparison

SVC's dividend yield for the trailing twelve months is around 10.09%, more than DBRG's 0.36% yield.


TTM20242023202220212020201920182017201620152014
SVC
Service Properties Trust
10.09%24.02%9.37%3.16%0.46%4.96%8.84%8.84%6.93%6.40%7.55%6.29%
DBRG
DigitalBridge Group, Inc.
0.36%0.35%0.23%0.18%0.00%2.29%9.26%9.40%19.70%9.99%11.83%2.65%

Drawdowns

SVC vs. DBRG - Drawdown Comparison

The maximum SVC drawdown since its inception was -91.27%, roughly equal to the maximum DBRG drawdown of -91.71%. Use the drawdown chart below to compare losses from any high point for SVC and DBRG.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SVC vs. DBRG - Volatility Comparison

The current volatility for Service Properties Trust (SVC) is 16.71%, while DigitalBridge Group, Inc. (DBRG) has a volatility of 24.70%. This indicates that SVC experiences smaller price fluctuations and is considered to be less risky than DBRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

SVC vs. DBRG - Financials Comparison

This section allows you to compare key financial metrics between Service Properties Trust 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
435.18M
45.45M
(SVC) Total Revenue
(DBRG) Total Revenue
Values in USD except per share items