Realty Income Corporation (O) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Realty Income Corporation (O): 1Y return 18.5%, Sharpe ratio 1.07, volatility 16.5%, max drawdown -11.1%. A Stock in the Equity asset class. Compare O with other assets and invest through your own broker with pfolio.
Realty Income Corporation (O) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
O Performance
- MTD
- Return: 3.6%, Sharpe: 4.56, Volatility: 22.0%, Max Drawdown: -1.3%
- YTD
- Return: 16.8%, Sharpe: 1.73, Volatility: 17.3%, Max Drawdown: -11.1%
- 1Y
- Return: 18.5%, Sharpe: 1.07, Volatility: 16.5%, Max Drawdown: -11.1%
- 5Y
- Return: 25.0%, Sharpe: 0.32, Volatility: 18.6%, Max Drawdown: -34.5%
- 10Y
- Return: 50.1%, Sharpe: 0.29, Volatility: 25.2%, Max Drawdown: -48.3%
Frequently Asked Questions
- What is Realty Income Corporation (O)?
- Realty Income Corporation (O) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does O compare to other assets?
- You can compare O with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in O through pfolio?
- pfolio helps you build diversified portfolios that may include O. You invest through your own broker — pfolio provides the analytics.