Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| O (Realty Income Corporation) | 11.16% | 10.34% | -1.01% | 5.97% | 7.39% | 9.41% | 9.84% | 12.11% |
Data as of 07/11/2025, AR inception is 10/18/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| O (Realty Income Corporation) | 10/18/1994 | 07/11/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.64 | 10.34 | -1.01 | 5.97 | 7.39 | 9.41 | 9.84 | 12.11 | 11.16 | -2.11 | -4.49 | -7.33 | 23.99 | -11.59 | 21.26 | 15.94 | 3.69 | 15.79 | 13.39 | 34.34 | -1.84 | 20.32 | 7.53 | 39.30 | 20.89 | -8.16 | 3.28 | 36.01 | -9.45 | 33.88 | 21.59 | 27.46 | 28.11 | 32.70 | -17.09 | -2.21 | 6.54 | 6.11 | 31.39 | 7.03 |
| Sharpe Ratio | NA | 0.71 | -0.23 | 0.12 | 0.23 | NA | NA | 0.36 | 1.12 | -0.33 | -0.42 | -0.39 | 1.33 | -0.19 | 1.17 | 0.75 | 0.18 | 0.68 | 0.65 | 2.27 | -0.09 | 1.51 | 0.30 | 1.54 | 0.37 | -0.12 | 0.00 | 1.90 | -0.56 | 1.50 | 1.32 | 1.20 | 1.64 | 1.50 | -1.17 | -0.31 | 0.15 | 0.12 | 1.31 | 1.28 |
| Standard Deviation(%) | NA | 18.18 | 19.32 | 20.31 | 26.52 | NA | NA | 27.89 | 19.35 | 17.41 | 19.64 | 22.28 | 18.00 | 60.68 | 16.86 | 19.42 | 16.54 | 22.78 | 20.43 | 15.11 | 21.77 | 13.57 | 25.15 | 25.43 | 56.57 | 75.45 | 31.71 | 17.25 | 20.98 | 21.90 | 15.86 | 21.97 | 15.90 | 18.95 | 17.46 | 18.45 | 19.65 | 19.99 | 20.98 | 28.10 |
| Draw Down(%) | NA | 19.29 | 34.43 | 34.43 | 48.28 | NA | NA | 48.39 | 10.22 | 19.29 | 29.65 | 25.11 | 10.57 | 48.28 | 12.04 | 16.25 | 15.13 | 24.88 | 19.10 | 9.96 | 31.37 | 11.83 | 21.26 | 13.90 | 34.08 | 48.36 | 20.34 | 13.24 | 15.90 | 18.39 | 7.13 | 20.50 | 9.04 | 10.22 | 18.00 | 13.53 | 13.21 | 15.14 | 12.00 | 12.86 |
| Yield(%) | 0.00 | 5.80 | 4.45 | 5.29 | 6.04 | 8.07 | 8.98 | 21.82 | 3.56 | 4.90 | 4.80 | 4.17 | 4.76 | 3.87 | 4.39 | 4.67 | 4.42 | 4.70 | 4.69 | 5.87 | 5.74 | 5.11 | 5.03 | 6.60 | 7.69 | 6.61 | 5.66 | 6.52 | 5.41 | 6.24 | 6.70 | 7.87 | 9.20 | 10.54 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/11/2025, AR inception is 10/18/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| O (Realty Income Corporation) |
-6.84%
Jan 1997 - Jan 2000 |
-1.78%
Jan 2020 - Jan 2025 |
5.04%
Jan 2015 - Jan 2025 |
9.11%
Apr 2010 - Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| O (Realty Income Corporation) |
35.81%
Feb 2009 - Feb 2012 |
28.67%
Dec 1999 - Dec 2004 |
20.61%
Feb 2009 - Feb 2019 |
18.96%
Mar 2000 - Mar 2015 |
Annualized Rolling Returns Comparison Chart