VPN vs. O

In the year-to-date period, VPN achieves a 13.55% return, which is significantly higher than O's 9.95% return.

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This table presents a comparison of risk-adjusted performance metrics for Global X Data Center REITs & Digital Infrastructure ETF (VPN) and Realty Income Corporation (O). 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 VPN Sharpe Ratio is 2.12, which is higher than the O Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of VPN and O, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The correlation between VPN and O is 0.39, 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.

VPN's dividend yield for the trailing twelve months is around 0.97%, less than O's 5.72% yield.

The maximum VPN drawdown since its inception was -38.98%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for VPN and O.

Global X Data Center REITs & Digital Infrastructure ETF (VPN) has a higher volatility of 8.15% compared to Realty Income Corporation (O) at 4.40%. This indicates that VPN's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.