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Realty Income Corporation (O) Sharpe Ratio: 1.04

Equity · Currency in USD · Last updated Jul 11, 2026

Realty Income Corporation is a publicly traded real estate investment trust focused on long-term net lease properties. Known as The Monthly Dividend Company, it owns or has interests in more than 15,000 commercial properties across the United States and Europe, serving retail, industrial, gaming, and other tenants.

O's Sharpe Ratio of 1.04 indicates that for each unit of volatility, it generates 1.04 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 11, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

O Sharpe Ratio Rank

O Sharpe Ratio Rank: 76.777
Above Average

O ranks above 76.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

O Sharpe Ratio Market Positioning

The chart shows O's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): -0.45 or lower
  • Yellow zone (middle 50%): -0.45 to 0.96
  • Green zone (top 25%): 0.96 or higher
  • Top 1%: 4.65+
  • Median: 0.11 — half of all investments score higher

How it compares to other similar stocks

The table compares Realty Income Corporation's Sharpe Ratio with other stocks in the REIT - Retail industry across multiple time periods, showing how O's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jul 11, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
WHLRPWheeler Real Estate Investment Trust, Inc.2.49
WSRWhitestone REIT2.44
PINEAlpine Income Property Trust, Inc.2.25
IVTInventrust Properties Corp2.17
SPGSimon Property Group, Inc.2.09
CURBCurbline Properties Corp2.00
FRTFederal Realty Investment Trust1.94
MACMacerich Company1.81
GTYGetty Realty Corp.1.75
KRGKite Realty Group Trust1.72
ORealty Income Corporation1.04

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows O's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when O consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does O fit in your portfolio?

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