ABDN.L vs. O
Compare and contrast key facts about Abrdn plc (ABDN.L) and Realty Income Corporation (O).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABDN.L or O.
Key characteristics
| ABDN.L | O | |
|---|---|---|
| YTD Return | 3.59% | 16.67% |
| 1Y Return | 14.52% | 33.38% |
| 3Y Return (Ann) | -5.50% | 3.40% |
| 5Y Return (Ann) | -2.33% | 1.11% |
| 10Y Return (Ann) | 1.94% | 9.15% |
| Sharpe Ratio | 0.54 | 1.77 |
| Sortino Ratio | 0.94 | 2.45 |
| Omega Ratio | 1.11 | 1.32 |
| Calmar Ratio | 0.34 | 0.99 |
| Martin Ratio | 1.40 | 5.14 |
| Ulcer Index | 11.24% | 6.61% |
| Daily Std Dev | 28.87% | 19.23% |
| Max Drawdown | -58.94% | -81.27% |
| Current Drawdown | -30.98% | -3.62% |
Fundamentals
| ABDN.L | O | |
|---|---|---|
| Market Cap | £2.99B | $55.94B |
| EPS | £0.17 | $1.08 |
| PE Ratio | 9.87 | 59.47 |
| Total Revenue (TTM) | £1.50B | $3.69B |
| Gross Profit (TTM) | £1.43B | $2.24B |
| EBITDA (TTM) | £180.00M | $3.33B |
Correlation
The correlation between ABDN.L and O is 0.17, 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.
Performance
ABDN.L vs. O - Performance Comparison
In the year-to-date period, ABDN.L achieves a 3.59% return, which is significantly lower than O's 16.67% return. Over the past 10 years, ABDN.L has underperformed O with an annualized return of 1.94%, while O has yielded a comparatively higher 9.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ABDN.L vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Abrdn plc (ABDN.L) 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.
Dividends
ABDN.L vs. O - Dividend Comparison
ABDN.L's dividend yield for the trailing twelve months is around 8.70%, more than O's 4.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABDN.L Abrdn plc | 8.70% | 8.17% | 7.71% | 6.06% | 7.68% | 6.58% | 22.85% | 5.37% | 5.82% | 24.03% | 5.54% | 6.87% |
O Realty Income Corporation | 4.84% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
Drawdowns
ABDN.L vs. O - Drawdown Comparison
The maximum ABDN.L drawdown since its inception was -58.94%, smaller than the maximum O drawdown of -81.27%. Use the drawdown chart below to compare losses from any high point for ABDN.L and O. For additional features, visit the drawdowns tool.
Volatility
ABDN.L vs. O - Volatility Comparison
Abrdn plc (ABDN.L) has a higher volatility of 9.89% compared to Realty Income Corporation (O) at 4.51%. This indicates that ABDN.L'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.
Financials
ABDN.L vs. O - Financials Comparison
This section allows you to compare key financial metrics between Abrdn plc and Realty Income Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities