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ABDN.L vs. O
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.2

Performance

ABDN.L vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abrdn plc (ABDN.L) and Realty Income Corporation (O). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
97.80%
304.85%
ABDN.L
O

Key characteristics

Sharpe Ratio

ABDN.L:

-0.44

O:

0.48

Sortino Ratio

ABDN.L:

-0.42

O:

0.79

Omega Ratio

ABDN.L:

0.95

O:

1.10

Calmar Ratio

ABDN.L:

-0.28

O:

0.33

Martin Ratio

ABDN.L:

-0.99

O:

1.14

Ulcer Index

ABDN.L:

13.26%

O:

7.47%

Daily Std Dev

ABDN.L:

30.03%

O:

17.59%

Max Drawdown

ABDN.L:

-58.94%

O:

-49.69%

Current Drawdown

ABDN.L:

-42.03%

O:

-15.33%

Fundamentals

Market Cap

ABDN.L:

£2.51B

O:

$49.06B

EPS

ABDN.L:

£0.17

O:

$1.05

PE Ratio

ABDN.L:

8.30

O:

53.39

Total Revenue (TTM)

ABDN.L:

£1.50B

O:

$5.02B

Gross Profit (TTM)

ABDN.L:

£1.43B

O:

$3.47B

EBITDA (TTM)

ABDN.L:

£180.00M

O:

$4.51B

Returns By Period

In the year-to-date period, ABDN.L achieves a -12.99% return, which is significantly lower than O's 2.94% return. Over the past 10 years, ABDN.L has underperformed O with an annualized return of -0.38%, while O has yielded a comparatively higher 5.03% annualized return.


ABDN.L

YTD

-12.99%

1M

2.58%

6M

-2.95%

1Y

-13.16%

5Y (annualized)

-7.06%

10Y (annualized)

-0.38%

O

YTD

2.94%

1M

-1.89%

6M

8.19%

1Y

10.23%

5Y (annualized)

-1.54%

10Y (annualized)

5.03%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for ABDN.L, currently valued at -0.49, compared to the broader market-4.00-2.000.002.004.00-0.490.16
The chart of Sortino ratio for ABDN.L, currently valued at -0.50, compared to the broader market-4.00-2.000.002.004.00-0.500.33
The chart of Omega ratio for ABDN.L, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.04
The chart of Calmar ratio for ABDN.L, currently valued at -0.28, compared to the broader market0.002.004.006.00-0.280.10
The chart of Martin ratio for ABDN.L, currently valued at -1.10, compared to the broader market0.0010.0020.0030.00-1.100.35
ABDN.L
O

The current ABDN.L Sharpe Ratio is -0.44, which is lower than the O Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of ABDN.L 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.49
0.16
ABDN.L
O

Dividends

ABDN.L vs. O - Dividend Comparison

ABDN.L's dividend yield for the trailing twelve months is around 10.36%, more than O's 5.55% yield.


TTM20232022202120202019201820172016201520142013
ABDN.L
Abrdn plc
10.36%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
5.55%5.40%4.72%1.89%1.70%1.39%1.58%1.68%1.58%1.66%1.73%2.20%

Drawdowns

ABDN.L vs. O - Drawdown Comparison

The maximum ABDN.L drawdown since its inception was -58.94%, which is greater than O's maximum drawdown of -49.69%. Use the drawdown chart below to compare losses from any high point for ABDN.L and O. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-47.05%
-15.33%
ABDN.L
O

Volatility

ABDN.L vs. O - Volatility Comparison

Abrdn plc (ABDN.L) has a higher volatility of 6.64% compared to Realty Income Corporation (O) at 4.08%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
6.64%
4.08%
ABDN.L
O

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. ABDN.L values in GBp, O values in USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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