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ADC vs. O
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ADC and O is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

ADC vs. O - Performance Comparison

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

3,000.00%3,500.00%4,000.00%4,500.00%5,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,502.53%
4,199.21%
ADC
O

Key characteristics

Sharpe Ratio

ADC:

1.06

O:

-0.09

Sortino Ratio

ADC:

1.55

O:

-0.01

Omega Ratio

ADC:

1.19

O:

1.00

Calmar Ratio

ADC:

0.71

O:

-0.06

Martin Ratio

ADC:

3.34

O:

-0.20

Ulcer Index

ADC:

5.61%

O:

8.07%

Daily Std Dev

ADC:

17.72%

O:

17.46%

Max Drawdown

ADC:

-70.25%

O:

-48.45%

Current Drawdown

ADC:

-9.34%

O:

-20.06%

Fundamentals

Market Cap

ADC:

$7.99B

O:

$47.72B

EPS

ADC:

$1.81

O:

$1.05

PE Ratio

ADC:

40.50

O:

51.92

PEG Ratio

ADC:

-28.74

O:

5.69

Total Revenue (TTM)

ADC:

$600.53M

O:

$5.02B

Gross Profit (TTM)

ADC:

$379.74M

O:

$3.47B

EBITDA (TTM)

ADC:

$499.83M

O:

$4.51B

Returns By Period

In the year-to-date period, ADC achieves a 16.31% return, which is significantly higher than O's -3.24% return. Over the past 10 years, ADC has outperformed O with an annualized return of 13.15%, while O has yielded a comparatively lower 5.77% annualized return.


ADC

YTD

16.31%

1M

-8.58%

6M

16.53%

1Y

17.76%

5Y*

4.76%

10Y*

13.15%

O

YTD

-3.24%

1M

-6.77%

6M

2.04%

1Y

-2.03%

5Y*

-0.91%

10Y*

5.77%

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

ADC vs. O - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agree Realty Corporation (ADC) 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 ADC, currently valued at 1.06, compared to the broader market-4.00-2.000.002.001.06-0.09
The chart of Sortino ratio for ADC, currently valued at 1.55, compared to the broader market-4.00-2.000.002.004.001.55-0.01
The chart of Omega ratio for ADC, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.00
The chart of Calmar ratio for ADC, currently valued at 0.71, compared to the broader market0.002.004.006.000.71-0.06
The chart of Martin ratio for ADC, currently valued at 3.34, compared to the broader market-5.000.005.0010.0015.0020.0025.003.34-0.20
ADC
O

The current ADC Sharpe Ratio is 1.06, which is higher than the O Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of ADC 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.06
-0.09
ADC
O

Dividends

ADC vs. O - Dividend Comparison

ADC's dividend yield for the trailing twelve months is around 4.27%, less than O's 5.93% yield.


TTM20232022202120202019201820172016201520142013
ADC
Agree Realty Corporation
4.27%4.64%3.95%3.65%3.61%3.25%3.65%3.94%4.17%5.43%5.60%5.65%
O
Realty Income Corporation
5.93%5.33%4.69%3.88%4.51%3.69%4.19%4.45%4.19%4.42%4.59%5.84%

Drawdowns

ADC vs. O - Drawdown Comparison

The maximum ADC drawdown since its inception was -70.25%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for ADC and O. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.34%
-20.06%
ADC
O

Volatility

ADC vs. O - Volatility Comparison

Agree Realty Corporation (ADC) and Realty Income Corporation (O) have volatilities of 5.50% and 5.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.50%
5.35%
ADC
O

Financials

ADC vs. O - Financials Comparison

This section allows you to compare key financial metrics between Agree Realty Corporation 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


Values in USD except per share items
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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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