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AMT vs. O
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AMTO
YTD Return-8.57%-5.45%
1Y Return5.84%-6.96%
3Y Return (Ann)-3.65%-0.15%
5Y Return (Ann)2.38%-1.18%
10Y Return (Ann)11.53%7.86%
Sharpe Ratio0.23-0.36
Daily Std Dev24.74%19.13%
Max Drawdown-98.70%-48.45%
Current Drawdown-30.33%-21.89%

Fundamentals


AMTO
Market Cap$89.91B$44.85B
EPS$3.18$1.26
PE Ratio60.6341.33
PEG Ratio1.5021.68
Revenue (TTM)$11.14B$4.08B
Gross Profit (TTM)$7.45B$3.11B
EBITDA (TTM)$6.90B$3.62B

Correlation

0.35
-1.001.00

The correlation between AMT and O is 0.35, 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

AMT vs. O - Performance Comparison

In the year-to-date period, AMT achieves a -8.57% return, which is significantly lower than O's -5.45% return. Over the past 10 years, AMT has outperformed O with an annualized return of 11.53%, while O has yielded a comparatively lower 7.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%OctoberNovemberDecember2024FebruaryMarch
1,352.37%
1,828.62%
AMT
O

Compare stocks, funds, or ETFs


American Tower Corporation

Realty Income Corporation

Risk-Adjusted Performance

AMT vs. O - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Tower Corporation (AMT) 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AMT
American Tower Corporation
0.24
O
Realty Income Corporation
-0.36

AMT vs. O - Sharpe Ratio Comparison

The current AMT Sharpe Ratio is 0.24, which is higher than the O Sharpe Ratio of -0.36. The chart below compares the 12-month rolling Sharpe Ratio of AMT and O.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50OctoberNovemberDecember2024FebruaryMarch
0.24
-0.36
AMT
O

Dividends

AMT vs. O - Dividend Comparison

AMT's dividend yield for the trailing twelve months is around 3.27%, less than O's 6.19% yield.


TTM20232022202120202019201820172016201520142013
AMT
American Tower Corporation
3.27%2.99%2.77%1.78%2.02%1.64%1.99%1.84%2.05%1.87%1.42%1.38%
O
Realty Income Corporation
6.19%5.33%4.68%3.87%4.50%3.69%4.18%4.45%4.18%4.41%4.59%5.83%

Drawdowns

AMT vs. O - Drawdown Comparison

The maximum AMT drawdown since its inception was -98.70%, which is greater than O's maximum drawdown of -48.45%. The drawdown chart below compares losses from any high point along the way for AMT and O


-50.00%-40.00%-30.00%-20.00%-10.00%OctoberNovemberDecember2024FebruaryMarch
-30.33%
-21.89%
AMT
O

Volatility

AMT vs. O - Volatility Comparison

American Tower Corporation (AMT) has a higher volatility of 5.51% compared to Realty Income Corporation (O) at 3.80%. This indicates that AMT'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.


4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2024FebruaryMarch
5.51%
3.80%
AMT
O