ARES vs. O
Compare and contrast key facts about Ares Management Corporation (ARES) and Realty Income Corporation (O).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARES or O.
Key characteristics
ARES | O | |
---|---|---|
YTD Return | 12.60% | -4.87% |
1Y Return | 68.22% | -7.87% |
3Y Return (Ann) | 40.43% | 0.06% |
5Y Return (Ann) | 46.99% | -1.05% |
Sharpe Ratio | 2.71 | -0.33 |
Daily Std Dev | 26.21% | 19.14% |
Max Drawdown | -45.85% | -48.45% |
Current Drawdown | -2.64% | -21.42% |
Fundamentals
ARES | O | |
---|---|---|
Market Cap | $41.70B | $44.85B |
EPS | $2.42 | $1.26 |
PE Ratio | 55.32 | 41.33 |
PEG Ratio | 0.63 | 21.68 |
Revenue (TTM) | $3.63B | $4.08B |
Gross Profit (TTM) | $1.24B | $3.11B |
EBITDA (TTM) | $1.15B | $3.62B |
Correlation
The correlation between ARES and O is 0.20, 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
ARES vs. O - Performance Comparison
In the year-to-date period, ARES achieves a 12.60% return, which is significantly higher than O's -4.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
ARES vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ares Management Corporation (ARES) 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Ares Management Corporation | 2.71 | ||||
Realty Income Corporation | -0.33 |
Dividends
ARES vs. O - Dividend Comparison
ARES's dividend yield for the trailing twelve months is around 2.44%, less than O's 6.15% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Ares Management Corporation | 2.44% | 2.59% | 3.57% | 2.31% | 3.40% | 3.59% | 7.50% | 6.30% | 4.32% | 6.81% | 2.45% | 0.00% |
Realty Income Corporation | 6.15% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
Drawdowns
ARES vs. O - Drawdown Comparison
The maximum ARES drawdown since its inception was -45.85%, smaller than the maximum O drawdown of -48.45%. The drawdown chart below compares losses from any high point along the way for ARES and O
Volatility
ARES vs. O - Volatility Comparison
Ares Management Corporation (ARES) has a higher volatility of 5.14% compared to Realty Income Corporation (O) at 3.82%. This indicates that ARES'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.