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

Key characteristics


ARESO
YTD Return12.60%-4.87%
1Y Return68.22%-7.87%
3Y Return (Ann)40.43%0.06%
5Y Return (Ann)46.99%-1.05%
Sharpe Ratio2.71-0.33
Daily Std Dev26.21%19.14%
Max Drawdown-45.85%-48.45%
Current Drawdown-2.64%-21.42%

Fundamentals


ARESO
Market Cap$41.70B$44.85B
EPS$2.42$1.26
PE Ratio55.3241.33
PEG Ratio0.6321.68
Revenue (TTM)$3.63B$4.08B
Gross Profit (TTM)$1.24B$3.11B
EBITDA (TTM)$1.15B$3.62B

Correlation

0.20
-1.001.00

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.


0.00%200.00%400.00%600.00%800.00%1,000.00%OctoberNovemberDecember2024FebruaryMarch
1,019.74%
101.12%
ARES
O

Compare stocks, funds, or ETFs


Ares Management Corporation

Realty Income Corporation

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ARES
Ares Management Corporation
2.71
O
Realty Income Corporation
-0.33

ARES vs. O - Sharpe Ratio Comparison

The current ARES Sharpe Ratio is 2.71, which is higher than the O Sharpe Ratio of -0.33. The chart below compares the 12-month rolling Sharpe Ratio of ARES and O.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
2.71
-0.33
ARES
O

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.


TTM20232022202120202019201820172016201520142013
ARES
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%
O
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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-2.64%
-21.42%
ARES
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.


4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2024FebruaryMarch
5.14%
3.82%
ARES
O