BHK vs. O
Compare and contrast key facts about BlackRock Core Bond Trust (BHK) and Realty Income Corporation (O).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BHK or O.
Key characteristics
| BHK | O | |
|---|---|---|
| YTD Return | 2.16% | -6.05% |
| 1Y Return | -4.72% | -9.75% |
| 5Y Return (Ann) | 1.98% | 7.31% |
| 10Y Return (Ann) | 3.13% | 6.88% |
| Sharpe Ratio | -0.22 | -0.53 |
| Daily Std Dev | 19.25% | 21.14% |
| Max Drawdown | -39.67% | -48.45% |
Fundamentals
| BHK | O | |
|---|---|---|
| Market Cap | $554.11M | $39.34B |
| EPS | -$3.76 | $1.42 |
| PEG Ratio | 0.00 | 4.32 |
| Revenue (TTM) | $47.75M | $3.47B |
| Gross Profit (TTM) | $47.75M | $3.11B |
Correlation
The correlation between BHK and O is 0.13, 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.
BHK vs. O - Performance Comparison
In the year-to-date period, BHK achieves a 2.16% return, which is significantly lower than O's -6.05% return. Over the past 10 years, BHK has underperformed O with an annualized return of 3.13%, while O has yielded a comparatively higher 6.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BHK vs. O - Dividend Comparison
BHK's dividend yield for the trailing twelve months is around 11.64%, more than O's 7.22% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BHK BlackRock Core Bond Trust | 11.64% | 8.18% | 7.09% | 5.97% | 6.62% | 8.41% | 7.77% | 9.22% | 11.05% | 13.61% | 12.49% | 11.72% |
O Realty Income Corporation | 7.22% | 4.76% | 4.12% | 5.00% | 4.29% | 5.05% | 5.63% | 5.53% | 6.07% | 6.61% | 8.83% | 7.04% |
BHK vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Core Bond Trust (BHK) 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 | |
|---|---|---|---|---|---|
BHK BlackRock Core Bond Trust | -0.22 | ||||
O Realty Income Corporation | -0.53 |
BHK vs. O - Drawdown Comparison
The maximum BHK drawdown for the period was -33.77%, lower than the maximum O drawdown of -18.99%. The drawdown chart below compares losses from any high point along the way for BHK and O
BHK vs. O - Volatility Comparison
The current volatility for BlackRock Core Bond Trust (BHK) is 3.62%, while Realty Income Corporation (O) has a volatility of 4.85%. This indicates that BHK experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.