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BHK vs. O

Last updated May 27, 2023

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


BHKO
YTD Return2.16%-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 Dev19.25%21.14%
Max Drawdown-39.67%-48.45%

Fundamentals


BHKO
Market Cap$554.11M$39.34B
EPS-$3.76$1.42
PEG Ratio0.004.32
Revenue (TTM)$47.75M$3.47B
Gross Profit (TTM)$47.75M$3.11B

Correlation

0.13
-1.001.00

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.


-5.00%0.00%5.00%10.00%December2023FebruaryMarchAprilMay
-2.41%
-2.71%
BHK
O

Compare stocks, funds, or ETFs


BlackRock Core Bond Trust

Realty Income Corporation

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.


TTM20222021202020192018201720162015201420132012
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BHK
BlackRock Core Bond Trust
-0.22
O
Realty Income Corporation
-0.53

BHK vs. O - Sharpe Ratio Comparison

The current BHK Sharpe Ratio is -0.22, which is higher than the O Sharpe Ratio of -0.53. The chart below compares the 12-month rolling Sharpe Ratio of BHK and O.


-1.50-1.00-0.500.00December2023FebruaryMarchAprilMay
-0.22
-0.53
BHK
O

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


-30.00%-25.00%-20.00%-15.00%-10.00%December2023FebruaryMarchAprilMay
-32.14%
-18.68%
BHK
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.


3.00%4.00%5.00%6.00%7.00%8.00%December2023FebruaryMarchAprilMay
3.62%
4.85%
BHK
O