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BKH vs. O
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BKH and O is 0.39, 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.


-0.50.00.51.00.4

Performance

BKH vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Black Hills Corporation (BKH) and Realty Income Corporation (O). The values are adjusted to include any dividend payments, if applicable.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,379.47%
4,199.21%
BKH
O

Key characteristics

Sharpe Ratio

BKH:

0.60

O:

-0.09

Sortino Ratio

BKH:

0.98

O:

-0.01

Omega Ratio

BKH:

1.12

O:

1.00

Calmar Ratio

BKH:

0.36

O:

-0.06

Martin Ratio

BKH:

2.70

O:

-0.20

Ulcer Index

BKH:

4.47%

O:

8.07%

Daily Std Dev

BKH:

20.06%

O:

17.46%

Max Drawdown

BKH:

-65.73%

O:

-48.45%

Current Drawdown

BKH:

-19.23%

O:

-20.06%

Fundamentals

Market Cap

BKH:

$4.30B

O:

$47.72B

EPS

BKH:

$3.69

O:

$1.05

PE Ratio

BKH:

16.28

O:

51.92

PEG Ratio

BKH:

3.04

O:

5.69

Total Revenue (TTM)

BKH:

$2.12B

O:

$5.02B

Gross Profit (TTM)

BKH:

$769.17M

O:

$3.47B

EBITDA (TTM)

BKH:

$746.63M

O:

$4.51B

Returns By Period

In the year-to-date period, BKH achieves a 12.50% return, which is significantly higher than O's -3.24% return. Over the past 10 years, BKH has underperformed O with an annualized return of 4.43%, while O has yielded a comparatively higher 5.77% annualized return.


BKH

YTD

12.50%

1M

-7.14%

6M

11.57%

1Y

12.57%

5Y*

-2.21%

10Y*

4.43%

O

YTD

-3.24%

1M

-6.77%

6M

2.04%

1Y

-2.03%

5Y*

-0.91%

10Y*

5.77%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BKH vs. O - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Black Hills Corporation (BKH) 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
The chart of Sharpe ratio for BKH, currently valued at 0.60, compared to the broader market-4.00-2.000.002.000.60-0.09
The chart of Sortino ratio for BKH, currently valued at 0.98, compared to the broader market-4.00-2.000.002.004.000.98-0.01
The chart of Omega ratio for BKH, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.00
The chart of Calmar ratio for BKH, currently valued at 0.36, compared to the broader market0.002.004.006.000.36-0.06
The chart of Martin ratio for BKH, currently valued at 2.70, compared to the broader market-5.000.005.0010.0015.0020.0025.002.70-0.20
BKH
O

The current BKH Sharpe Ratio is 0.60, which is higher than the O Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of BKH and O, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.60
-0.09
BKH
O

Dividends

BKH vs. O - Dividend Comparison

BKH's dividend yield for the trailing twelve months is around 4.49%, less than O's 5.93% yield.


TTM20232022202120202019201820172016201520142013
BKH
Black Hills Corporation
4.49%4.63%3.43%3.25%3.53%2.61%3.07%3.01%2.74%3.49%2.94%2.89%
O
Realty Income Corporation
5.93%5.33%4.69%3.88%4.51%3.69%4.19%4.45%4.19%4.42%4.59%5.84%

Drawdowns

BKH vs. O - Drawdown Comparison

The maximum BKH drawdown since its inception was -65.73%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for BKH and O. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-19.23%
-20.06%
BKH
O

Volatility

BKH vs. O - Volatility Comparison

Black Hills Corporation (BKH) and Realty Income Corporation (O) have volatilities of 5.60% and 5.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.60%
5.35%
BKH
O

Financials

BKH vs. O - Financials Comparison

This section allows you to compare key financial metrics between Black Hills Corporation and Realty Income Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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