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BNL vs. O
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BNL vs. O - Performance Comparison

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

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Returns By Period

In the year-to-date period, BNL achieves a 18.04% return, which is significantly higher than O's 8.26% return.


BNL

1D
-0.10%
1M
3.97%
YTD
18.04%
6M
18.92%
1Y
34.20%
3Y*
15.56%
5Y*
2.99%
10Y*

O

1D
-0.32%
1M
-5.46%
YTD
8.26%
6M
5.55%
1Y
12.57%
3Y*
5.73%
5Y*
2.47%
10Y*
4.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNL vs. O - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BNL
Broadstone Net Lease, Inc.
18.04%17.27%-1.08%14.00%-30.75%42.88%
O
Realty Income Corporation
8.26%12.20%-2.11%-4.55%-7.38%22.43%

Correlation

The correlation between BNL and O is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2021

0.66

The correlation between BNL and O shifts across timeframes, from 0.53 (1 year) to 0.67 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

BNL:

$0.41

O:

$1.17

PE Ratio

BNL:

48.83

O:

50.86

PS Ratio

BNL:

8.53

O:

6.87

Total Revenue (TTM)

BNL:

$468.77M

O:

$5.92B

Gross Profit (TTM)

BNL:

$80.71M

O:

$3.89B

EBITDA (TTM)

BNL:

$332.30M

O:

$3.93B

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Return for Risk

BNL vs. O — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BNL
BNL Risk / Return Rank: 8585
Overall Rank
BNL Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
BNL Sortino Ratio Rank: 8383
Sortino Ratio Rank
BNL Omega Ratio Rank: 8282
Omega Ratio Rank
BNL Calmar Ratio Rank: 8888
Calmar Ratio Rank
BNL Martin Ratio Rank: 8787
Martin Ratio Rank

O
O Risk / Return Rank: 6161
Overall Rank
O Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
O Sortino Ratio Rank: 5656
Sortino Ratio Rank
O Omega Ratio Rank: 5555
Omega Ratio Rank
O Calmar Ratio Rank: 6363
Calmar Ratio Rank
O Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BNL vs. O - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Broadstone Net Lease, Inc. (BNL) 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.


BNLODifference

Sharpe ratio

Return per unit of total volatility

1.89

0.79

+1.10

Sortino ratio

Return per unit of downside risk

2.59

1.13

+1.46

Omega ratio

Gain probability vs. loss probability

1.33

1.14

+0.19

Calmar ratio

Return relative to maximum drawdown

4.12

1.14

+2.98

Martin ratio

Return relative to average drawdown

10.30

2.88

+7.42

BNL vs. O - Sharpe Ratio Comparison

The current BNL Sharpe Ratio is 1.89, which is higher than the O Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of BNL and O, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BNLODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

0.79

+1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.13

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.48

-0.10

Drawdowns

BNL vs. O - Drawdown Comparison

The maximum BNL drawdown since its inception was -43.56%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for BNL and O.


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Drawdown Indicators


BNLODifference

Max Drawdown

Largest peak-to-trough decline

-43.56%

-48.45%

+4.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

-11.10%

+2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-19.51%

-26.49%

+6.98%

Max Drawdown (5Y)

Largest decline over 5 years

-43.56%

-34.48%

-9.08%

Max Drawdown (10Y)

Largest decline over 10 years

-48.28%

Current Drawdown

Current decline from peak

-2.13%

-10.44%

+8.31%

Average Drawdown

Average peak-to-trough decline

-22.73%

-9.21%

-13.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

4.37%

-1.04%

Volatility

BNL vs. O - Volatility Comparison

The current volatility for Broadstone Net Lease, Inc. (BNL) is 4.27%, while Realty Income Corporation (O) has a volatility of 5.48%. This indicates that BNL 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.


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Volatility by Period


BNLODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

5.48%

-1.21%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

11.72%

+1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

18.15%

15.95%

+2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.17%

18.87%

+4.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.05%

25.63%

-2.58%

Dividends

BNL vs. O - Dividend Comparison

BNL's dividend yield for the trailing twelve months is around 5.76%, more than O's 5.42% yield.


PositionTTM20252024202320222021202020192018201720162015
BNL
Broadstone Net Lease, Inc.
5.76%6.68%7.28%6.50%6.66%4.13%0.00%0.00%0.00%0.00%0.00%0.00%
O
Realty Income Corporation
5.42%6.19%5.37%5.33%4.68%3.87%4.51%3.69%4.19%4.45%4.18%4.41%

Financials

BNL vs. O - Financials Comparison

This section allows you to compare key financial metrics between Broadstone Net Lease, Inc. 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


0.00500.00M1.00B1.50B20222023202420252026
121.40M
1.55B
(BNL) Total Revenue
(O) Total Revenue
Values in USD except per share items

BNL vs. O - Profitability Comparison

The chart below illustrates the profitability comparison between Broadstone Net Lease, Inc. and Realty Income Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%2022202320242025202600
Portfolio components
BNL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Broadstone Net Lease, Inc. reported a gross profit of 0.00 and revenue of 121.40M. Therefore, the gross margin over that period was 0.0%.

O - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported a gross profit of 0.00 and revenue of 1.55B. Therefore, the gross margin over that period was 0.0%.

BNL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Broadstone Net Lease, Inc. reported an operating income of 0.00 and revenue of 121.40M, resulting in an operating margin of 0.0%.

O - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported an operating income of 0.00 and revenue of 1.55B, resulting in an operating margin of 0.0%.

BNL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Broadstone Net Lease, Inc. reported a net income of -27.00K and revenue of 121.40M, resulting in a net margin of -0.0%.

O - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported a net income of -9.17M and revenue of 1.55B, resulting in a net margin of -0.6%.


Frequently Asked Questions


BNL and O have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

O has higher volatility (5.48%) compared to BNL (4.27%). In terms of maximum drawdown, BNL dropped -43.56% vs O's -48.45%.

BNL currently has the higher Sharpe Ratio (1.89 vs 0.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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