CALM vs. O
CALM (Cal-Maine Foods, Inc.) and O (Realty Income Corporation) are both stocks. CALM operates in Farm Products (Consumer Defensive), while O operates in REIT - Retail (Real Estate). Over the past 10 years, CALM returned 9.14%/yr vs 4.30%/yr for O. At a 0.15 correlation, their price movements are largely independent.
Performance
CALM vs. O - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CALM achieves a -3.25% return, which is significantly lower than O's 9.82% return. Over the past 10 years, CALM has outperformed O with an annualized return of 9.14%, while O has yielded a comparatively lower 4.30% annualized return.
CALM
- 1D
- -2.26%
- 1M
- -1.35%
- YTD
- -3.25%
- 6M
- -7.64%
- 1Y
- -21.70%
- 3Y*
- 26.10%
- 5Y*
- 21.91%
- 10Y*
- 9.14%
O
- 1D
- 0.56%
- 1M
- -1.89%
- YTD
- 9.82%
- 6M
- 9.76%
- 1Y
- 11.86%
- 3Y*
- 6.80%
- 5Y*
- 3.66%
- 10Y*
- 4.30%
CALM vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | -3.25% | -15.61% | 87.00% | 14.48% | 51.87% | -1.38% | -12.19% | 2.09% | -3.90% | 0.62% |
O Realty Income Corporation | 9.82% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
Correlation
The correlation between CALM and O is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 1996 | 0.15 |
Fundamentals
CALM:
$14.48
O:
$1.17
CALM:
5.25
O:
51.59
CALM:
0.00
O:
4.20
CALM:
1.05
O:
6.97
CALM:
$3.46B
O:
$5.92B
CALM:
$1.17B
O:
$3.89B
CALM:
$1.05B
O:
$3.93B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CALM vs. O — Risk / Return Rank
CALM
O
CALM vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cal-Maine Foods, Inc. (CALM) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CALM | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.13 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 1.07 | -1.66 |
| Martin ratioReturn relative to average drawdown | -0.89 | 2.51 | -3.40 |
Loading charts...
Drawdowns
CALM vs. O - Drawdown Comparison
The maximum CALM drawdown since its inception was -74.08%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for CALM and O.
Loading charts...
Drawdown Indicators
| CALM | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.08% | -48.45% | -25.63% |
Max Drawdown (1Y)Largest decline over 1 year | -37.00% | -11.10% | -25.90% |
Max Drawdown (3Y)Largest decline over 3 years | -37.00% | -26.49% | -10.51% |
Max Drawdown (5Y)Largest decline over 5 years | -37.00% | -34.48% | -2.52% |
Max Drawdown (10Y)Largest decline over 10 years | -39.12% | -48.28% | +9.16% |
Current DrawdownCurrent decline from peak | -33.05% | -9.15% | -23.90% |
Average DrawdownAverage peak-to-trough decline | -30.31% | -9.20% | -21.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.35% | 4.73% | +19.62% |
Volatility
CALM vs. O - Volatility Comparison
Cal-Maine Foods, Inc. (CALM) has a higher volatility of 6.47% compared to Realty Income Corporation (O) at 5.73%. This indicates that CALM'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.
Loading charts...
Volatility by Period
| CALM | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.47% | 5.73% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 20.34% | 12.21% | +8.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.76% | 16.46% | +16.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.64% | 18.91% | +13.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.15% | 25.66% | +5.49% |
Dividends
CALM vs. O - Dividend Comparison
CALM's dividend yield for the trailing twelve months is around 6.32%, more than O's 5.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | 6.32% | 10.90% | 2.82% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% |
O Realty Income Corporation | 5.34% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
Financials
CALM vs. O - Financials Comparison
This section allows you to compare key financial metrics between Cal-Maine Foods, 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.
Total Revenue: Total amount of money received from sales and other business activities
CALM vs. O - Profitability Comparison
CALM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a gross profit of 119.28M and revenue of 666.95M. Therefore, the gross margin over that period was 17.9%.
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%.
CALM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported an operating income of 35.98M and revenue of 666.95M, resulting in an operating margin of 5.4%.
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%.
CALM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a net income of 50.46M and revenue of 666.95M, resulting in a net margin of 7.6%.
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
CALM and O have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CALM has higher volatility (6.47%) compared to O (5.73%). In terms of maximum drawdown, CALM dropped -74.08% vs O's -48.45%.
O currently has the higher Sharpe Ratio (0.72 vs -0.67), 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.
Find the right allocation for CALM and O
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer