CALM vs. O
Compare and contrast key facts about Cal-Maine Foods, Inc. (CALM) and Realty Income Corporation (O).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CALM or O.
Performance
CALM vs. O - Performance Comparison
Returns By Period
In the year-to-date period, CALM achieves a 64.30% return, which is significantly higher than O's 2.79% return. Over the past 10 years, CALM has outperformed O with an annualized return of 10.50%, while O has yielded a comparatively lower 7.16% annualized return.
CALM
64.30%
-1.40%
58.94%
95.11%
19.38%
10.50%
O
2.79%
-12.55%
5.32%
12.58%
-1.11%
7.16%
Fundamentals
| CALM | O | |
|---|---|---|
| Market Cap | $4.46B | $49.90B |
| EPS | $8.91 | $1.05 |
| PE Ratio | 10.42 | 54.30 |
| PEG Ratio | 0.75 | 5.79 |
| Total Revenue (TTM) | $2.65B | $5.01B |
| Gross Profit (TTM) | $743.36M | $4.83B |
| EBITDA (TTM) | $607.15M | $3.74B |
Key characteristics
| CALM | O | |
|---|---|---|
| Sharpe Ratio | 3.27 | 0.69 |
| Sortino Ratio | 4.52 | 1.07 |
| Omega Ratio | 1.57 | 1.13 |
| Calmar Ratio | 4.04 | 0.47 |
| Martin Ratio | 24.45 | 1.74 |
| Ulcer Index | 3.61% | 7.03% |
| Daily Std Dev | 26.92% | 17.68% |
| Max Drawdown | -74.08% | -48.45% |
| Current Drawdown | -3.11% | -15.08% |
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Correlation
The correlation between CALM and O is 0.15, 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.
Risk-Adjusted Performance
CALM vs. O - Risk-Adjusted Performance 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.
Dividends
CALM vs. O - Dividend Comparison
CALM's dividend yield for the trailing twelve months is around 3.21%, less than O's 5.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | 3.21% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% | 2.26% | 1.15% |
O Realty Income Corporation | 5.53% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
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. For additional features, visit the drawdowns tool.
Volatility
CALM vs. O - Volatility Comparison
Cal-Maine Foods, Inc. (CALM) has a higher volatility of 6.44% compared to Realty Income Corporation (O) at 5.87%. 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.
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