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

Performance

CBRE vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CBRE Group, Inc. (CBRE) 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, CBRE achieves a -21.62% return, which is significantly lower than O's 8.26% return. Over the past 10 years, CBRE has outperformed O with an annualized return of 15.38%, while O has yielded a comparatively lower 4.58% annualized return.


CBRE

1D
-1.43%
1M
-10.01%
YTD
-21.62%
6M
-22.34%
1Y
0.87%
3Y*
17.78%
5Y*
7.46%
10Y*
15.38%

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)

CBRE vs. O - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CBRE
CBRE Group, Inc.
-21.62%22.47%41.04%20.96%-29.08%73.01%2.33%53.07%-7.55%37.54%
O
Realty Income Corporation
8.26%12.20%-2.11%-4.55%-7.38%23.95%-11.60%21.27%15.94%3.67%

Correlation

The correlation between CBRE and O is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.32

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

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2004

0.42

The correlation between CBRE and O shifts across timeframes, from 0.23 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

CBRE:

$4.37

O:

$1.17

PE Ratio

CBRE:

28.82

O:

50.86

PS Ratio

CBRE:

0.90

O:

6.87

Total Revenue (TTM)

CBRE:

$42.17B

O:

$5.92B

Gross Profit (TTM)

CBRE:

$14.76B

O:

$3.89B

EBITDA (TTM)

CBRE:

$2.68B

O:

$3.93B

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Return for Risk

CBRE vs. O — Risk / Return Rank

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

CBRE
CBRE Risk / Return Rank: 3939
Overall Rank
CBRE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
CBRE Sortino Ratio Rank: 3535
Sortino Ratio Rank
CBRE Omega Ratio Rank: 3535
Omega Ratio Rank
CBRE Calmar Ratio Rank: 4141
Calmar Ratio Rank
CBRE Martin Ratio Rank: 4141
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.

CBRE vs. O - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CBRE Group, Inc. (CBRE) 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.


CBREODifference
Sharpe ratioReturn per unit of total volatility

-0.76

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.03

1.14

-0.11

Calmar ratioReturn relative to maximum drawdown

0.03

1.14

-1.11

Martin ratioReturn relative to average drawdown

0.08

2.88

-2.81

CBRE vs. O - Sharpe Ratio Comparison

The current CBRE Sharpe Ratio is 0.03, which is lower than the O Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of CBRE 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


CBREODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

0.79

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.13

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.18

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.48

-0.20

Drawdowns

CBRE vs. O - Drawdown Comparison

The maximum CBRE drawdown since its inception was -94.31%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for CBRE and O.


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Drawdown Indicators


CBREODifference

Max Drawdown

Largest peak-to-trough decline

-94.31%

-48.45%

-45.86%

Max Drawdown (1Y)

Largest decline over 1 year

-27.37%

-11.10%

-16.27%

Max Drawdown (3Y)

Largest decline over 3 years

-27.37%

-26.49%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-40.38%

-34.48%

-5.90%

Max Drawdown (10Y)

Largest decline over 10 years

-53.57%

-48.28%

-5.29%

Current Drawdown

Current decline from peak

-26.56%

-10.44%

-16.12%

Average Drawdown

Average peak-to-trough decline

-26.59%

-9.21%

-17.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.18%

4.37%

+6.81%

Volatility

CBRE vs. O - Volatility Comparison

CBRE Group, Inc. (CBRE) has a higher volatility of 9.04% compared to Realty Income Corporation (O) at 5.48%. This indicates that CBRE'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.


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Volatility by Period


CBREODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.04%

5.48%

+3.56%

Volatility (6M)

Calculated over the trailing 6-month period

25.49%

11.72%

+13.77%

Volatility (1Y)

Calculated over the trailing 1-year period

30.31%

15.95%

+14.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.22%

18.87%

+11.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.99%

25.63%

+7.36%

Dividends

CBRE vs. O - Dividend Comparison

CBRE has not paid dividends to shareholders, while O's dividend yield for the trailing twelve months is around 5.42%.


PositionTTM20252024202320222021202020192018201720162015
CBRE
CBRE Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%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

CBRE vs. O - Financials Comparison

This section allows you to compare key financial metrics between CBRE Group, 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


0.002.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
10.53B
1.55B
(CBRE) Total Revenue
(O) Total Revenue
Values in USD except per share items

CBRE vs. O - Profitability Comparison

The chart below illustrates the profitability comparison between CBRE Group, 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%20222023202420252026
17.6%
0
Portfolio components
CBRE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CBRE Group, Inc. reported a gross profit of 1.85B and revenue of 10.53B. Therefore, the gross margin over that period was 17.6%.

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%.

CBRE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CBRE Group, Inc. reported an operating income of 511.00M and revenue of 10.53B, resulting in an operating margin of 4.9%.

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%.

CBRE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CBRE Group, Inc. reported a net income of 318.00M and revenue of 10.53B, resulting in a net margin of 3.0%.

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


CBRE and O have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CBRE has higher volatility (9.04%) compared to O (5.48%). In terms of maximum drawdown, CBRE dropped -94.31% vs O's -48.45%.

O currently has the higher Sharpe Ratio (0.79 vs 0.03), 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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