CMCT vs. O

Last updated Jun 4, 2026

CMCT (CIM Commercial Trust Corporation) and O (Realty Income Corporation) are both stocks. Both are in the Real Estate sector — CMCT in REIT - Office, O in REIT - Retail. Over the past 10 years, CMCT returned -67.26%/yr vs 4.58%/yr for O. At a 0.07 correlation, their price movements are largely independent.

Performance

CMCT vs. O - Performance Comparison

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

Returns By Period

In the year-to-date period, CMCT achieves a -99.11% return, which is significantly lower than O's 8.26% return. Over the past 10 years, CMCT has underperformed O with an annualized return of -67.26%, while O has yielded a comparatively higher 4.58% annualized return.

CMCT

• 1D: -4.89%
• 1M: -38.93%
• YTD: -99.11%
• 6M: -99.18%
• 1Y: -99.59%
• 3Y*: -96.93%
• 5Y*: -88.97%
• 10Y*: -67.26%

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)

CMCT vs. O - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CMCT CIM Commercial Trust Corporation	-99.11%	-93.40%	-93.44%	-18.23%	-29.70%	-46.52%	0.98%	8.58%	-17.95%	50.91%
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 CMCT and O is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.08
Correlation (10Y) Calculated over the trailing 10-year period	0.11
Correlation (All Time) Calculated using the full available price history since Aug 21, 1995	0.07

The correlation between CMCT and O shifts across timeframes, from -0.02 (1 year) to 0.11 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS CMCT : -$92.61 O : $1.17
PS Ratio CMCT : 0.02 O : 6.87
Total Revenue (TTM) CMCT : $113.79M O : $5.92B
Gross Profit (TTM) CMCT : -$25.50M O : $3.89B
EBITDA (TTM) CMCT : $7.05M O : $3.93B

Return for Risk

CMCT vs. O — Risk / Return Rank

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

CMCT

CMCT Risk / Return Rank: 8
CMCT Sharpe Ratio Rank: 23
CMCT Sortino Ratio Rank: 4
CMCT Omega Ratio Rank: 4
CMCT Calmar Ratio Rank: 1
CMCT Martin Ratio Rank: 6

O

O Risk / Return Rank: 61
O Sharpe Ratio Rank: 66
O Sortino Ratio Rank: 56
O Omega Ratio Rank: 55
O Calmar Ratio Rank: 63
O Martin Ratio Rank: 65

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.

CMCT vs. O - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CIM Commercial Trust Corporation (CMCT) 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.

	CMCT	O	Difference
Sharpe ratio Return per unit of total volatility	-0.42	0.79	-1.22
Sortino ratio Return per unit of downside risk	-1.73	1.13	-2.86
Omega ratio Gain probability vs. loss probability	0.78	1.14	-0.36
Calmar ratio Return relative to maximum drawdown	-1.00	1.14	-2.14
Martin ratio Return relative to average drawdown	-1.49	2.88	-4.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CMCT vs. O - Sharpe Ratio Comparison

The current CMCT Sharpe Ratio is -0.42, which is lower than the O Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of CMCT 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.

Sharpe Ratios by Period

	CMCT	O	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.42	0.79	-1.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.70	0.13	-0.83
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.69	0.18	-0.87
Sharpe Ratio (All Time) Calculated using the full available price history	-0.44	0.48	-0.93

Drawdowns

CMCT vs. O - Drawdown Comparison

The maximum CMCT drawdown since its inception was -100.00%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for CMCT and O.

Drawdown Indicators

	CMCT	O	Difference
Max Drawdown Largest peak-to-trough decline	-100.00%	-48.45%	-51.55%
Max Drawdown (1Y) Largest decline over 1 year	-99.74%	-11.10%	-88.64%
Max Drawdown (3Y) Largest decline over 3 years	-100.00%	-26.49%	-73.51%
Max Drawdown (5Y) Largest decline over 5 years	-100.00%	-34.48%	-65.52%
Max Drawdown (10Y) Largest decline over 10 years	-100.00%	-48.28%	-51.72%
Current Drawdown Current decline from peak	-100.00%	-10.44%	-89.56%
Average Drawdown Average peak-to-trough decline	-26.78%	-9.21%	-17.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	66.82%	4.37%	+62.45%

Volatility

CMCT vs. O - Volatility Comparison

CIM Commercial Trust Corporation (CMCT) has a higher volatility of 37.26% compared to Realty Income Corporation (O) at 5.48%. This indicates that CMCT'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.

Volatility by Period

	CMCT	O	Difference
Volatility (1M) Calculated over the trailing 1-month period	37.26%	5.48%	+31.78%
Volatility (6M) Calculated over the trailing 6-month period	194.23%	11.72%	+182.51%
Volatility (1Y) Calculated over the trailing 1-year period	236.06%	15.95%	+220.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	127.54%	18.87%	+108.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	97.19%	25.63%	+71.56%

Dividends

CMCT vs. O - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CMCT CIM Commercial Trust Corporation	0.00%	0.00%	74.07%	9.21%	6.94%	4.08%	2.11%	102.76%	3.29%	18.76%	5.66%	5.63%
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

Frequently Asked Questions

Can I hold both CMCT and O in my portfolio?

CMCT and O have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CMCT or O?

CMCT has higher volatility (37.26%) compared to O (5.48%). In terms of maximum drawdown, CMCT dropped -100.00% vs O's -48.45%.

Which has better risk-adjusted returns?

O currently has the higher Sharpe Ratio (0.79 vs -0.42), 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.