CMCT vs. O
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 -63.14%/yr vs 4.08%/yr for O. At a 0.07 correlation, their price movements are largely independent.
Performance
CMCT vs. O - Performance Comparison
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Returns By Period
In the year-to-date period, CMCT achieves a -99.13% return, which is significantly lower than O's 14.28% return. Over the past 10 years, CMCT has underperformed O with an annualized return of -63.14%, while O has yielded a comparatively higher 4.08% annualized return.
CMCT
- 1D
- -1.23%
- 1M
- -29.30%
- YTD
- -99.13%
- 6M
- -99.18%
- 1Y
- -99.64%
- 3Y*
- -96.91%
- 5Y*
- -88.74%
- 10Y*
- -63.14%
O
- 1D
- -0.13%
- 1M
- 2.87%
- YTD
- 14.28%
- 6M
- 13.93%
- 1Y
- 16.70%
- 3Y*
- 7.45%
- 5Y*
- 4.63%
- 10Y*
- 4.08%
CMCT vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMCT CIM Commercial Trust Corporation | -99.13% | -93.40% | -93.44% | -18.23% | -29.70% | -46.52% | 0.98% | 225.75% | -17.95% | 50.91% |
O Realty Income Corporation | 14.28% | 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 -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 1995 | 0.07 |
The correlation between CMCT and O shifts across timeframes, from -0.03 (1 year) to 0.11 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CMCT:
-$93.65
O:
$1.32
CMCT:
0.02
O:
6.46
CMCT:
$113.79M
O:
$5.92B
CMCT:
-$25.50M
O:
$3.89B
CMCT:
$7.05M
O:
$3.93B
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Return for Risk
CMCT vs. O — Risk / Return Rank
CMCT
O
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.
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.
| CMCT | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.45 | ||
| Sortino ratioReturn per unit of downside risk | -3.25 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.18 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -1.00 | 1.51 | -2.51 |
| Martin ratioReturn relative to average drawdown | -1.42 | 3.48 | -4.90 |
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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.
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Drawdown Indicators
| CMCT | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -48.45% | -51.55% |
Max Drawdown (1Y)Largest decline over 1 year | -99.75% | -11.10% | -88.65% |
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 DrawdownCurrent decline from peak | -100.00% | -5.46% | -94.54% |
Average DrawdownAverage peak-to-trough decline | -25.48% | -9.20% | -16.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 69.95% | 4.81% | +65.14% |
Volatility
CMCT vs. O - Volatility Comparison
CIM Commercial Trust Corporation (CMCT) has a higher volatility of 45.79% compared to Realty Income Corporation (O) at 6.12%. 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.
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Volatility by Period
| CMCT | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 45.79% | 6.12% | +39.67% |
Volatility (6M)Calculated over the trailing 6-month period | 180.75% | 12.11% | +168.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 236.32% | 16.41% | +219.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 128.53% | 18.92% | +109.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.31% | 25.65% | +86.66% |
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 5.13%.
| 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% | 99.31% | 3.29% | 18.76% | 5.66% | 5.63% |
O Realty Income Corporation | 5.13% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
Financials
CMCT vs. O - Financials Comparison
This section allows you to compare key financial metrics between CIM Commercial Trust Corporation 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
Frequently Asked Questions
CMCT and O have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMCT has higher volatility (45.79%) compared to O (6.12%). In terms of maximum drawdown, CMCT dropped -100.00% vs O's -48.45%.
O currently has the higher Sharpe Ratio (1.02 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.
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