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

Performance

FFC vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) 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, FFC achieves a 0.25% return, which is significantly lower than O's 11.54% return. Both investments have delivered pretty close results over the past 10 years, with FFC having a 4.45% annualized return and O not far ahead at 4.46%.


FFC

1D
0.58%
1M
1.54%
YTD
0.25%
6M
0.38%
1Y
7.58%
3Y*
13.11%
5Y*
0.48%
10Y*
4.45%

O

1D
1.57%
1M
-0.35%
YTD
11.54%
6M
12.95%
1Y
11.29%
3Y*
7.35%
5Y*
4.11%
10Y*
4.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFC vs. O - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFC
Flaherty & Crumrine Preferred Securities Income Fund Inc.
0.25%14.30%20.06%-0.28%-25.21%-0.81%15.93%38.76%-11.89%16.63%
O
Realty Income Corporation
11.54%12.20%-2.11%-4.55%-7.38%23.95%-11.60%21.27%15.94%3.67%

Correlation

The correlation between FFC and O is 0.06, 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

0.06

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

0.20

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

0.21

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2003

0.24

The correlation between FFC and O shifts across timeframes, from 0.06 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

FFC:

$4.65

O:

$1.17

PE Ratio

FFC:

3.43

O:

52.40

PEG Ratio

FFC:

0.01

O:

4.27

PS Ratio

FFC:

4.37

O:

7.08

Total Revenue (TTM)

FFC:

$175.72M

O:

$5.92B

Gross Profit (TTM)

FFC:

$167.87M

O:

$3.89B

EBITDA (TTM)

FFC:

$163.11M

O:

$3.93B

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Return for Risk

FFC vs. O — Risk / Return Rank

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

FFC
FFC Risk / Return Rank: 6363
Overall Rank
FFC Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FFC Sortino Ratio Rank: 5959
Sortino Ratio Rank
FFC Omega Ratio Rank: 6060
Omega Ratio Rank
FFC Calmar Ratio Rank: 5959
Calmar Ratio Rank
FFC Martin Ratio Rank: 6767
Martin Ratio Rank

O
O Risk / Return Rank: 6161
Overall Rank
O Sharpe Ratio Rank: 6565
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: 6464
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.

FFC vs. O - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) 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.


FFCODifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.16

1.12

+0.04

Calmar ratioReturn relative to maximum drawdown

0.75

1.02

-0.27

Martin ratioReturn relative to average drawdown

2.79

2.38

+0.40

FFC vs. O - Sharpe Ratio Comparison

The current FFC Sharpe Ratio is 0.79, which is comparable to the O Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of FFC 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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Drawdowns

FFC vs. O - Drawdown Comparison

The maximum FFC drawdown since its inception was -77.72%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for FFC and O.


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Drawdown Indicators


FFCODifference

Max Drawdown

Largest peak-to-trough decline

-77.72%

-48.45%

-29.27%

Max Drawdown (1Y)

Largest decline over 1 year

-10.12%

-11.10%

+0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-13.13%

-26.49%

+13.36%

Max Drawdown (5Y)

Largest decline over 5 years

-39.57%

-34.48%

-5.09%

Max Drawdown (10Y)

Largest decline over 10 years

-54.06%

-48.28%

-5.78%

Current Drawdown

Current decline from peak

-2.71%

-7.72%

+5.01%

Average Drawdown

Average peak-to-trough decline

-10.63%

-9.20%

-1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

4.76%

-2.03%

Volatility

FFC vs. O - Volatility Comparison

The current volatility for Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) is 2.54%, while Realty Income Corporation (O) has a volatility of 5.97%. This indicates that FFC experiences smaller price fluctuations and is considered to be less risky 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


FFCODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

5.97%

-3.43%

Volatility (6M)

Calculated over the trailing 6-month period

7.84%

12.17%

-4.33%

Volatility (1Y)

Calculated over the trailing 1-year period

9.62%

16.50%

-6.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.31%

18.92%

-3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.75%

25.66%

-2.91%

Dividends

FFC vs. O - Dividend Comparison

FFC's dividend yield for the trailing twelve months is around 7.66%, more than O's 5.26% yield.


PositionTTM20252024202320222021202020192018201720162015
FFC
Flaherty & Crumrine Preferred Securities Income Fund Inc.
7.66%7.08%6.97%7.54%9.11%7.03%6.18%6.27%8.21%7.29%8.62%8.14%
O
Realty Income Corporation
5.26%6.19%5.37%5.33%4.68%3.87%4.51%3.69%4.19%4.45%4.18%4.41%

Financials

FFC vs. O - Financials Comparison

This section allows you to compare key financial metrics between Flaherty & Crumrine Preferred Securities Income Fund 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


0.00500.00M1.00B1.50BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
45.39M
1.55B
(FFC) Total Revenue
(O) Total Revenue
Values in USD except per share items

Frequently Asked Questions


FFC and O have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

O has higher volatility (5.97%) compared to FFC (2.54%). In terms of maximum drawdown, FFC dropped -77.72% vs O's -48.45%.

FFC currently has the higher Sharpe Ratio (0.79 vs 0.69), 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.

Portfolio Optimizer

Find the right allocation for FFC 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.

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