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GLPI vs. O
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GLPI and O is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

GLPI vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gaming and Leisure Properties, Inc. (GLPI) and Realty Income Corporation (O). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
242.20%
123.71%
GLPI
O

Key characteristics

Sharpe Ratio

GLPI:

0.23

O:

-0.09

Sortino Ratio

GLPI:

0.42

O:

-0.01

Omega Ratio

GLPI:

1.06

O:

1.00

Calmar Ratio

GLPI:

0.23

O:

-0.06

Martin Ratio

GLPI:

0.61

O:

-0.20

Ulcer Index

GLPI:

6.57%

O:

8.07%

Daily Std Dev

GLPI:

17.41%

O:

17.46%

Max Drawdown

GLPI:

-69.44%

O:

-48.45%

Current Drawdown

GLPI:

-7.50%

O:

-20.06%

Fundamentals

Market Cap

GLPI:

$13.44B

O:

$47.72B

EPS

GLPI:

$2.86

O:

$1.05

PE Ratio

GLPI:

17.13

O:

51.92

PEG Ratio

GLPI:

8.08

O:

5.69

Total Revenue (TTM)

GLPI:

$1.51B

O:

$5.02B

Gross Profit (TTM)

GLPI:

$1.28B

O:

$3.47B

EBITDA (TTM)

GLPI:

$1.39B

O:

$4.51B

Returns By Period

In the year-to-date period, GLPI achieves a 1.62% return, which is significantly higher than O's -3.24% return. Over the past 10 years, GLPI has outperformed O with an annualized return of 11.77%, while O has yielded a comparatively lower 5.77% annualized return.


GLPI

YTD

1.62%

1M

-5.45%

6M

9.29%

1Y

3.55%

5Y*

7.79%

10Y*

11.77%

O

YTD

-3.24%

1M

-6.77%

6M

2.04%

1Y

-2.03%

5Y*

-0.91%

10Y*

5.77%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GLPI vs. O - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gaming and Leisure Properties, Inc. (GLPI) 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.


Sharpe ratio
The chart of Sharpe ratio for GLPI, currently valued at 0.23, compared to the broader market-4.00-2.000.002.000.23-0.09
The chart of Sortino ratio for GLPI, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.000.42-0.01
The chart of Omega ratio for GLPI, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.00
The chart of Calmar ratio for GLPI, currently valued at 0.23, compared to the broader market0.002.004.006.000.23-0.06
The chart of Martin ratio for GLPI, currently valued at 0.61, compared to the broader market-5.000.005.0010.0015.0020.0025.000.61-0.20
GLPI
O

The current GLPI Sharpe Ratio is 0.23, which is higher than the O Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of GLPI and O, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.23
-0.09
GLPI
O

Dividends

GLPI vs. O - Dividend Comparison

GLPI's dividend yield for the trailing twelve months is around 6.46%, more than O's 5.93% yield.


TTM20232022202120202019201820172016201520142013
GLPI
Gaming and Leisure Properties, Inc.
6.46%6.38%5.38%5.96%3.63%6.36%7.95%6.76%7.58%7.84%48.81%0.00%
O
Realty Income Corporation
5.93%5.33%4.69%3.88%4.51%3.69%4.19%4.45%4.19%4.42%4.59%5.84%

Drawdowns

GLPI vs. O - Drawdown Comparison

The maximum GLPI drawdown since its inception was -69.44%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for GLPI and O. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.50%
-20.06%
GLPI
O

Volatility

GLPI vs. O - Volatility Comparison

Gaming and Leisure Properties, Inc. (GLPI) and Realty Income Corporation (O) have volatilities of 5.20% and 5.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.20%
5.35%
GLPI
O

Financials

GLPI vs. O - Financials Comparison

This section allows you to compare key financial metrics between Gaming and Leisure Properties, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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