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GNOM vs. O
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GNOM vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Genomics & Biotechnology ETF (GNOM) 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, GNOM achieves a 11.56% return, which is significantly higher than O's 8.31% return.


GNOM

1D
3.47%
1M
11.33%
YTD
11.56%
6M
9.34%
1Y
57.90%
3Y*
0.45%
5Y*
-9.59%
10Y*

O

1D
0.05%
1M
-5.60%
YTD
8.31%
6M
5.39%
1Y
12.81%
3Y*
5.58%
5Y*
2.48%
10Y*
4.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GNOM vs. O - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GNOM
Global X Genomics & Biotechnology ETF
11.56%18.65%-15.99%-8.63%-36.27%-15.93%51.52%1.56%
O
Realty Income Corporation
8.31%12.20%-2.11%-4.55%-7.38%23.95%-11.60%5.50%

Correlation

The correlation between GNOM and O is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.22

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

0.27

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2019

0.24

The correlation between GNOM and O shifts across timeframes, from 0.11 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GNOM vs. O — Risk / Return Rank

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

GNOM
GNOM Risk / Return Rank: 6262
Overall Rank
GNOM Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GNOM Sortino Ratio Rank: 6868
Sortino Ratio Rank
GNOM Omega Ratio Rank: 5858
Omega Ratio Rank
GNOM Calmar Ratio Rank: 6666
Calmar Ratio Rank
GNOM Martin Ratio Rank: 5454
Martin Ratio Rank

O
O Risk / Return Rank: 6363
Overall Rank
O Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
O Sortino Ratio Rank: 5858
Sortino Ratio Rank
O Omega Ratio Rank: 5757
Omega Ratio Rank
O Calmar Ratio Rank: 6565
Calmar Ratio Rank
O Martin Ratio Rank: 6666
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.

GNOM vs. O - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Genomics & Biotechnology ETF (GNOM) 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.


GNOMODifference
Sharpe ratioReturn per unit of total volatility

+1.38

Sortino ratioReturn per unit of downside risk

+1.91

Omega ratioGain probability vs. loss probability

1.35

1.14

+0.21

Calmar ratioReturn relative to maximum drawdown

3.20

1.16

+2.04

Martin ratioReturn relative to average drawdown

9.21

2.91

+6.31

GNOM vs. O - Sharpe Ratio Comparison

The current GNOM Sharpe Ratio is 2.18, which is higher than the O Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of GNOM 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


GNOMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

0.81

+1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

0.13

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.48

-0.56

Drawdowns

GNOM vs. O - Drawdown Comparison

The maximum GNOM drawdown since its inception was -75.00%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for GNOM and O.


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Drawdown Indicators


GNOMODifference

Max Drawdown

Largest peak-to-trough decline

-75.00%

-48.45%

-26.55%

Max Drawdown (1Y)

Largest decline over 1 year

-18.17%

-11.10%

-7.07%

Max Drawdown (3Y)

Largest decline over 3 years

-46.47%

-26.49%

-19.98%

Max Drawdown (5Y)

Largest decline over 5 years

-72.29%

-34.48%

-37.81%

Max Drawdown (10Y)

Largest decline over 10 years

-48.28%

Current Drawdown

Current decline from peak

-53.90%

-10.39%

-43.51%

Average Drawdown

Average peak-to-trough decline

-40.56%

-9.21%

-31.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.30%

4.42%

+1.88%

Volatility

GNOM vs. O - Volatility Comparison

Global X Genomics & Biotechnology ETF (GNOM) has a higher volatility of 8.77% compared to Realty Income Corporation (O) at 5.47%. This indicates that GNOM'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


GNOMODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.77%

5.47%

+3.30%

Volatility (6M)

Calculated over the trailing 6-month period

19.72%

11.72%

+8.00%

Volatility (1Y)

Calculated over the trailing 1-year period

26.66%

15.92%

+10.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.61%

18.87%

+14.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.19%

25.62%

+8.57%

Dividends

GNOM vs. O - Dividend Comparison

GNOM's dividend yield for the trailing twelve months is around 1.23%, less than O's 5.42% yield.


PositionTTM20252024202320222021202020192018201720162015
GNOM
Global X Genomics & Biotechnology ETF
1.23%1.37%0.00%0.00%0.00%0.03%0.14%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%

Frequently Asked Questions


GNOM and O have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GNOM has higher volatility (8.77%) compared to O (5.47%). In terms of maximum drawdown, GNOM dropped -75.00% vs O's -48.45%.

GNOM currently has the higher Sharpe Ratio (2.18 vs 0.81), 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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