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

Performance

HBI vs. O - Performance Comparison

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

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HBI vs. O - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HBI
Hanesbrands Inc.
0.00%-20.52%82.51%-29.87%-59.62%18.43%3.22%22.90%-38.04%-0.28%
O
Realty Income Corporation
9.95%12.20%-2.11%-4.55%-7.38%23.95%-11.60%21.27%15.94%3.67%

Fundamentals

EPS

HBI:

$0.93

O:

$1.75

PE Ratio

HBI:

6.99

O:

35.04

PEG Ratio

HBI:

0.04

O:

7.18

PS Ratio

HBI:

0.67

O:

6.45

Total Revenue (TTM)

HBI:

$3.44B

O:

$5.75B

Gross Profit (TTM)

HBI:

$1.44B

O:

-$3.85B

EBITDA (TTM)

HBI:

$443.84M

O:

$4.22B

Returns By Period

Over the past 10 years, HBI has underperformed O with an annualized return of -11.55%, while O has yielded a comparatively higher 4.95% annualized return.


HBI

1D
0.00%
1M
0.00%
YTD
0.00%
6M
-1.82%
1Y
12.13%
3Y*
7.15%
5Y*
-18.34%
10Y*
-11.55%

O

1D
0.49%
1M
-8.28%
YTD
9.95%
6M
3.87%
1Y
11.95%
3Y*
4.50%
5Y*
4.55%
10Y*
4.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HBI vs. O — Risk / Return Rank

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

HBI
HBI Risk / Return Rank: 4545
Overall Rank
HBI Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HBI Sortino Ratio Rank: 5454
Sortino Ratio Rank
HBI Omega Ratio Rank: 5757
Omega Ratio Rank
HBI Calmar Ratio Rank: 2828
Calmar Ratio Rank
HBI Martin Ratio Rank: 3131
Martin Ratio Rank

O
O Risk / Return Rank: 6565
Overall Rank
O Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
O Sortino Ratio Rank: 5858
Sortino Ratio Rank
O Omega Ratio Rank: 5656
Omega Ratio Rank
O Calmar Ratio Rank: 7070
Calmar Ratio Rank
O Martin Ratio Rank: 7373
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.

HBI vs. O - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hanesbrands Inc. (HBI) 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.


HBIODifference

Sharpe ratio

Return per unit of total volatility

0.30

0.71

-0.42

Sortino ratio

Return per unit of downside risk

0.89

1.05

-0.16

Omega ratio

Gain probability vs. loss probability

1.14

1.13

+0.01

Calmar ratio

Return relative to maximum drawdown

-0.42

1.33

-1.74

Martin ratio

Return relative to average drawdown

-0.66

3.97

-4.62

HBI vs. O - Sharpe Ratio Comparison

The current HBI Sharpe Ratio is 0.30, which is lower than the O Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of HBI 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.


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Sharpe Ratios by Period


HBIODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.71

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

0.24

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.25

0.19

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.49

-0.43

Correlation

The correlation between HBI and O is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HBI vs. O - Dividend Comparison

HBI has not paid dividends to shareholders, while O's dividend yield for the trailing twelve months is around 5.72%.


TTM20252024202320222021202020192018201720162015
HBI
Hanesbrands Inc.
0.00%0.00%0.00%0.00%9.43%3.59%4.12%4.04%4.79%2.87%2.04%11.55%
O
Realty Income Corporation
5.72%6.19%5.37%5.33%4.68%3.87%4.51%3.69%4.19%4.45%4.18%4.41%

Drawdowns

HBI vs. O - Drawdown Comparison

The maximum HBI drawdown since its inception was -86.52%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for HBI and O.


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Drawdown Indicators


HBIODifference

Max Drawdown

Largest peak-to-trough decline

-86.52%

-48.45%

-38.07%

Max Drawdown (1Y)

Largest decline over 1 year

-31.60%

-11.10%

-20.50%

Max Drawdown (5Y)

Largest decline over 5 years

-82.65%

-34.48%

-48.17%

Max Drawdown (10Y)

Largest decline over 10 years

-84.44%

-48.28%

-36.16%

Current Drawdown

Current decline from peak

-75.57%

-9.04%

-66.53%

Average Drawdown

Average peak-to-trough decline

-37.33%

-9.22%

-28.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.49%

3.71%

+29.78%

Volatility

HBI vs. O - Volatility Comparison

The current volatility for Hanesbrands Inc. (HBI) is 0.00%, while Realty Income Corporation (O) has a volatility of 4.40%. This indicates that HBI 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


HBIODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

4.40%

-4.40%

Volatility (6M)

Calculated over the trailing 6-month period

31.43%

11.26%

+20.17%

Volatility (1Y)

Calculated over the trailing 1-year period

51.14%

16.98%

+34.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.27%

18.92%

+31.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.20%

25.70%

+21.50%

Financials

HBI vs. O - Financials Comparison

This section allows you to compare key financial metrics between Hanesbrands 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


500.00M1.00B1.50B2.00B2022202320242025
891.68M
1.49B
(HBI) Total Revenue
(O) Total Revenue
Values in USD except per share items