HBI vs. O
Compare and contrast key facts about Hanesbrands Inc. (HBI) and Realty Income Corporation (O).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HBI or O.
Performance
HBI vs. O - Performance Comparison
Returns By Period
In the year-to-date period, HBI achieves a 83.63% return, which is significantly higher than O's 4.70% return. Over the past 10 years, HBI has underperformed O with an annualized return of -9.16%, while O has yielded a comparatively higher 7.08% annualized return.
HBI
83.63%
15.68%
65.79%
116.67%
-8.91%
-9.16%
O
4.70%
-9.50%
12.72%
13.83%
-0.38%
7.08%
Fundamentals
| HBI | O | |
|---|---|---|
| Market Cap | $2.98B | $49.78B |
| EPS | -$0.24 | $1.05 |
| PEG Ratio | 0.19 | 5.94 |
| Total Revenue (TTM) | $4.39B | $5.02B |
| Gross Profit (TTM) | $1.75B | $2.87B |
| EBITDA (TTM) | $281.74M | $4.51B |
Key characteristics
| HBI | O | |
|---|---|---|
| Sharpe Ratio | 1.95 | 0.75 |
| Sortino Ratio | 2.70 | 1.15 |
| Omega Ratio | 1.33 | 1.14 |
| Calmar Ratio | 1.27 | 0.52 |
| Martin Ratio | 11.41 | 1.87 |
| Ulcer Index | 9.59% | 7.12% |
| Daily Std Dev | 56.02% | 17.66% |
| Max Drawdown | -86.52% | -48.57% |
| Current Drawdown | -69.08% | -13.44% |
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Correlation
The correlation between HBI and O is 0.30, 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.
Risk-Adjusted Performance
HBI vs. O - Risk-Adjusted Performance 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.
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 5.44%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HBI Hanesbrands Inc. | 0.00% | 0.00% | 9.43% | 3.59% | 4.12% | 4.04% | 4.79% | 2.87% | 2.04% | 1.36% | 1.08% | 0.85% |
O Realty Income Corporation | 5.44% | 5.40% | 4.69% | 3.59% | 4.10% | 3.36% | 3.81% | 4.05% | 3.81% | 4.02% | 4.18% | 5.31% |
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 -48.57%. Use the drawdown chart below to compare losses from any high point for HBI and O. For additional features, visit the drawdowns tool.
Volatility
HBI vs. O - Volatility Comparison
Hanesbrands Inc. (HBI) has a higher volatility of 19.40% compared to Realty Income Corporation (O) at 6.03%. This indicates that HBI'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.
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.
Total Revenue: Total amount of money received from sales and other business activities