HYIN vs. O
HYIN (WisdomTree Alternative Income Fund) is Diversified Portfolio fund tracking the Gapstow Liquid Alternative Credit Index, while O (Realty Income Corporation) is a stock. Over the past 5 years, HYIN returned -0.52%/yr vs 3.45%/yr for O. Their 0.44 correlation means their historical movements had little consistent relationship.
Performance
HYIN vs. O - Performance Comparison
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Returns By Period
In the year-to-date period, HYIN achieves a -5.41% return, which is significantly lower than O's 14.63% return.
HYIN
- 1D
- -1.09%
- 1M
- -0.68%
- 6M
- -4.29%
- YTD
- -5.41%
- 1Y
- -7.37%
- 3Y*
- 1.94%
- 5Y*
- -0.52%
- 10Y*
- —
- ALL TIME*
- -0.03%
O
- 1D
- -0.32%
- 1M
- -0.36%
- 6M
- 3.00%
- YTD
- 14.63%
- 1Y
- 15.62%
- 3Y*
- 7.75%
- 5Y*
- 3.45%
- 10Y*
- 4.25%
- ALL TIME*
- 13.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $308.54K | $257.38K | $300.22K | |
| $317.96M | $326.04M | $365.31M |
HYIN vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
HYIN WisdomTree Alternative Income Fund | -5.41% | -0.46% | 7.39% | 21.84% | -21.14% | 2.73% |
O Realty Income Corporation | 14.63% | 12.20% | -2.11% | -4.55% | -7.38% | 13.10% |
Correlation
The correlation between HYIN and O is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.37 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.44 |
Correlation (All Time) Calculated using the full available price history since May 6, 2021 | 0.44 |
Over the past year, the correlation between HYIN and O has dropped to 0.21 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
HYIN vs. O — Risk / Return Rank
HYIN
O
HYIN vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Alternative Income Fund (HYIN) 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.
| HYIN | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.17 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 1.41 | -1.89 |
| Martin ratioReturn relative to average drawdown | -0.86 | 3.20 | -4.05 |
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Drawdowns
HYIN vs. O - Drawdown Comparison
The maximum HYIN drawdown since its inception was -31.10%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for HYIN and O.
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Drawdown Indicators
| HYIN | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.10% | -48.45% | +17.35% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -11.10% | -4.42% |
Max Drawdown (3Y)Largest decline over 3 years | -15.85% | -22.36% | +6.51% |
Max Drawdown (5Y)Largest decline over 5 years | -31.10% | -34.48% | +3.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.28% | — |
Current DrawdownCurrent decline from peak | -11.22% | -5.16% | -6.06% |
Average DrawdownAverage peak-to-trough decline | -9.09% | -9.18% | +0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.60% | 4.90% | +3.70% |
Volatility
HYIN vs. O - Volatility Comparison
The current volatility for WisdomTree Alternative Income Fund (HYIN) is 4.08%, while Realty Income Corporation (O) has a volatility of 5.29%. This indicates that HYIN 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
| HYIN | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 5.29% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.13% | 12.79% | -2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.18% | 16.46% | -3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 19.04% | -2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.67% | 25.65% | -8.98% |
Dividends
HYIN vs. O - Dividend Comparison
HYIN's dividend yield for the trailing twelve months is around 13.44%, more than O's 5.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HYIN WisdomTree Alternative Income Fund | 13.44% | 12.58% | 12.59% | 11.71% | 11.34% | 4.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
O Realty Income Corporation | 5.17% | 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
HYIN and O have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
O has higher volatility (5.29%) compared to HYIN (4.08%). In terms of maximum drawdown, HYIN dropped -31.10% vs O's -48.45%.
O currently has the higher Sharpe Ratio (0.95 vs -0.56), 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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