ICF vs. O
Compare and contrast key facts about iShares Cohen & Steers REIT ETF (ICF) and Realty Income Corporation (O).
ICF is a passively managed fund by iShares that tracks the performance of the Cohen & Steers Realty Majors Index. It was launched on Jan 29, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICF or O.
Correlation
The correlation between ICF and O is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ICF vs. O - Performance Comparison
Key characteristics
ICF:
0.41
O:
-0.09
ICF:
0.66
O:
-0.01
ICF:
1.08
O:
1.00
ICF:
0.25
O:
-0.06
ICF:
1.49
O:
-0.20
ICF:
4.46%
O:
8.07%
ICF:
16.09%
O:
17.46%
ICF:
-76.73%
O:
-48.45%
ICF:
-14.74%
O:
-20.06%
Returns By Period
In the year-to-date period, ICF achieves a 4.57% return, which is significantly higher than O's -3.24% return. Over the past 10 years, ICF has underperformed O with an annualized return of 5.02%, while O has yielded a comparatively higher 5.77% annualized return.
ICF
4.57%
-5.86%
7.24%
5.69%
3.36%
5.02%
O
-3.24%
-6.77%
2.04%
-2.03%
-0.91%
5.77%
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Risk-Adjusted Performance
ICF vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Cohen & Steers REIT ETF (ICF) 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
ICF vs. O - Dividend Comparison
ICF's dividend yield for the trailing twelve months is around 2.68%, less than O's 5.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICF iShares Cohen & Steers REIT ETF | 2.68% | 2.76% | 2.64% | 1.82% | 2.38% | 2.55% | 3.20% | 3.10% | 4.32% | 3.30% | 3.00% | 3.41% |
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
ICF vs. O - Drawdown Comparison
The maximum ICF drawdown since its inception was -76.73%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for ICF and O. For additional features, visit the drawdowns tool.
Volatility
ICF vs. O - Volatility Comparison
iShares Cohen & Steers REIT ETF (ICF) and Realty Income Corporation (O) have volatilities of 5.46% 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.