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IFRA vs. O
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IFRA vs. O

Last updated Jun 14, 2026

IFRA (iShares U.S. Infrastructure ETF) is Industrials Equities fund tracking the NYSE FactSet U.S. Infrastructure Index, while O (Realty Income Corporation) is a stock. Over the past 5 years, IFRA returned 13.16%/yr vs 3.49%/yr for O. At a 0.44 correlation, their price movements are largely independent.

Performance

IFRA vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Infrastructure ETF (IFRA) 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, IFRA achieves a 18.48% return, which is significantly higher than O's 13.70% return.

IFRA

1D
1.29%
1M
2.41%
YTD
18.48%
6M
17.32%
1Y
31.06%
3Y*
19.49%
5Y*
13.16%
10Y*
—

O

1D
1.31%
1M
3.07%
YTD
13.70%
6M
11.57%
1Y
14.88%
3Y*
6.59%
5Y*
3.49%
10Y*
4.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IFRA vs. O - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
IFRA
iShares U.S. Infrastructure ETF		18.48%15.90%17.02%13.42%-3.32%29.81%7.37%27.00%-7.97%
O
Realty Income Corporation		13.70%12.20%-2.11%-4.55%-7.38%23.95%-11.60%21.27%24.43%

Correlation

The correlation between IFRA and O is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.35

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

0.40

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

0.48

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2018

0.44

The correlation between IFRA and O shifts across timeframes, from 0.35 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares U.S. Infrastructure ETF

Realty Income Corporation

Often compared with IFRA:
IFRA vs. PAVEIFRA vs. IGFIFRA vs. NFRAIFRA vs. GIIIFRA vs. VOOIFRA vs. FNDAIFRA vs. IYH
Often compared with O:
O vs. SCHDO vs. AGNCO vs. JEPIO vs. NNNO vs. WPCO vs. ADCO vs. MO

Return for Risk

IFRA vs. O — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IFRA
IFRA Risk / Return Rank: 7373
Overall Rank
IFRA Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IFRA Sortino Ratio Rank: 7575
Sortino Ratio Rank
IFRA Omega Ratio Rank: 6363
Omega Ratio Rank
IFRA Calmar Ratio Rank: 7878
Calmar Ratio Rank
IFRA Martin Ratio Rank: 7878
Martin Ratio Rank
O
O Risk / Return Rank: 6666
Overall Rank
O Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
O Sortino Ratio Rank: 6262
Sortino Ratio Rank
O Omega Ratio Rank: 6161
Omega Ratio Rank
O Calmar Ratio Rank: 6868
Calmar Ratio Rank
O Martin Ratio Rank: 6969
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.

IFRA vs. O - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Infrastructure ETF (IFRA) 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.

IFRAODifference
Sharpe ratioReturn per unit of total volatility
1.97
0.88

+1.09

Sortino ratioReturn per unit of downside risk
2.89
1.26

+1.63

Omega ratioGain probability vs. loss probability

1.33

1.15

+0.18

Calmar ratioReturn relative to maximum drawdown

3.55

1.29

+2.26

Martin ratioReturn relative to average drawdown

12.99

3.12

+9.87

IFRA vs. O - Sharpe Ratio Comparison

The current IFRA Sharpe Ratio is 1.97, which is higher than the O Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of IFRA 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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Drawdowns

IFRA vs. O - Drawdown Comparison

The maximum IFRA drawdown since its inception was -41.06%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for IFRA and O.

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Drawdown Indicators

IFRAODifference

Max Drawdown

Largest peak-to-trough decline

-41.06%

-48.45%

+7.39%

Max Drawdown (1Y)

Largest decline over 1 year

-8.40%

-11.10%

+2.70%

Max Drawdown (3Y)

Largest decline over 3 years

-19.93%

-26.49%

+6.56%

Max Drawdown (5Y)

Largest decline over 5 years

-19.93%

-34.48%

+14.55%

Max Drawdown (10Y)

Largest decline over 10 years

—

-48.28%

—

Current Drawdown

Current decline from peak

-1.30%

-5.94%

+4.64%

Average Drawdown

Average peak-to-trough decline

-5.13%

-9.20%

+4.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

4.58%

-2.28%

Volatility

IFRA vs. O - Volatility Comparison

iShares U.S. Infrastructure ETF (IFRA) and Realty Income Corporation (O) have volatilities of 5.38% and 5.29%, 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.

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Volatility by Period

IFRAODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

5.29%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

11.69%

11.98%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

15.13%

16.21%

-1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.98%

18.92%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.37%

25.64%

-4.27%

Dividends

IFRA vs. O - Dividend Comparison

IFRA's dividend yield for the trailing twelve months is around 1.57%, less than O's 5.16% yield.

PositionTTM20252024202320222021202020192018201720162015
IFRA
iShares U.S. Infrastructure ETF		1.57%1.84%1.75%1.98%1.98%1.63%2.08%1.68%2.50%0.00%0.00%0.00%
O
Realty Income Corporation		5.16%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

IFRA and O have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IFRA has higher volatility (5.38%) compared to O (5.29%). In terms of maximum drawdown, IFRA dropped -41.06% vs O's -48.45%.

IFRA currently has the higher Sharpe Ratio (1.97 vs 0.88), 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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