IMBBY vs. O
Compare and contrast key facts about Imperial Brands PLC (IMBBY) and Realty Income Corporation (O).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMBBY or O.
Key characteristics
| IMBBY | O | |
|---|---|---|
| YTD Return | 34.88% | 3.81% |
| 1Y Return | 41.74% | 15.38% |
| 3Y Return (Ann) | 20.87% | -2.09% |
| 5Y Return (Ann) | 15.41% | -0.78% |
| 10Y Return (Ann) | 3.05% | 7.32% |
| Sharpe Ratio | 2.50 | 1.13 |
| Sortino Ratio | 3.42 | 1.68 |
| Omega Ratio | 1.46 | 1.21 |
| Calmar Ratio | 1.49 | 0.80 |
| Martin Ratio | 11.16 | 2.98 |
| Ulcer Index | 4.00% | 6.89% |
| Daily Std Dev | 17.90% | 18.15% |
| Max Drawdown | -65.18% | -48.45% |
| Current Drawdown | -3.54% | -14.24% |
Fundamentals
| IMBBY | O | |
|---|---|---|
| Market Cap | $25.48B | $49.90B |
| EPS | $2.96 | $1.05 |
| PE Ratio | 10.15 | 54.30 |
| PEG Ratio | 16.61 | 5.79 |
Correlation
The correlation between IMBBY and O is 0.20, 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.
Performance
IMBBY vs. O - Performance Comparison
In the year-to-date period, IMBBY achieves a 34.88% return, which is significantly higher than O's 3.81% return. Over the past 10 years, IMBBY has underperformed O with an annualized return of 3.05%, while O has yielded a comparatively higher 7.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
IMBBY vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Imperial Brands PLC (IMBBY) 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
IMBBY vs. O - Dividend Comparison
IMBBY's dividend yield for the trailing twelve months is around 6.25%, more than O's 5.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMBBY Imperial Brands PLC | 6.25% | 7.61% | 7.03% | 8.61% | 9.98% | 10.46% | 7.98% | 4.86% | 4.77% | 5.37% | 4.45% | 4.47% |
O Realty Income Corporation | 5.48% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
Drawdowns
IMBBY vs. O - Drawdown Comparison
The maximum IMBBY drawdown since its inception was -65.18%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for IMBBY and O. For additional features, visit the drawdowns tool.
Volatility
IMBBY vs. O - Volatility Comparison
The current volatility for Imperial Brands PLC (IMBBY) is 5.71%, while Realty Income Corporation (O) has a volatility of 6.21%. This indicates that IMBBY 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.
Financials
IMBBY vs. O - Financials Comparison
This section allows you to compare key financial metrics between Imperial Brands PLC 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