IMBBY vs. O
IMBBY (Imperial Brands PLC) and O (Realty Income Corporation) are both stocks. IMBBY operates in Tobacco (Consumer Defensive), while O operates in REIT - Retail (Real Estate). Over the past 10 years, IMBBY returned 3.17%/yr vs 4.62%/yr for O. At a 0.26 correlation, their price movements are largely independent.
Performance
IMBBY vs. O - Performance Comparison
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Returns By Period
In the year-to-date period, IMBBY achieves a -11.12% return, which is significantly lower than O's 8.60% return. Over the past 10 years, IMBBY has underperformed O with an annualized return of 3.17%, while O has yielded a comparatively higher 4.62% annualized return.
IMBBY
- 1D
- -0.44%
- 1M
- -3.76%
- YTD
- -11.12%
- 6M
- -13.18%
- 1Y
- -0.79%
- 3Y*
- 26.85%
- 5Y*
- 17.37%
- 10Y*
- 3.17%
O
- 1D
- 0.60%
- 1M
- -5.70%
- YTD
- 8.60%
- 6M
- 6.98%
- 1Y
- 11.79%
- 3Y*
- 5.84%
- 5Y*
- 2.60%
- 10Y*
- 4.62%
IMBBY vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMBBY Imperial Brands PLC | -11.12% | 38.90% | 47.56% | 0.53% | 22.09% | 14.14% | -6.19% | -10.65% | -23.41% | 2.89% |
O Realty Income Corporation | 8.60% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
Correlation
The correlation between IMBBY and O is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.26 |
Fundamentals
IMBBY:
$5.30
O:
$1.17
IMBBY:
6.85
O:
51.02
IMBBY:
2.75
O:
4.15
IMBBY:
0.78
O:
6.89
IMBBY:
$38.07B
O:
$5.92B
IMBBY:
$13.55B
O:
$3.89B
IMBBY:
$8.33B
O:
$3.93B
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Return for Risk
IMBBY vs. O — Risk / Return Rank
IMBBY
O
IMBBY vs. O - Risk-Adjusted Trends 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.
| IMBBY | O | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.04 | 0.74 | -0.78 |
Sortino ratioReturn per unit of downside risk | 0.09 | 1.07 | -0.98 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.13 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.05 | 1.10 | -1.06 |
Martin ratioReturn relative to average drawdown | 0.12 | 2.83 | -2.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IMBBY | O | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 0.74 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.14 | +0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.18 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.48 | -0.33 |
Drawdowns
IMBBY vs. O - Drawdown Comparison
The maximum IMBBY drawdown since its inception was -65.19%, 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.
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Drawdown Indicators
| IMBBY | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.19% | -48.45% | -16.74% |
Max Drawdown (1Y)Largest decline over 1 year | -18.45% | -11.10% | -7.35% |
Max Drawdown (3Y)Largest decline over 3 years | -18.89% | -26.49% | +7.60% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | -34.48% | +12.82% |
Max Drawdown (10Y)Largest decline over 10 years | -64.99% | -48.28% | -16.71% |
Current DrawdownCurrent decline from peak | -18.02% | -10.15% | -7.87% |
Average DrawdownAverage peak-to-trough decline | -26.22% | -9.21% | -17.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.17% | 4.32% | +2.85% |
Volatility
IMBBY vs. O - Volatility Comparison
Imperial Brands PLC (IMBBY) has a higher volatility of 7.54% compared to Realty Income Corporation (O) at 5.49%. This indicates that IMBBY'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.
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Volatility by Period
| IMBBY | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 5.49% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 16.20% | 11.72% | +4.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.73% | 15.95% | +4.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.03% | 18.87% | +2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.33% | 25.63% | -1.30% |
Dividends
IMBBY vs. O - Dividend Comparison
IMBBY's dividend yield for the trailing twelve months is around 5.98%, more than O's 5.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMBBY Imperial Brands PLC | 5.98% | 5.37% | 6.04% | 7.62% | 7.03% | 8.58% | 9.92% | 10.41% | 7.93% | 5.03% | 4.54% | 0.00% |
O Realty Income Corporation | 5.40% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
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
IMBBY vs. O - Profitability Comparison
IMBBY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Imperial Brands PLC reported a gross profit of 3.04B and revenue of 9.22B. Therefore, the gross margin over that period was 33.0%.
O - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported a gross profit of 0.00 and revenue of 1.55B. Therefore, the gross margin over that period was 0.0%.
IMBBY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Imperial Brands PLC reported an operating income of 1.47B and revenue of 9.22B, resulting in an operating margin of 15.9%.
O - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported an operating income of 0.00 and revenue of 1.55B, resulting in an operating margin of 0.0%.
IMBBY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Imperial Brands PLC reported a net income of 482.14M and revenue of 9.22B, resulting in a net margin of 5.2%.
O - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported a net income of -9.17M and revenue of 1.55B, resulting in a net margin of -0.6%.
Frequently Asked Questions
IMBBY and O have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMBBY has higher volatility (7.54%) compared to O (5.49%). In terms of maximum drawdown, IMBBY dropped -65.19% vs O's -48.45%.
O currently has the higher Sharpe Ratio (0.74 vs -0.04), 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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