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INGR vs. O
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

INGR vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ingredion Incorporated (INGR) and Realty Income Corporation (O). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
26.03%
13.12%
INGR
O

Returns By Period

In the year-to-date period, INGR achieves a 37.59% return, which is significantly higher than O's 4.81% return. Over the past 10 years, INGR has outperformed O with an annualized return of 8.57%, while O has yielded a comparatively lower 7.08% annualized return.


INGR

YTD

37.59%

1M

7.72%

6M

26.03%

1Y

44.27%

5Y (annualized)

15.39%

10Y (annualized)

8.57%

O

YTD

4.81%

1M

-10.18%

6M

13.12%

1Y

13.94%

5Y (annualized)

-0.35%

10Y (annualized)

7.08%

Fundamentals


INGRO
Market Cap$9.28B$49.78B
EPS$10.27$1.05
PE Ratio13.8654.17
PEG Ratio1.825.94
Total Revenue (TTM)$7.55B$5.02B
Gross Profit (TTM)$1.88B$2.87B
EBITDA (TTM)$1.24B$4.51B

Key characteristics


INGRO
Sharpe Ratio1.910.79
Sortino Ratio3.571.20
Omega Ratio1.461.15
Calmar Ratio2.420.54
Martin Ratio15.751.95
Ulcer Index2.81%7.16%
Daily Std Dev23.23%17.66%
Max Drawdown-64.20%-48.57%
Current Drawdown-5.42%-13.35%

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Correlation

-0.50.00.51.00.3

The correlation between INGR and O is 0.30, 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.

Risk-Adjusted Performance

INGR vs. O - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ingredion Incorporated (INGR) 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.


Sharpe ratio
The chart of Sharpe ratio for INGR, currently valued at 1.91, compared to the broader market-4.00-2.000.002.004.001.910.79
The chart of Sortino ratio for INGR, currently valued at 3.57, compared to the broader market-4.00-2.000.002.004.003.571.20
The chart of Omega ratio for INGR, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.15
The chart of Calmar ratio for INGR, currently valued at 2.42, compared to the broader market0.002.004.006.002.420.54
The chart of Martin ratio for INGR, currently valued at 15.75, compared to the broader market0.0010.0020.0030.0015.751.95
INGR
O

The current INGR Sharpe Ratio is 1.91, which is higher than the O Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of INGR and O, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.91
0.79
INGR
O

Dividends

INGR vs. O - Dividend Comparison

INGR's dividend yield for the trailing twelve months is around 2.14%, less than O's 5.43% yield.


TTM20232022202120202019201820172016201520142013
INGR
Ingredion Incorporated
2.14%2.75%2.78%2.67%3.23%2.70%2.68%1.57%1.52%1.82%1.98%2.28%
O
Realty Income Corporation
5.43%5.40%4.69%3.41%3.85%3.16%3.58%3.81%3.58%3.78%3.92%4.99%

Drawdowns

INGR vs. O - Drawdown Comparison

The maximum INGR drawdown since its inception was -64.20%, which is greater than O's maximum drawdown of -48.57%. Use the drawdown chart below to compare losses from any high point for INGR and O. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.42%
-13.35%
INGR
O

Volatility

INGR vs. O - Volatility Comparison

Ingredion Incorporated (INGR) has a higher volatility of 16.64% compared to Realty Income Corporation (O) at 5.97%. This indicates that INGR'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.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
16.64%
5.97%
INGR
O

Financials

INGR vs. O - Financials Comparison

This section allows you to compare key financial metrics between Ingredion Incorporated 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items