IVR vs. O
IVR (Invesco Mortgage Capital Inc.) and O (Realty Income Corporation) are both stocks. Both are in the Real Estate sector — IVR in REIT - Mortgage, O in REIT - Retail. Over the past 10 years, IVR returned -12.22%/yr vs 4.22%/yr for O. Their 0.35 correlation means their historical movements had little consistent relationship.
Performance
IVR vs. O - Performance Comparison
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Returns By Period
In the year-to-date period, IVR achieves a -2.22% return, which is significantly lower than O's 16.77% return. Over the past 10 years, IVR has underperformed O with an annualized return of -12.22%, while O has yielded a comparatively higher 4.22% annualized return.
IVR
- 1D
- 0.00%
- 1M
- -4.09%
- 6M
- -5.55%
- YTD
- -2.22%
- 1Y
- 18.40%
- 3Y*
- 2.93%
- 5Y*
- -12.07%
- 10Y*
- -12.22%
- ALL TIME*
- -3.47%
O
- 1D
- -0.45%
- 1M
- 0.47%
- 6M
- 7.15%
- YTD
- 16.77%
- 1Y
- 19.09%
- 3Y*
- 7.48%
- 5Y*
- 3.93%
- 10Y*
- 4.22%
- ALL TIME*
- 13.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $23.33M | $21.15M | $20.77M | |
| $289.37M | $324.64M | $369.00M |
IVR vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVR Invesco Mortgage Capital Inc. | -2.22% | 24.87% | 9.03% | -14.30% | -44.56% | -9.34% | -72.54% | 28.97% | -6.81% | 34.61% |
O Realty Income Corporation | 16.77% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
Correlation
The correlation between IVR and O is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2009 | 0.35 |
Over the past year, the correlation between IVR and O has dropped to 0.14 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
Fundamentals
IVR:
$580.80M
O:
$59.56B
IVR:
$1.54
O:
$1.32
IVR:
4.83
O:
48.46
IVR:
0.68
O:
3.95
IVR:
1.67
O:
6.55
IVR:
$246.29M
O:
$5.92B
IVR:
$185.21M
O:
$3.89B
IVR:
$194.47M
O:
$3.93B
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Return for Risk
IVR vs. O — Risk / Return Rank
IVR
O
IVR vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Mortgage Capital Inc. (IVR) 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.
| IVR | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.21 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.86 | -0.72 |
| Martin ratioReturn relative to average drawdown | 2.74 | 4.24 | -1.50 |
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Drawdowns
IVR vs. O - Drawdown Comparison
The maximum IVR drawdown since its inception was -92.55%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for IVR and O.
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Drawdown Indicators
| IVR | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.55% | -48.45% | -44.10% |
Max Drawdown (1Y)Largest decline over 1 year | -16.54% | -11.10% | -5.44% |
Max Drawdown (3Y)Largest decline over 3 years | -42.61% | -22.36% | -20.25% |
Max Drawdown (5Y)Largest decline over 5 years | -72.91% | -34.48% | -38.43% |
Max Drawdown (10Y)Largest decline over 10 years | -92.55% | -48.28% | -44.27% |
Current DrawdownCurrent decline from peak | -85.64% | -3.39% | -82.25% |
Average DrawdownAverage peak-to-trough decline | -36.27% | -9.18% | -27.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.90% | 4.87% | +2.03% |
Volatility
IVR vs. O - Volatility Comparison
Invesco Mortgage Capital Inc. (IVR) and Realty Income Corporation (O) have volatilities of 6.10% and 6.31%, 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
| IVR | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 6.31% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 16.30% | 12.91% | +3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.61% | 16.57% | +6.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.00% | 19.04% | +15.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.17% | 25.67% | +30.50% |
Dividends
IVR vs. O - Dividend Comparison
IVR's dividend yield for the trailing twelve months is around 20.78%, more than O's 5.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVR Invesco Mortgage Capital Inc. | 20.78% | 16.41% | 19.88% | 25.40% | 26.32% | 12.59% | 31.66% | 11.11% | 14.95% | 9.14% | 10.96% | 13.72% |
O Realty Income Corporation | 5.07% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
Financials
IVR vs. O - Financials Comparison
This section allows you to compare key financial metrics between Invesco Mortgage Capital Inc. 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
Frequently Asked Questions
IVR and O have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
O has higher volatility (6.31%) compared to IVR (6.10%). In terms of maximum drawdown, IVR dropped -92.55% vs O's -48.45%.
O currently has the higher Sharpe Ratio (1.25 vs 0.84), 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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