Correlation
The correlation between IVR and O is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
IVR vs. O
Compare and contrast key facts about Invesco Mortgage Capital Inc. (IVR) and Realty Income Corporation (O).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IVR or O.
Performance
IVR vs. O - Performance Comparison
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Key characteristics
IVR:
-0.14
O:
0.86
IVR:
-0.01
O:
1.30
IVR:
1.00
O:
1.16
IVR:
-0.04
O:
0.64
IVR:
-0.35
O:
1.69
IVR:
10.64%
O:
9.51%
IVR:
27.16%
O:
18.39%
IVR:
-94.21%
O:
-48.45%
IVR:
-91.22%
O:
-12.20%
Fundamentals
IVR:
$497.87M
O:
$51.13B
IVR:
$0.41
O:
$1.10
IVR:
18.00
O:
51.47
IVR:
-6.09
O:
5.64
IVR:
7.13
O:
9.46
IVR:
0.85
O:
1.31
IVR:
$69.84M
O:
$5.39B
IVR:
$69.84M
O:
$5.00B
IVR:
$153.12M
O:
$4.29B
Returns By Period
In the year-to-date period, IVR achieves a -3.83% return, which is significantly lower than O's 8.56% return. Over the past 10 years, IVR has underperformed O with an annualized return of -16.22%, while O has yielded a comparatively higher 7.61% annualized return.
IVR
-3.83%
0.27%
-2.55%
-4.26%
-10.24%
-10.82%
-16.22%
O
8.56%
-0.96%
0.62%
12.83%
-1.05%
6.80%
7.61%
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Risk-Adjusted Performance
IVR vs. O — Risk-Adjusted Performance Rank
IVR
O
IVR vs. O - Risk-Adjusted Performance 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.
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Dividends
IVR vs. O - Dividend Comparison
IVR's dividend yield for the trailing twelve months is around 20.87%, more than O's 5.61% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVR Invesco Mortgage Capital Inc. | 20.87% | 19.88% | 25.40% | 26.32% | 12.59% | 5.03% | 11.11% | 11.94% | 9.14% | 10.96% | 13.72% | 12.61% |
O Realty Income Corporation | 5.61% | 5.37% | 5.33% | 4.68% | 3.97% | 4.65% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
Drawdowns
IVR vs. O - Drawdown Comparison
The maximum IVR drawdown since its inception was -94.21%, 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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Volatility
IVR vs. O - Volatility Comparison
Invesco Mortgage Capital Inc. (IVR) has a higher volatility of 6.95% compared to Realty Income Corporation (O) at 4.33%. This indicates that IVR'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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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