KREF vs. O
Compare and contrast key facts about KKR Real Estate Finance Trust Inc. (KREF) and Realty Income Corporation (O).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KREF or O.
Key characteristics
| KREF | O | |
|---|---|---|
| YTD Return | -6.25% | 3.81% |
| 1Y Return | 5.85% | 15.38% |
| 3Y Return (Ann) | -9.34% | -2.09% |
| 5Y Return (Ann) | -0.10% | -0.78% |
| Sharpe Ratio | 0.37 | 1.13 |
| Sortino Ratio | 0.75 | 1.68 |
| Omega Ratio | 1.10 | 1.21 |
| Calmar Ratio | 0.26 | 0.80 |
| Martin Ratio | 0.63 | 2.98 |
| Ulcer Index | 19.58% | 6.89% |
| Daily Std Dev | 33.46% | 18.15% |
| Max Drawdown | -55.29% | -48.45% |
| Current Drawdown | -29.45% | -14.24% |
Fundamentals
| KREF | O | |
|---|---|---|
| Market Cap | $813.30M | $49.90B |
| EPS | -$0.29 | $1.05 |
| PEG Ratio | 5.13 | 5.79 |
| Total Revenue (TTM) | $398.97M | $5.01B |
| Gross Profit (TTM) | $359.40M | $4.83B |
| EBITDA (TTM) | $249.91M | $3.74B |
Correlation
The correlation between KREF and O is 0.40, 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.
Performance
KREF vs. O - Performance Comparison
In the year-to-date period, KREF achieves a -6.25% return, which is significantly lower than O's 3.81% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
KREF vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for KKR Real Estate Finance Trust Inc. (KREF) 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
KREF vs. O - Dividend Comparison
KREF's dividend yield for the trailing twelve months is around 10.23%, more than O's 5.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KREF KKR Real Estate Finance Trust Inc. | 10.23% | 13.00% | 12.32% | 9.53% | 9.60% | 8.42% | 8.83% | 4.95% | 0.00% | 0.00% | 0.00% | 0.00% |
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
KREF vs. O - Drawdown Comparison
The maximum KREF drawdown since its inception was -55.29%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for KREF and O. For additional features, visit the drawdowns tool.
Volatility
KREF vs. O - Volatility Comparison
KKR Real Estate Finance Trust Inc. (KREF) and Realty Income Corporation (O) have volatilities of 6.29% and 6.21%, 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.
Financials
KREF vs. O - Financials Comparison
This section allows you to compare key financial metrics between KKR Real Estate Finance Trust 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