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

Performance

LEG vs. O - Performance Comparison

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

-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-0.70%
6.69%
LEG
O

Returns By Period

In the year-to-date period, LEG achieves a -54.79% return, which is significantly lower than O's 4.32% return. Over the past 10 years, LEG has underperformed O with an annualized return of -8.56%, while O has yielded a comparatively higher 7.32% annualized return.


LEG

YTD

-54.79%

1M

-15.56%

6M

-0.70%

1Y

-48.78%

5Y (annualized)

-22.69%

10Y (annualized)

-8.56%

O

YTD

4.32%

1M

-11.24%

6M

6.69%

1Y

13.59%

5Y (annualized)

-0.43%

10Y (annualized)

7.32%

Fundamentals


LEGO
Market Cap$1.59B$49.90B
EPS-$6.01$1.05
PEG Ratio-4.115.79
Total Revenue (TTM)$4.44B$5.01B
Gross Profit (TTM)$744.70M$4.83B
EBITDA (TTM)$402.60M$3.74B

Key characteristics


LEGO
Sharpe Ratio-1.020.81
Sortino Ratio-1.391.22
Omega Ratio0.801.15
Calmar Ratio-0.620.55
Martin Ratio-1.172.02
Ulcer Index42.08%7.06%
Daily Std Dev48.09%17.65%
Max Drawdown-79.03%-48.45%
Current Drawdown-76.53%-13.82%

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Correlation

-0.50.00.51.00.3

The correlation between LEG and O is 0.34, 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

LEG vs. O - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Leggett & Platt, Incorporated (LEG) 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 LEG, currently valued at -1.02, compared to the broader market-4.00-2.000.002.004.00-1.020.81
The chart of Sortino ratio for LEG, currently valued at -1.39, compared to the broader market-4.00-2.000.002.004.00-1.391.22
The chart of Omega ratio for LEG, currently valued at 0.80, compared to the broader market0.501.001.502.000.801.15
The chart of Calmar ratio for LEG, currently valued at -0.62, compared to the broader market0.002.004.006.00-0.620.55
The chart of Martin ratio for LEG, currently valued at -1.17, compared to the broader market-10.000.0010.0020.0030.00-1.172.02
LEG
O

The current LEG Sharpe Ratio is -1.02, which is lower than the O Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of LEG 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 Ratio-2.00-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
-1.02
0.81
LEG
O

Dividends

LEG vs. O - Dividend Comparison

LEG's dividend yield for the trailing twelve months is around 8.91%, more than O's 5.45% yield.


TTM20232022202120202019201820172016201520142013
LEG
Leggett & Platt, Incorporated
8.91%6.95%5.40%4.03%3.61%3.11%4.19%2.98%2.74%3.00%2.86%3.81%
O
Realty Income Corporation
5.45%5.33%4.68%3.87%4.50%3.69%4.18%4.45%4.18%4.41%4.59%5.83%

Drawdowns

LEG vs. O - Drawdown Comparison

The maximum LEG drawdown since its inception was -79.03%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for LEG and O. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-76.53%
-13.82%
LEG
O

Volatility

LEG vs. O - Volatility Comparison

Leggett & Platt, Incorporated (LEG) has a higher volatility of 10.00% compared to Realty Income Corporation (O) at 6.03%. This indicates that LEG'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.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
10.00%
6.03%
LEG
O

Financials

LEG vs. O - Financials Comparison

This section allows you to compare key financial metrics between Leggett & Platt, 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