PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LEG vs. O
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

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.


-0.50.00.51.00.3

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.

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-15.85%
-5.22%
LEG
O

Key characteristics

Sharpe Ratio

LEG:

-1.12

O:

-0.26

Sortino Ratio

LEG:

-1.70

O:

-0.24

Omega Ratio

LEG:

0.76

O:

0.97

Calmar Ratio

LEG:

-0.70

O:

-0.17

Martin Ratio

LEG:

-1.33

O:

-0.54

Ulcer Index

LEG:

42.25%

O:

8.31%

Daily Std Dev

LEG:

50.17%

O:

17.26%

Max Drawdown

LEG:

-80.73%

O:

-48.45%

Current Drawdown

LEG:

-77.91%

O:

-19.09%

Fundamentals

Market Cap

LEG:

$1.44B

O:

$46.53B

EPS

LEG:

-$6.01

O:

$1.05

PEG Ratio

LEG:

-4.11

O:

5.55

Total Revenue (TTM)

LEG:

$3.33B

O:

$3.95B

Gross Profit (TTM)

LEG:

$562.30M

O:

$2.48B

EBITDA (TTM)

LEG:

-$368.10M

O:

$3.55B

Returns By Period

In the year-to-date period, LEG achieves a 11.77% return, which is significantly higher than O's 0.05% return. Over the past 10 years, LEG has underperformed O with an annualized return of -9.86%, while O has yielded a comparatively higher 5.10% annualized return.


LEG

YTD

11.77%

1M

-2.81%

6M

-15.85%

1Y

-52.17%

5Y*

-23.52%

10Y*

-9.86%

O

YTD

0.05%

1M

-2.10%

6M

-5.22%

1Y

-3.60%

5Y*

-1.76%

10Y*

5.10%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LEG vs. O — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LEG
The Risk-Adjusted Performance Rank of LEG is 66
Overall Rank
The Sharpe Ratio Rank of LEG is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of LEG is 44
Sortino Ratio Rank
The Omega Ratio Rank of LEG is 33
Omega Ratio Rank
The Calmar Ratio Rank of LEG is 99
Calmar Ratio Rank
The Martin Ratio Rank of LEG is 1212
Martin Ratio Rank

O
The Risk-Adjusted Performance Rank of O is 3333
Overall Rank
The Sharpe Ratio Rank of O is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of O is 2727
Sortino Ratio Rank
The Omega Ratio Rank of O is 2727
Omega Ratio Rank
The Calmar Ratio Rank of O is 3737
Calmar Ratio Rank
The Martin Ratio Rank of O is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -1.12, compared to the broader market-2.000.002.00-1.12-0.26
The chart of Sortino ratio for LEG, currently valued at -1.70, compared to the broader market-4.00-2.000.002.004.00-1.70-0.24
The chart of Omega ratio for LEG, currently valued at 0.76, compared to the broader market0.501.001.502.000.760.97
The chart of Calmar ratio for LEG, currently valued at -0.70, compared to the broader market0.002.004.006.00-0.70-0.17
The chart of Martin ratio for LEG, currently valued at -1.33, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.33-0.54
LEG
O

The current LEG Sharpe Ratio is -1.12, which is lower than the O Sharpe Ratio of -0.26. 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-1.000.001.002.00AugustSeptemberOctoberNovemberDecember2025
-1.12
-0.26
LEG
O

Dividends

LEG vs. O - Dividend Comparison

LEG's dividend yield for the trailing twelve months is around 5.68%, less than O's 5.90% yield.


TTM20242023202220212020201920182017201620152014
LEG
Leggett & Platt, Incorporated
5.68%6.35%6.95%5.40%4.03%3.61%3.11%4.19%2.98%2.74%3.00%2.86%
O
Realty Income Corporation
5.90%5.38%5.33%4.69%3.88%4.51%3.69%4.19%4.45%4.19%4.42%4.59%

Drawdowns

LEG vs. O - Drawdown Comparison

The maximum LEG drawdown since its inception was -80.73%, 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%AugustSeptemberOctoberNovemberDecember2025
-77.91%
-19.09%
LEG
O

Volatility

LEG vs. O - Volatility Comparison

Leggett & Platt, Incorporated (LEG) has a higher volatility of 11.48% compared to Realty Income Corporation (O) at 5.88%. 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%AugustSeptemberOctoberNovemberDecember2025
11.48%
5.88%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab