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

Key characteristics


LEGO
YTD Return-46.92%-2.99%
1Y Return-54.74%-5.17%
3Y Return (Ann)-32.08%-1.75%
5Y Return (Ann)-15.61%0.18%
10Y Return (Ann)-4.73%7.38%
Sharpe Ratio-1.36-0.30
Daily Std Dev40.28%19.65%
Max Drawdown-73.07%-48.45%
Current Drawdown-72.44%-19.86%

Fundamentals


LEGO
Market Cap$2.41B$46.25B
EPS-$1.00$1.26
PE Ratio14.7542.63
PEG Ratio-4.114.72
Revenue (TTM)$4.73B$4.08B
Gross Profit (TTM)$976.80M$3.11B
EBITDA (TTM)$505.40M$3.62B

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.

Performance

LEG vs. O - Performance Comparison

In the year-to-date period, LEG achieves a -46.92% return, which is significantly lower than O's -2.99% return. Over the past 10 years, LEG has underperformed O with an annualized return of -4.73%, while O has yielded a comparatively higher 7.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%December2024FebruaryMarchAprilMay
311.10%
4,142.45%
LEG
O

Compare stocks, funds, or ETFs

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Leggett & Platt, Incorporated

Realty Income Corporation

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.


LEG
Sharpe ratio
The chart of Sharpe ratio for LEG, currently valued at -1.36, compared to the broader market-2.00-1.000.001.002.003.004.00-1.36
Sortino ratio
The chart of Sortino ratio for LEG, currently valued at -1.97, compared to the broader market-4.00-2.000.002.004.006.00-1.97
Omega ratio
The chart of Omega ratio for LEG, currently valued at 0.68, compared to the broader market0.501.001.500.68
Calmar ratio
The chart of Calmar ratio for LEG, currently valued at -0.75, compared to the broader market0.002.004.006.00-0.75
Martin ratio
The chart of Martin ratio for LEG, currently valued at -2.24, compared to the broader market-10.000.0010.0020.0030.00-2.24
O
Sharpe ratio
The chart of Sharpe ratio for O, currently valued at -0.30, compared to the broader market-2.00-1.000.001.002.003.004.00-0.30
Sortino ratio
The chart of Sortino ratio for O, currently valued at -0.29, compared to the broader market-4.00-2.000.002.004.006.00-0.29
Omega ratio
The chart of Omega ratio for O, currently valued at 0.97, compared to the broader market0.501.001.500.97
Calmar ratio
The chart of Calmar ratio for O, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.17
Martin ratio
The chart of Martin ratio for O, currently valued at -0.46, compared to the broader market-10.000.0010.0020.0030.00-0.46

LEG vs. O - Sharpe Ratio Comparison

The current LEG Sharpe Ratio is -1.36, which is lower than the O Sharpe Ratio of -0.30. The chart below compares the 12-month rolling Sharpe Ratio of LEG and O.


Rolling 12-month Sharpe Ratio-1.40-1.20-1.00-0.80-0.60-0.40-0.200.00December2024FebruaryMarchAprilMay
-1.36
-0.30
LEG
O

Dividends

LEG vs. O - Dividend Comparison

LEG's dividend yield for the trailing twelve months is around 13.57%, more than O's 5.60% yield.


TTM20232022202120202019201820172016201520142013
LEG
Leggett & Platt, Incorporated
13.57%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
5.60%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 -73.07%, 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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%December2024FebruaryMarchAprilMay
-72.44%
-19.86%
LEG
O

Volatility

LEG vs. O - Volatility Comparison

Leggett & Platt, Incorporated (LEG) has a higher volatility of 31.89% compared to Realty Income Corporation (O) at 6.29%. 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%December2024FebruaryMarchAprilMay
31.89%
6.29%
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