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

Correlation

The correlation between MMM and O is 0.60, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

MMM vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 3M Company (MMM) and Realty Income Corporation (O). The values are adjusted to include any dividend payments, if applicable.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2025FebruaryMarchApril
1,332.18%
4,804.32%
MMM
O

Key characteristics

Sharpe Ratio

MMM:

1.49

O:

0.72

Sortino Ratio

MMM:

2.70

O:

1.09

Omega Ratio

MMM:

1.36

O:

1.14

Calmar Ratio

MMM:

1.16

O:

0.53

Martin Ratio

MMM:

10.15

O:

1.47

Ulcer Index

MMM:

5.26%

O:

9.05%

Daily Std Dev

MMM:

35.79%

O:

18.52%

Max Drawdown

MMM:

-59.10%

O:

-48.45%

Current Drawdown

MMM:

-16.18%

O:

-11.80%

Fundamentals

Market Cap

MMM:

$73.37B

O:

$52.19B

EPS

MMM:

$8.03

O:

$0.97

PE Ratio

MMM:

16.94

O:

59.85

PEG Ratio

MMM:

2.46

O:

5.63

PS Ratio

MMM:

2.99

O:

9.89

PB Ratio

MMM:

16.44

O:

1.33

Total Revenue (TTM)

MMM:

$24.51B

O:

$4.02B

Gross Profit (TTM)

MMM:

$10.04B

O:

$3.22B

EBITDA (TTM)

MMM:

$5.92B

O:

$3.25B

Returns By Period

In the year-to-date period, MMM achieves a 8.11% return, which is significantly lower than O's 9.07% return. Over the past 10 years, MMM has underperformed O with an annualized return of 3.94%, while O has yielded a comparatively higher 6.99% annualized return.


MMM

YTD

8.11%

1M

-9.52%

6M

10.94%

1Y

54.36%

5Y*

6.63%

10Y*

3.94%

O

YTD

9.07%

1M

3.17%

6M

-7.15%

1Y

12.60%

5Y*

9.34%

10Y*

6.99%

*Annualized

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Risk-Adjusted Performance

MMM vs. O — Risk-Adjusted Performance Rank

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

MMM
The Risk-Adjusted Performance Rank of MMM is 9292
Overall Rank
The Sharpe Ratio Rank of MMM is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of MMM is 9393
Sortino Ratio Rank
The Omega Ratio Rank of MMM is 9292
Omega Ratio Rank
The Calmar Ratio Rank of MMM is 8787
Calmar Ratio Rank
The Martin Ratio Rank of MMM is 9595
Martin Ratio Rank

O
The Risk-Adjusted Performance Rank of O is 7171
Overall Rank
The Sharpe Ratio Rank of O is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of O is 6969
Sortino Ratio Rank
The Omega Ratio Rank of O is 6767
Omega Ratio Rank
The Calmar Ratio Rank of O is 7575
Calmar Ratio Rank
The Martin Ratio Rank of O is 6969
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.

MMM vs. O - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for 3M Company (MMM) 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.


The chart of Sharpe ratio for MMM, currently valued at 1.49, compared to the broader market-2.00-1.000.001.002.003.00
MMM: 1.49
O: 0.72
The chart of Sortino ratio for MMM, currently valued at 2.70, compared to the broader market-6.00-4.00-2.000.002.004.00
MMM: 2.70
O: 1.09
The chart of Omega ratio for MMM, currently valued at 1.36, compared to the broader market0.501.001.502.00
MMM: 1.36
O: 1.14
The chart of Calmar ratio for MMM, currently valued at 1.16, compared to the broader market0.001.002.003.004.005.00
MMM: 1.16
O: 0.53
The chart of Martin ratio for MMM, currently valued at 10.15, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
MMM: 10.15
O: 1.47

The current MMM Sharpe Ratio is 1.49, which is higher than the O Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of MMM 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.49
0.72
MMM
O

Dividends

MMM vs. O - Dividend Comparison

MMM's dividend yield for the trailing twelve months is around 2.04%, less than O's 5.54% yield.


TTM20242023202220212020201920182017201620152014
MMM
3M Company
2.04%2.60%5.49%4.97%3.33%3.36%3.26%2.86%2.00%2.49%2.72%2.08%
O
Realty Income Corporation
5.54%5.37%5.33%4.68%6.95%4.65%3.69%4.19%4.45%4.19%4.42%4.59%

Drawdowns

MMM vs. O - Drawdown Comparison

The maximum MMM drawdown since its inception was -59.10%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for MMM and O. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-16.18%
-11.80%
MMM
O

Volatility

MMM vs. O - Volatility Comparison

3M Company (MMM) has a higher volatility of 18.29% compared to Realty Income Corporation (O) at 8.44%. This indicates that MMM'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%NovemberDecember2025FebruaryMarchApril
18.29%
8.44%
MMM
O

Financials

MMM vs. O - Financials Comparison

This section allows you to compare key financial metrics between 3M Company 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