MRL.MC vs. O
MRL.MC (Merlin Properties SOCIMI SA) and O (Realty Income Corporation) are both stocks. Both are in the Real Estate sector — MRL.MC in REIT - Diversified, O in REIT - Retail. Over the past 10 years, MRL.MC returned 8.26%/yr vs 4.61%/yr for O. At a 0.18 correlation, their price movements are largely independent.
Performance
MRL.MC vs. O - Performance Comparison
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Different Trading Currencies
MRL.MC is traded in EUR, while O is traded in USD. To make them comparable, the O values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, MRL.MC achieves a 20.05% return, which is significantly higher than O's 12.45% return. Over the past 10 years, MRL.MC has outperformed O with an annualized return of 8.26%, while O has yielded a comparatively lower 4.61% annualized return.
MRL.MC
- 1D
- -1.26%
- 1M
- -1.57%
- YTD
- 20.05%
- 6M
- 20.53%
- 1Y
- 42.88%
- 3Y*
- 25.83%
- 5Y*
- 14.70%
- 10Y*
- 8.26%
O
- 1D
- 2.64%
- 1M
- -2.65%
- YTD
- 12.45%
- 6M
- 7.93%
- 1Y
- 14.29%
- 3Y*
- 3.60%
- 5Y*
- 3.97%
- 10Y*
- 4.61%
MRL.MC vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRL.MC Merlin Properties SOCIMI SA | 20.05% | 26.41% | 4.74% | 19.79% | 1.39% | 28.76% | -38.19% | 21.68% | -3.04% | 12.03% |
O Realty Income Corporation | 12.45% | -1.11% | 4.35% | -7.41% | -1.63% | 33.22% | -18.88% | 24.01% | 21.38% | -9.07% |
Correlation
The correlation between MRL.MC and O is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2014 | 0.18 |
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Return for Risk
MRL.MC vs. O — Risk / Return Rank
MRL.MC
O
MRL.MC vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Merlin Properties SOCIMI SA (MRL.MC) 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.
| MRL.MC | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.16 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 1.40 | +1.88 |
| Martin ratioReturn relative to average drawdown | 8.03 | 3.31 | +4.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MRL.MC | O | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 0.90 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.21 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.18 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.36 | -0.02 |
Drawdowns
MRL.MC vs. O - Drawdown Comparison
The maximum MRL.MC drawdown since its inception was -56.58%, which is greater than O's maximum drawdown of -48.59%. Use the drawdown chart below to compare losses from any high point for MRL.MC and O.
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Drawdown Indicators
| MRL.MC | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.58% | -48.59% | -7.99% |
Max Drawdown (1Y)Largest decline over 1 year | -12.79% | -10.26% | -2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -25.95% | -23.22% | -2.73% |
Max Drawdown (5Y)Largest decline over 5 years | -25.95% | -37.26% | +11.31% |
Max Drawdown (10Y)Largest decline over 10 years | -56.58% | -48.59% | -7.99% |
Current DrawdownCurrent decline from peak | -2.85% | -11.71% | +8.86% |
Average DrawdownAverage peak-to-trough decline | -14.36% | -14.58% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.25% | 4.33% | +0.92% |
Volatility
MRL.MC vs. O - Volatility Comparison
Merlin Properties SOCIMI SA (MRL.MC) has a higher volatility of 7.03% compared to Realty Income Corporation (O) at 5.95%. This indicates that MRL.MC'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.
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Volatility by Period
| MRL.MC | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.03% | 5.95% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 18.61% | 12.10% | +6.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.21% | 15.94% | +6.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.45% | 18.84% | +6.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.73% | 25.94% | +0.79% |
Dividends
MRL.MC vs. O - Dividend Comparison
MRL.MC's dividend yield for the trailing twelve months is around 1.17%, less than O's 5.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRL.MC Merlin Properties SOCIMI SA | 1.17% | 2.92% | 3.82% | 3.56% | 11.36% | 4.40% | 1.53% | 2.55% | 1.66% | 2.31% | 2.64% | 0.54% |
O Realty Income Corporation | 5.32% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
Financials
MRL.MC vs. O - Financials Comparison
This section allows you to compare key financial metrics between Merlin Properties SOCIMI SA 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
Frequently Asked Questions
MRL.MC and O have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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