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

Key characteristics


NNNO
YTD Return3.64%3.81%
1Y Return14.59%15.38%
3Y Return (Ann)2.41%-2.09%
5Y Return (Ann)-0.63%-0.78%
10Y Return (Ann)6.11%7.32%
Sharpe Ratio1.021.13
Sortino Ratio1.471.68
Omega Ratio1.181.21
Calmar Ratio0.950.80
Martin Ratio4.732.98
Ulcer Index3.88%6.89%
Daily Std Dev18.02%18.15%
Max Drawdown-56.17%-48.45%
Current Drawdown-13.09%-14.24%

Fundamentals


NNNO
Market Cap$7.98B$49.90B
EPS$2.16$1.05
PE Ratio19.7154.30
PEG Ratio4.925.79
Total Revenue (TTM)$867.02M$5.01B
Gross Profit (TTM)$705.94M$4.83B
EBITDA (TTM)$795.53M$3.74B

Correlation

-0.50.00.51.00.6

The correlation between NNN and O is 0.64, 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.

Performance

NNN vs. O - Performance Comparison

The year-to-date returns for both investments are quite close, with NNN having a 3.64% return and O slightly higher at 3.81%. Over the past 10 years, NNN has underperformed O with an annualized return of 6.11%, while O has yielded a comparatively higher 7.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
1.66%
6.11%
NNN
O

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Risk-Adjusted Performance

NNN vs. O - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Retail Properties, Inc. (NNN) 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.


NNN
Sharpe ratio
The chart of Sharpe ratio for NNN, currently valued at 1.02, compared to the broader market-4.00-2.000.002.004.001.02
Sortino ratio
The chart of Sortino ratio for NNN, currently valued at 1.47, compared to the broader market-4.00-2.000.002.004.006.001.47
Omega ratio
The chart of Omega ratio for NNN, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for NNN, currently valued at 0.95, compared to the broader market0.002.004.006.000.95
Martin ratio
The chart of Martin ratio for NNN, currently valued at 4.73, compared to the broader market0.0010.0020.0030.004.73
O
Sharpe ratio
The chart of Sharpe ratio for O, currently valued at 1.13, compared to the broader market-4.00-2.000.002.004.001.13
Sortino ratio
The chart of Sortino ratio for O, currently valued at 1.68, compared to the broader market-4.00-2.000.002.004.006.001.68
Omega ratio
The chart of Omega ratio for O, currently valued at 1.21, compared to the broader market0.501.001.502.001.21
Calmar ratio
The chart of Calmar ratio for O, currently valued at 0.80, compared to the broader market0.002.004.006.000.80
Martin ratio
The chart of Martin ratio for O, currently valued at 2.98, compared to the broader market0.0010.0020.0030.002.98

NNN vs. O - Sharpe Ratio Comparison

The current NNN Sharpe Ratio is 1.02, which is comparable to the O Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of NNN 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.02
1.13
NNN
O

Dividends

NNN vs. O - Dividend Comparison

NNN's dividend yield for the trailing twelve months is around 5.41%, less than O's 5.48% yield.


TTM20232022202120202019201820172016201520142013
NNN
National Retail Properties, Inc.
5.41%5.17%4.72%4.37%5.06%3.79%4.02%4.31%4.03%4.27%4.19%5.28%
O
Realty Income Corporation
5.48%5.33%4.68%3.87%4.50%3.69%4.18%4.45%4.18%4.41%4.59%5.83%

Drawdowns

NNN vs. O - Drawdown Comparison

The maximum NNN drawdown since its inception was -56.17%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for NNN and O. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-13.09%
-14.24%
NNN
O

Volatility

NNN vs. O - Volatility Comparison

National Retail Properties, Inc. (NNN) has a higher volatility of 7.03% compared to Realty Income Corporation (O) at 6.21%. This indicates that NNN'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.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.03%
6.21%
NNN
O

Financials

NNN vs. O - Financials Comparison

This section allows you to compare key financial metrics between National Retail Properties, Inc. 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