O vs. ARKK
O (Realty Income Corporation) is a stock, while ARKK (ARK Innovation ETF) is Technology Equities fund actively managed by ARK. Over the past 10 years, O returned 4.89%/yr vs 15.57%/yr for ARKK. At a 0.16 correlation, their price movements are largely independent.
Performance
O vs. ARKK - Performance Comparison
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Returns By Period
In the year-to-date period, O achieves a 13.70% return, which is significantly higher than ARKK's -1.65% return. Over the past 10 years, O has underperformed ARKK with an annualized return of 4.89%, while ARKK has yielded a comparatively higher 15.57% annualized return.
O
- 1D
- 1.31%
- 1M
- 3.07%
- YTD
- 13.70%
- 6M
- 11.57%
- 1Y
- 14.88%
- 3Y*
- 6.59%
- 5Y*
- 3.49%
- 10Y*
- 4.89%
ARKK
- 1D
- 0.25%
- 1M
- -3.01%
- YTD
- -1.65%
- 6M
- -5.90%
- 1Y
- 21.64%
- 3Y*
- 19.87%
- 5Y*
- -7.96%
- 10Y*
- 15.57%
O vs. ARKK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 13.70% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
ARKK ARK Innovation ETF | -1.65% | 35.49% | 8.40% | 69.04% | -66.97% | -23.60% | 152.71% | 35.08% | 3.52% | 87.33% |
Correlation
The correlation between O and ARKK is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2014 | 0.16 |
The correlation between O and ARKK shifts across timeframes, from -0.03 (1 year) to 0.21 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
O vs. ARKK — Risk / Return Rank
O
ARKK
O vs. ARKK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and ARK Innovation ETF (ARKK). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| O | ARKK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.12 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 0.70 | +0.59 |
| Martin ratioReturn relative to average drawdown | 3.12 | 1.53 | +1.59 |
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Drawdowns
O vs. ARKK - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, smaller than the maximum ARKK drawdown of -80.97%. Use the drawdown chart below to compare losses from any high point for O and ARKK.
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Drawdown Indicators
| O | ARKK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -80.97% | +32.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -31.35% | +20.25% |
Max Drawdown (3Y)Largest decline over 3 years | -26.49% | -39.56% | +13.07% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -77.23% | +42.75% |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | -80.97% | +32.69% |
Current DrawdownCurrent decline from peak | -5.94% | -51.01% | +45.07% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -30.16% | +20.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 14.39% | -9.81% |
Volatility
O vs. ARKK - Volatility Comparison
The current volatility for Realty Income Corporation (O) is 5.29%, while ARK Innovation ETF (ARKK) has a volatility of 11.81%. This indicates that O experiences smaller price fluctuations and is considered to be less risky than ARKK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| O | ARKK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 11.81% | -6.52% |
Volatility (6M)Calculated over the trailing 6-month period | 11.98% | 26.30% | -14.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 36.28% | -20.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 46.40% | -27.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.64% | 40.34% | -14.70% |
Dividends
O vs. ARKK - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.16%, while ARKK has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.70% | 0.00% | 0.55% | 1.64% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% |
O Realty Income Corporation | 5.16% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
Frequently Asked Questions
O and ARKK have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARKK has higher volatility (11.81%) compared to O (5.29%). In terms of maximum drawdown, O dropped -48.45% vs ARKK's -80.97%.
O currently has the higher Sharpe Ratio (0.88 vs 0.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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