O vs. ASWC.DE
O (Realty Income Corporation) is a stock, while ASWC.DE (HANetf Future of Defence UCITS ETF Acc EUR) is Aerospace & Defense fund tracking the EQM Future of Defence Index. Over the past year, O returned 13.14% vs 18.26% for ASWC.DE. At a 0.06 correlation, their price movements are largely independent.
Performance
O vs. ASWC.DE - Performance Comparison
Loading charts...
Different Trading Currencies
O is traded in USD, while ASWC.DE is traded in EUR. To make them comparable, the ASWC.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, O achieves a 8.78% return, which is significantly lower than ASWC.DE's 11.72% return.
O
- 1D
- -1.36%
- 1M
- -2.66%
- YTD
- 8.78%
- 6M
- 7.49%
- 1Y
- 13.14%
- 3Y*
- 5.19%
- 5Y*
- 2.41%
- 10Y*
- 4.43%
ASWC.DE
- 1D
- -0.69%
- 1M
- 7.03%
- YTD
- 11.72%
- 6M
- 13.72%
- 1Y
- 18.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
O vs. ASWC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
O Realty Income Corporation | 8.78% | 12.20% | -2.11% | -1.85% |
ASWC.DE HANetf Future of Defence UCITS ETF Acc EUR | 11.72% | 56.13% | 31.39% | 16.03% |
Correlation
The correlation between O and ASWC.DE is 0.01, 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 | 0.01 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2023 | 0.06 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
O vs. ASWC.DE — Risk / Return Rank
O
ASWC.DE
O vs. ASWC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE). 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.
| O | ASWC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.17 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.48 | -0.29 |
| Martin ratioReturn relative to average drawdown | 2.93 | 3.59 | -0.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| O | ASWC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.93 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 2.03 | -1.55 |
Drawdowns
O vs. ASWC.DE - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, which is greater than ASWC.DE's maximum drawdown of -12.88%. Use the drawdown chart below to compare losses from any high point for O and ASWC.DE.
Loading charts...
Drawdown Indicators
| O | ASWC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -12.88% | -35.57% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -12.88% | +1.78% |
Max Drawdown (3Y)Largest decline over 3 years | -26.49% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | — | — |
Current DrawdownCurrent decline from peak | -10.00% | -3.01% | -6.99% |
Average DrawdownAverage peak-to-trough decline | -9.21% | -2.59% | -6.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.50% | 5.31% | -0.81% |
Volatility
O vs. ASWC.DE - Volatility Comparison
The current volatility for Realty Income Corporation (O) is 4.81%, while HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE) has a volatility of 6.18%. This indicates that O experiences smaller price fluctuations and is considered to be less risky than ASWC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| O | ASWC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 6.18% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 11.89% | 16.05% | -4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.10% | 20.50% | -4.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.89% | 19.47% | -0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.64% | 19.47% | +6.17% |
Dividends
O vs. ASWC.DE - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.39%, while ASWC.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASWC.DE HANetf Future of Defence UCITS ETF Acc EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
O Realty Income Corporation | 5.39% | 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 ASWC.DE have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for O and ASWC.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer