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O vs. BNB-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

O vs. BNB-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, O achieves a 13.70% return, which is significantly higher than BNB-USD's -29.49% return.


O

1D
1.31%
1M
1.67%
YTD
13.70%
6M
11.57%
1Y
14.88%
3Y*
6.59%
5Y*
3.49%
10Y*
4.89%

BNB-USD

1D
0.91%
1M
-10.19%
YTD
-29.49%
6M
-32.13%
1Y
-7.11%
3Y*
36.86%
5Y*
10.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

O vs. BNB-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
O
Realty Income Corporation
13.70%12.20%-2.11%-4.55%-7.38%23.95%-11.60%21.27%15.94%2.28%
BNB-USD
BNB
-29.49%23.21%124.36%26.83%-51.86%1,277.47%170.06%126.63%-29.71%320.60%

Correlation

The correlation between O and BNB-USD is -0.02, 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

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2017

0.06

The correlation between O and BNB-USD shifts across timeframes, from -0.02 (1 year) to 0.09 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

O vs. BNB-USD — Risk / Return Rank

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

O
O Risk / Return Rank: 6666
Overall Rank
O Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
O Sortino Ratio Rank: 6262
Sortino Ratio Rank
O Omega Ratio Rank: 6161
Omega Ratio Rank
O Calmar Ratio Rank: 6868
Calmar Ratio Rank
O Martin Ratio Rank: 6969
Martin Ratio Rank

BNB-USD
BNB-USD Risk / Return Rank: 8484
Overall Rank
BNB-USD Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BNB-USD Sortino Ratio Rank: 8383
Sortino Ratio Rank
BNB-USD Omega Ratio Rank: 8282
Omega Ratio Rank
BNB-USD Calmar Ratio Rank: 8787
Calmar Ratio Rank
BNB-USD Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

O vs. BNB-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and BNB (BNB-USD). 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.


OBNB-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.02

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.15

1.02

+0.13

Calmar ratioReturn relative to maximum drawdown

1.29

-0.13

+1.42

Martin ratioReturn relative to average drawdown

3.12

-0.20

+3.32

O vs. BNB-USD - Sharpe Ratio Comparison

The current O Sharpe Ratio is 0.88, which is higher than the BNB-USD Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of O and BNB-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

O vs. BNB-USD - Drawdown Comparison

The maximum O drawdown since its inception was -48.45%, smaller than the maximum BNB-USD drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for O and BNB-USD.


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Drawdown Indicators


OBNB-USDDifference

Max Drawdown

Largest peak-to-trough decline

-48.45%

-79.74%

+31.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.10%

-56.24%

+45.14%

Max Drawdown (3Y)

Largest decline over 3 years

-26.49%

-56.24%

+29.75%

Max Drawdown (5Y)

Largest decline over 5 years

-34.48%

-69.89%

+35.41%

Max Drawdown (10Y)

Largest decline over 10 years

-48.28%

Current Drawdown

Current decline from peak

-5.94%

-53.42%

+47.48%

Average Drawdown

Average peak-to-trough decline

-9.20%

-38.71%

+29.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

42.27%

-37.69%

Volatility

O vs. BNB-USD - Volatility Comparison

The current volatility for Realty Income Corporation (O) is 5.29%, while BNB (BNB-USD) has a volatility of 17.28%. This indicates that O experiences smaller price fluctuations and is considered to be less risky than BNB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OBNB-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

17.28%

-11.99%

Volatility (6M)

Calculated over the trailing 6-month period

11.98%

34.73%

-22.75%

Volatility (1Y)

Calculated over the trailing 1-year period

16.21%

44.38%

-28.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

50.42%

-31.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.64%

80.06%

-54.42%

Frequently Asked Questions


O and BNB-USD have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNB-USD has higher volatility (17.28%) compared to O (5.29%). In terms of maximum drawdown, O dropped -48.45% vs BNB-USD's -79.74%.

O currently has the higher Sharpe Ratio (0.88 vs -0.13), 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.

Portfolio Optimizer

Find the right allocation for O and BNB-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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