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O vs. CURE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

O vs. CURE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Realty Income Corporation (O) and Direxion Daily Healthcare Bull 3x Shares (CURE). 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 CURE's -7.96% return. Over the past 10 years, O has underperformed CURE with an annualized return of 4.89%, while CURE has yielded a comparatively higher 13.49% annualized 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%

CURE

1D
-0.55%
1M
13.71%
YTD
-7.96%
6M
-6.00%
1Y
28.51%
3Y*
3.05%
5Y*
1.51%
10Y*
13.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

O vs. CURE - 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%3.67%
CURE
Direxion Daily Healthcare Bull 3x Shares
-7.96%22.55%-8.47%-9.40%-20.51%88.30%5.02%55.66%2.82%69.32%

Correlation

The correlation between O and CURE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

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

0.36

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

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2011

0.36

The correlation between O and CURE shifts across timeframes, from 0.28 (1 year) to 0.43 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

O vs. CURE — 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

CURE
CURE Risk / Return Rank: 2121
Overall Rank
CURE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
CURE Sortino Ratio Rank: 2424
Sortino Ratio Rank
CURE Omega Ratio Rank: 2222
Omega Ratio Rank
CURE Calmar Ratio Rank: 2222
Calmar Ratio Rank
CURE Martin Ratio Rank: 1919
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. CURE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and Direxion Daily Healthcare Bull 3x Shares (CURE). 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.


OCUREDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.15

1.13

+0.02

Calmar ratioReturn relative to maximum drawdown

1.29

0.85

+0.43

Martin ratioReturn relative to average drawdown

3.12

1.94

+1.18

O vs. CURE - Sharpe Ratio Comparison

The current O Sharpe Ratio is 0.88, which is higher than the CURE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of O and CURE, 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. CURE - Drawdown Comparison

The maximum O drawdown since its inception was -48.45%, smaller than the maximum CURE drawdown of -69.19%. Use the drawdown chart below to compare losses from any high point for O and CURE.


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Drawdown Indicators


OCUREDifference

Max Drawdown

Largest peak-to-trough decline

-48.45%

-69.19%

+20.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.10%

-31.10%

+20.00%

Max Drawdown (3Y)

Largest decline over 3 years

-26.49%

-51.93%

+25.44%

Max Drawdown (5Y)

Largest decline over 5 years

-34.48%

-52.23%

+17.75%

Max Drawdown (10Y)

Largest decline over 10 years

-48.28%

-69.19%

+20.91%

Current Drawdown

Current decline from peak

-5.94%

-26.94%

+21.00%

Average Drawdown

Average peak-to-trough decline

-9.20%

-18.16%

+8.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

13.71%

-9.13%

Volatility

O vs. CURE - Volatility Comparison

The current volatility for Realty Income Corporation (O) is 5.29%, while Direxion Daily Healthcare Bull 3x Shares (CURE) has a volatility of 14.30%. This indicates that O experiences smaller price fluctuations and is considered to be less risky than CURE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OCUREDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

14.30%

-9.01%

Volatility (6M)

Calculated over the trailing 6-month period

11.98%

30.87%

-18.89%

Volatility (1Y)

Calculated over the trailing 1-year period

16.21%

44.32%

-28.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

43.84%

-24.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.64%

49.59%

-23.95%

Dividends

O vs. CURE - Dividend Comparison

O's dividend yield for the trailing twelve months is around 5.16%, more than CURE's 1.16% yield.


PositionTTM20252024202320222021202020192018201720162015
CURE
Direxion Daily Healthcare Bull 3x Shares
1.16%1.12%1.17%2.02%0.38%0.02%0.17%0.40%0.70%0.18%0.00%0.00%
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 CURE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CURE has higher volatility (14.30%) compared to O (5.29%). In terms of maximum drawdown, O dropped -48.45% vs CURE's -69.19%.

O currently has the higher Sharpe Ratio (0.88 vs 0.60), 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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