O vs. ECH
O (Realty Income Corporation) is a stock, while ECH (iShares MSCI Chile ETF) is Foreign Large Cap Equities fund tracking the MSCI Chile Investable Market Index. Over the past 10 years, O returned 4.56%/yr vs 4.44%/yr for ECH. At a 0.26 correlation, their price movements are largely independent.
Performance
O vs. ECH - Performance Comparison
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Returns By Period
In the year-to-date period, O achieves a 9.20% return, which is significantly higher than ECH's 2.23% return. Both investments have delivered pretty close results over the past 10 years, with O having a 4.56% annualized return and ECH not far behind at 4.44%.
O
- 1D
- -0.54%
- 1M
- -2.79%
- YTD
- 9.20%
- 6M
- 9.80%
- 1Y
- 10.46%
- 3Y*
- 5.05%
- 5Y*
- 3.72%
- 10Y*
- 4.56%
ECH
- 1D
- -0.85%
- 1M
- 1.75%
- YTD
- 2.23%
- 6M
- 5.27%
- 1Y
- 36.61%
- 3Y*
- 14.33%
- 5Y*
- 12.22%
- 10Y*
- 4.44%
O vs. ECH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 9.20% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
ECH iShares MSCI Chile ETF | 2.23% | 65.41% | -8.67% | 9.01% | 25.12% | -19.80% | -7.13% | -17.79% | -18.98% | 41.79% |
Correlation
The correlation between O and ECH is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2007 | 0.26 |
The correlation between O and ECH shifts across timeframes, from 0.14 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
O vs. ECH — Risk / Return Rank
O
ECH
O vs. ECH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and iShares MSCI Chile ETF (ECH). 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 | ECH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.25 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.86 | -0.92 |
| Martin ratioReturn relative to average drawdown | 2.23 | 4.41 | -2.18 |
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Drawdowns
O vs. ECH - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, smaller than the maximum ECH drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for O and ECH.
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Drawdown Indicators
| O | ECH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -74.08% | +25.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -19.74% | +8.64% |
Max Drawdown (3Y)Largest decline over 3 years | -26.49% | -25.59% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -25.59% | -8.89% |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | -66.89% | +18.61% |
Current DrawdownCurrent decline from peak | -9.66% | -24.03% | +14.37% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -37.48% | +28.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.70% | 8.33% | -3.63% |
Volatility
O vs. ECH - Volatility Comparison
The current volatility for Realty Income Corporation (O) is 5.70%, while iShares MSCI Chile ETF (ECH) has a volatility of 9.09%. This indicates that O experiences smaller price fluctuations and is considered to be less risky than ECH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| O | ECH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.70% | 9.09% | -3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 12.21% | 21.20% | -8.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.44% | 25.51% | -9.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 27.63% | -8.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.65% | 27.27% | -1.62% |
Dividends
O vs. ECH - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.37%, more than ECH's 1.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECH iShares MSCI Chile ETF | 1.93% | 2.01% | 3.12% | 4.77% | 6.73% | 5.49% | 2.16% | 2.47% | 2.37% | 1.42% | 1.85% | 2.13% |
O Realty Income Corporation | 5.37% | 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 ECH have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECH has higher volatility (9.09%) compared to O (5.70%). In terms of maximum drawdown, O dropped -48.45% vs ECH's -74.08%.
ECH currently has the higher Sharpe Ratio (1.44 vs 0.64), 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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