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O vs. IWY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

O vs. IWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Realty Income Corporation (O) and iShares Russell Top 200 Growth ETF (IWY). 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 IWY's 2.99% return. Over the past 10 years, O has underperformed IWY with an annualized return of 4.89%, while IWY has yielded a comparatively higher 19.24% annualized return.


O

1D
1.31%
1M
2.40%
YTD
13.70%
6M
11.57%
1Y
14.25%
3Y*
6.59%
5Y*
3.49%
10Y*
4.89%

IWY

1D
-0.00%
1M
-2.39%
YTD
2.99%
6M
3.75%
1Y
19.83%
3Y*
23.03%
5Y*
15.15%
10Y*
19.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

O vs. IWY - 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%
IWY
iShares Russell Top 200 Growth ETF
2.99%18.19%34.89%46.49%-29.91%31.05%39.01%36.20%-0.72%31.69%

Correlation

The correlation between O and IWY is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.18

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

-0.03

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

0.18

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

0.23

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2009

0.31

The correlation between O and IWY shifts across timeframes, from -0.18 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

O vs. IWY — 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

IWY
IWY Risk / Return Rank: 3535
Overall Rank
IWY Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IWY Sortino Ratio Rank: 3737
Sortino Ratio Rank
IWY Omega Ratio Rank: 3838
Omega Ratio Rank
IWY Calmar Ratio Rank: 2828
Calmar Ratio Rank
IWY Martin Ratio Rank: 3030
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. IWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and iShares Russell Top 200 Growth ETF (IWY). 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.


OIWYDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.15

1.22

-0.07

Calmar ratioReturn relative to maximum drawdown

1.29

1.20

+0.09

Martin ratioReturn relative to average drawdown

3.12

3.85

-0.73

O vs. IWY - Sharpe Ratio Comparison

The current O Sharpe Ratio is 0.88, which is comparable to the IWY Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of O and IWY, 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. IWY - Drawdown Comparison

The maximum O drawdown since its inception was -48.45%, which is greater than IWY's maximum drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for O and IWY.


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Drawdown Indicators


OIWYDifference

Max Drawdown

Largest peak-to-trough decline

-48.45%

-32.68%

-15.77%

Max Drawdown (1Y)

Largest decline over 1 year

-11.10%

-16.63%

+5.53%

Max Drawdown (3Y)

Largest decline over 3 years

-26.49%

-23.22%

-3.27%

Max Drawdown (5Y)

Largest decline over 5 years

-34.48%

-32.68%

-1.80%

Max Drawdown (10Y)

Largest decline over 10 years

-48.28%

-32.68%

-15.60%

Current Drawdown

Current decline from peak

-5.94%

-5.68%

-0.26%

Average Drawdown

Average peak-to-trough decline

-9.20%

-4.75%

-4.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

5.16%

-0.58%

Volatility

O vs. IWY - Volatility Comparison

Realty Income Corporation (O) and iShares Russell Top 200 Growth ETF (IWY) have volatilities of 5.29% and 5.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OIWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

5.30%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

11.98%

12.38%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

16.21%

16.01%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

21.54%

-2.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.64%

21.01%

+4.63%

Dividends

O vs. IWY - Dividend Comparison

O's dividend yield for the trailing twelve months is around 5.16%, more than IWY's 0.34% yield.


PositionTTM20252024202320222021202020192018201720162015
IWY
iShares Russell Top 200 Growth ETF
0.34%0.36%0.42%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%
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 IWY have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWY has higher volatility (5.30%) compared to O (5.29%). In terms of maximum drawdown, O dropped -48.45% vs IWY's -32.68%.

IWY currently has the higher Sharpe Ratio (1.24 vs 0.88), 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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