O vs. NKE
O (Realty Income Corporation) and NKE (NIKE, Inc.) are both stocks. O operates in REIT - Retail (Real Estate), while NKE operates in Footwear & Accessories (Consumer Cyclical). Over the past 10 years, O returned 4.43%/yr vs -1.05%/yr for NKE. At a 0.26 correlation, their price movements are largely independent.
Performance
O vs. NKE - Performance Comparison
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Returns By Period
In the year-to-date period, O achieves a 8.78% return, which is significantly higher than NKE's -31.08% return. Over the past 10 years, O has outperformed NKE with an annualized return of 4.43%, while NKE has yielded a comparatively lower -1.05% annualized 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%
NKE
- 1D
- 0.58%
- 1M
- -1.19%
- YTD
- -31.08%
- 6M
- -30.90%
- 1Y
- -29.27%
- 3Y*
- -24.25%
- 5Y*
- -18.65%
- 10Y*
- -1.05%
O vs. NKE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 8.78% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
NKE NIKE, Inc. | -31.08% | -13.83% | -29.11% | -6.01% | -29.04% | 18.70% | 40.97% | 38.09% | 19.87% | 24.70% |
Correlation
The correlation between O and NKE is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 1994 | 0.26 |
Over the past year, the correlation between O and NKE has dropped to 0.06 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.
Fundamentals
O:
$1.17
NKE:
$1.52
O:
51.10
NKE:
28.43
O:
6.91
NKE:
1.38
O:
$5.92B
NKE:
$46.52B
O:
$3.89B
NKE:
$18.99B
O:
$3.93B
NKE:
$3.33B
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Return for Risk
O vs. NKE — Risk / Return Rank
O
NKE
O vs. NKE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and NIKE, Inc. (NKE). 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 | NKE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.59 | ||
| Sortino ratioReturn per unit of downside risk | +2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.87 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | -0.64 | +1.82 |
| Martin ratioReturn relative to average drawdown | 2.93 | -1.23 | +4.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| O | NKE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | -0.77 | +1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | -0.52 | +0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | -0.03 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.41 | +0.08 |
Drawdowns
O vs. NKE - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, smaller than the maximum NKE drawdown of -75.19%. Use the drawdown chart below to compare losses from any high point for O and NKE.
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Drawdown Indicators
| O | NKE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -75.19% | +26.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -46.18% | +35.08% |
Max Drawdown (3Y)Largest decline over 3 years | -26.49% | -64.21% | +37.72% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -74.64% | +40.16% |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | -74.64% | +26.36% |
Current DrawdownCurrent decline from peak | -10.00% | -73.59% | +63.59% |
Average DrawdownAverage peak-to-trough decline | -9.21% | -20.91% | +11.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.50% | 23.82% | -19.32% |
Volatility
O vs. NKE - Volatility Comparison
The current volatility for Realty Income Corporation (O) is 4.81%, while NIKE, Inc. (NKE) has a volatility of 9.43%. This indicates that O experiences smaller price fluctuations and is considered to be less risky than NKE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| O | NKE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 9.43% | -4.62% |
Volatility (6M)Calculated over the trailing 6-month period | 11.89% | 29.22% | -17.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.10% | 38.22% | -22.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.89% | 35.82% | -16.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.64% | 32.25% | -6.61% |
Dividends
O vs. NKE - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.39%, more than NKE's 3.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NKE NIKE, Inc. | 3.77% | 2.53% | 2.00% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% |
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% |
Financials
O vs. NKE - Financials Comparison
This section allows you to compare key financial metrics between Realty Income Corporation and NIKE, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
O vs. NKE - Profitability Comparison
O - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported a gross profit of 0.00 and revenue of 1.55B. Therefore, the gross margin over that period was 0.0%.
NKE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NIKE, Inc. reported a gross profit of 4.53B and revenue of 11.28B. Therefore, the gross margin over that period was 40.2%.
O - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported an operating income of 0.00 and revenue of 1.55B, resulting in an operating margin of 0.0%.
NKE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NIKE, Inc. reported an operating income of 553.00M and revenue of 11.28B, resulting in an operating margin of 4.9%.
O - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported a net income of -9.17M and revenue of 1.55B, resulting in a net margin of -0.6%.
NKE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NIKE, Inc. reported a net income of 520.00M and revenue of 11.28B, resulting in a net margin of 4.6%.
Frequently Asked Questions
O and NKE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NKE has higher volatility (9.43%) compared to O (4.81%). In terms of maximum drawdown, O dropped -48.45% vs NKE's -75.19%.
O currently has the higher Sharpe Ratio (0.82 vs -0.77), 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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