O vs. NNN
Compare and contrast key facts about Realty Income Corporation (O) and National Retail Properties, Inc. (NNN).
Performance
O vs. NNN - Performance Comparison
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O vs. NNN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 11.21% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
NNN National Retail Properties, Inc. | 8.68% | 2.81% | -0.06% | -0.60% | -0.01% | 23.08% | -19.29% | 14.78% | 17.82% | 2.00% |
Fundamentals
O:
$1.75
NNN:
$2.07
O:
35.44
NNN:
20.50
O:
7.26
NNN:
2.32
O:
6.53
NNN:
8.63
O:
$5.75B
NNN:
$926.21M
O:
-$3.85B
NNN:
$888.83M
O:
$4.22B
NNN:
$856.49M
Returns By Period
In the year-to-date period, O achieves a 11.21% return, which is significantly higher than NNN's 8.68% return. Over the past 10 years, O has outperformed NNN with an annualized return of 5.07%, while NNN has yielded a comparatively lower 4.11% annualized return.
O
- 1D
- 1.14%
- 1M
- -8.00%
- YTD
- 11.21%
- 6M
- 5.16%
- 1Y
- 14.40%
- 3Y*
- 4.90%
- 5Y*
- 4.79%
- 10Y*
- 5.07%
NNN
- 1D
- 1.00%
- 1M
- -7.38%
- YTD
- 8.68%
- 6M
- 1.70%
- 1Y
- 5.82%
- 3Y*
- 4.38%
- 5Y*
- 4.07%
- 10Y*
- 4.11%
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Return for Risk
O vs. NNN — Risk / Return Rank
O
NNN
O vs. NNN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and National Retail Properties, Inc. (NNN). 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 | NNN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.33 | +0.54 |
Sortino ratioReturn per unit of downside risk | 1.24 | 0.57 | +0.67 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.07 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 0.47 | +0.72 |
Martin ratioReturn relative to average drawdown | 3.57 | 1.40 | +2.18 |
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 | NNN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.33 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.21 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.15 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.40 | +0.09 |
Correlation
The correlation between O and NNN is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
O vs. NNN - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.22%, less than NNN's 5.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 5.22% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
NNN National Retail Properties, Inc. | 5.61% | 5.96% | 5.61% | 5.17% | 4.72% | 4.37% | 5.06% | 3.79% | 4.02% | 4.31% | 4.03% | 4.27% |
Drawdowns
O vs. NNN - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, smaller than the maximum NNN drawdown of -56.17%. Use the drawdown chart below to compare losses from any high point for O and NNN.
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Drawdown Indicators
| O | NNN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -56.17% | +7.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -11.44% | +0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -25.22% | -9.26% |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | -54.99% | +6.71% |
Current DrawdownCurrent decline from peak | -8.00% | -7.38% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -9.85% | +0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 3.90% | -0.20% |
Volatility
O vs. NNN - Volatility Comparison
Realty Income Corporation (O) and National Retail Properties, Inc. (NNN) have volatilities of 4.53% and 4.74%, 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
| O | NNN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 4.74% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 11.31% | 11.36% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.84% | 17.97% | -1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.89% | 19.84% | -0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.69% | 28.11% | -2.42% |
Financials
O vs. NNN - Financials Comparison
This section allows you to compare key financial metrics between Realty Income Corporation and National Retail Properties, 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