O vs. PDI
O (Realty Income Corporation) and PDI (PIMCO Dynamic Income Fund) are both stocks. O operates in REIT - Retail (Real Estate), while PDI operates in Asset Management (Financial Services). Over the past 10 years, O returned 4.89%/yr vs 7.55%/yr for PDI. At a 0.22 correlation, their price movements are largely independent.
Performance
O vs. PDI - Performance Comparison
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Returns By Period
In the year-to-date period, O achieves a 13.70% return, which is significantly higher than PDI's -0.81% return. Over the past 10 years, O has underperformed PDI with an annualized return of 4.89%, while PDI has yielded a comparatively higher 7.55% 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%
PDI
- 1D
- -0.79%
- 1M
- -3.50%
- YTD
- -0.81%
- 6M
- -0.75%
- 1Y
- 0.14%
- 3Y*
- 10.87%
- 5Y*
- 2.19%
- 10Y*
- 7.55%
O vs. PDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 13.70% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
PDI PIMCO Dynamic Income Fund | -0.81% | 11.03% | 17.18% | 11.99% | -16.99% | 7.81% | -9.96% | 22.23% | 7.35% | 18.59% |
Correlation
The correlation between O and PDI is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 25, 2012 | 0.22 |
The correlation between O and PDI shifts across timeframes, from 0.04 (1 year) to 0.22 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
O:
$1.17
PDI:
$3.86
O:
53.41
PDI:
4.23
O:
4.35
PDI:
0.06
O:
7.22
PDI:
3.13
O:
$5.92B
PDI:
$2.03B
O:
$3.89B
PDI:
$1.51B
O:
$3.93B
PDI:
$2.09B
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Return for Risk
O vs. PDI — Risk / Return Rank
O
PDI
O vs. PDI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and PIMCO Dynamic Income Fund (PDI). 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 | PDI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.01 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 0.01 | +1.28 |
| Martin ratioReturn relative to average drawdown | 3.12 | 0.03 | +3.09 |
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Drawdowns
O vs. PDI - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, roughly equal to the maximum PDI drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for O and PDI.
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Drawdown Indicators
| O | PDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -46.47% | -1.98% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -10.95% | -0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -26.49% | -17.55% | -8.94% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -27.19% | -7.29% |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | -46.47% | -1.81% |
Current DrawdownCurrent decline from peak | -5.94% | -8.56% | +2.62% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -6.22% | -2.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 5.09% | -0.51% |
Volatility
O vs. PDI - Volatility Comparison
Realty Income Corporation (O) has a higher volatility of 5.29% compared to PIMCO Dynamic Income Fund (PDI) at 3.31%. This indicates that O's price experiences larger fluctuations and is considered to be riskier than PDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| O | PDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 3.31% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 11.98% | 8.27% | +3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 11.31% | +4.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 15.53% | +3.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.64% | 19.04% | +6.60% |
Dividends
O vs. PDI - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.16%, less than PDI's 16.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PDI PIMCO Dynamic Income Fund | 16.24% | 14.94% | 14.43% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 18.70% |
Financials
O vs. PDI - Financials Comparison
This section allows you to compare key financial metrics between Realty Income Corporation and PIMCO Dynamic Income Fund. 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. PDI - 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%.
PDI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, PIMCO Dynamic Income Fund reported a gross profit of 558.21M and revenue of 615.21M. Therefore, the gross margin over that period was 90.7%.
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%.
PDI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, PIMCO Dynamic Income Fund reported an operating income of 529.42M and revenue of 615.21M, resulting in an operating margin of 86.1%.
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%.
PDI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, PIMCO Dynamic Income Fund reported a net income of 457.73M and revenue of 615.21M, resulting in a net margin of 74.4%.
Frequently Asked Questions
O and PDI have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
O has higher volatility (5.29%) compared to PDI (3.31%). In terms of maximum drawdown, O dropped -48.45% vs PDI's -46.47%.
O currently has the higher Sharpe Ratio (0.88 vs 0.01), 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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