O vs. PG
Compare and contrast key facts about Realty Income Corporation (O) and The Procter & Gamble Company (PG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: O or PG.
Key characteristics
O | PG | |
---|---|---|
YTD Return | -5.41% | 12.80% |
1Y Return | -9.43% | 6.90% |
3Y Return (Ann) | -2.80% | 9.67% |
5Y Return (Ann) | -0.31% | 11.88% |
10Y Return (Ann) | 7.19% | 10.25% |
Sharpe Ratio | -0.52 | 0.50 |
Daily Std Dev | 19.65% | 14.09% |
Max Drawdown | -48.45% | -54.23% |
Current Drawdown | -21.86% | 0.00% |
Fundamentals
O | PG | |
---|---|---|
Market Cap | $46.25B | $380.67B |
EPS | $1.26 | $6.11 |
PE Ratio | 42.63 | 26.40 |
PEG Ratio | 4.72 | 3.28 |
Revenue (TTM) | $4.08B | $84.06B |
Gross Profit (TTM) | $3.11B | $39.25B |
EBITDA (TTM) | $3.62B | $24.22B |
Correlation
The correlation between O and PG is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
O vs. PG - Performance Comparison
In the year-to-date period, O achieves a -5.41% return, which is significantly lower than PG's 12.80% return. Over the past 10 years, O has underperformed PG with an annualized return of 7.19%, while PG has yielded a comparatively higher 10.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
O vs. PG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and The Procter & Gamble Company (PG). 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.
Dividends
O vs. PG - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.74%, more than PG's 2.35% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Realty Income Corporation | 5.74% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
The Procter & Gamble Company | 2.35% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
Drawdowns
O vs. PG - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, smaller than the maximum PG drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for O and PG. For additional features, visit the drawdowns tool.
Volatility
O vs. PG - Volatility Comparison
Realty Income Corporation (O) has a higher volatility of 6.23% compared to The Procter & Gamble Company (PG) at 4.01%. This indicates that O's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
O vs. PG - Financials Comparison
This section allows you to compare key financial metrics between Realty Income Corporation and The Procter & Gamble Company. 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