O vs. PG
Compare and contrast key facts about Realty Income Corporation (O) and The Procter & Gamble Company (PG).
Performance
O vs. PG - Performance Comparison
Loading graphics...
Returns By Period
In the year-to-date period, O achieves a 11.80% return, which is significantly higher than PG's 0.58% return. Over the past 10 years, O has underperformed PG with an annualized return of 5.14%, while PG has yielded a comparatively higher 8.50% annualized return.
O
- 1D
- 0.53%
- 1M
- -5.32%
- YTD
- 11.80%
- 6M
- 5.82%
- 1Y
- 15.19%
- 3Y*
- 5.34%
- 5Y*
- 4.90%
- 10Y*
- 5.14%
PG
- 1D
- -0.67%
- 1M
- -9.59%
- YTD
- 0.58%
- 6M
- -4.68%
- 1Y
- -14.70%
- 3Y*
- 1.10%
- 5Y*
- 3.87%
- 10Y*
- 8.50%
O vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 11.80% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
PG The Procter & Gamble Company | 0.58% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between O and PG is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.
Fundamentals
O:
$1.75
PG:
$6.75
O:
35.63
PG:
21.19
O:
7.30
PG:
5.18
O:
6.56
PG:
4.09
O:
$5.75B
PG:
$85.26B
O:
-$3.85B
PG:
$43.21B
O:
$4.22B
PG:
$23.62B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
O vs. PG — Risk / Return Rank
O
PG
O vs. PG - Risk-Adjusted Trends 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.
| O | PG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | -0.71 | +1.61 |
Sortino ratioReturn per unit of downside risk | 1.29 | -0.87 | +2.16 |
Omega ratioGain probability vs. loss probability | 1.16 | 0.90 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | -0.75 | +2.11 |
Martin ratioReturn relative to average drawdown | 4.03 | -1.39 | +5.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| O | PG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | -0.71 | +1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.22 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.45 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.46 | +0.03 |
Drawdowns
O vs. PG - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, smaller than the maximum PG drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for O and PG.
Loading graphics...
Drawdown Indicators
| O | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -54.25% | +5.80% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -17.62% | +6.52% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -23.77% | -10.71% |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | -23.77% | -24.51% |
Current DrawdownCurrent decline from peak | -7.51% | -17.67% | +10.16% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -12.15% | +2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 9.93% | -6.20% |
Volatility
O vs. PG - Volatility Comparison
The current volatility for Realty Income Corporation (O) is 4.57%, while The Procter & Gamble Company (PG) has a volatility of 5.43%. This indicates that O experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| O | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 5.43% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 13.46% | -2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.81% | 18.82% | -2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.89% | 17.45% | +1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.69% | 18.84% | +6.85% |
Dividends
O vs. PG - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.20%, more than PG's 2.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 5.20% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
PG The Procter & Gamble Company | 2.95% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
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