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.
Performance
O vs. PG - Performance Comparison
Returns By Period
In the year-to-date period, O achieves a 4.70% return, which is significantly lower than PG's 20.82% return. Over the past 10 years, O has underperformed PG with an annualized return of 7.08%, while PG has yielded a comparatively higher 10.03% annualized return.
O
4.70%
-9.50%
12.72%
13.83%
-0.38%
7.08%
PG
20.82%
1.80%
5.63%
17.24%
10.22%
10.03%
Fundamentals
| O | PG | |
|---|---|---|
| Market Cap | $49.78B | $402.45B |
| EPS | $1.05 | $5.81 |
| PE Ratio | 54.17 | 29.41 |
| PEG Ratio | 5.94 | 3.60 |
| Total Revenue (TTM) | $5.02B | $83.91B |
| Gross Profit (TTM) | $2.87B | $43.14B |
| EBITDA (TTM) | $4.51B | $22.14B |
Key characteristics
| O | PG | |
|---|---|---|
| Sharpe Ratio | 0.75 | 1.19 |
| Sortino Ratio | 1.15 | 1.68 |
| Omega Ratio | 1.14 | 1.23 |
| Calmar Ratio | 0.52 | 2.06 |
| Martin Ratio | 1.87 | 6.47 |
| Ulcer Index | 7.12% | 2.83% |
| Daily Std Dev | 17.66% | 15.39% |
| Max Drawdown | -48.57% | -54.23% |
| Current Drawdown | -13.44% | -2.26% |
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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.
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 5.44%, more than PG's 2.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 5.44% | 5.40% | 4.69% | 3.59% | 4.10% | 3.36% | 3.81% | 4.05% | 3.81% | 4.02% | 4.18% | 5.31% |
PG The Procter & Gamble Company | 2.29% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
Drawdowns
O vs. PG - Drawdown Comparison
The maximum O drawdown since its inception was -48.57%, 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 6.03% compared to The Procter & Gamble Company (PG) at 5.20%. 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