O vs. PTY
O (Realty Income Corporation) is a stock, while PTY (PIMCO Corporate & Income Opportunity Fund) is Corporate Bonds fund managed by PIMCO. Over the past 10 years, O returned 4.89%/yr vs 8.71%/yr for PTY. At a 0.22 correlation, their price movements are largely independent.
Performance
O vs. PTY - 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 PTY's -3.70% return. Over the past 10 years, O has underperformed PTY with an annualized return of 4.89%, while PTY has yielded a comparatively higher 8.71% 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%
PTY
- 1D
- 0.26%
- 1M
- -1.34%
- YTD
- -3.70%
- 6M
- -3.85%
- 1Y
- -4.53%
- 3Y*
- 7.73%
- 5Y*
- -0.75%
- 10Y*
- 8.71%
O vs. PTY - 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% |
PTY PIMCO Corporate & Income Opportunity Fund | -3.70% | -0.51% | 19.87% | 22.56% | -18.71% | 0.40% | 3.24% | 35.36% | 2.49% | 26.63% |
Correlation
The correlation between O and PTY is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Dec 26, 2002 | 0.22 |
The correlation between O and PTY shifts across timeframes, from 0.05 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
O vs. PTY — Risk / Return Rank
O
PTY
O vs. PTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and PIMCO Corporate & Income Opportunity Fund (PTY). 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 | PTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.30 | ||
| Sortino ratioReturn per unit of downside risk | +1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.92 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | -0.29 | +1.58 |
| Martin ratioReturn relative to average drawdown | 3.12 | -0.57 | +3.69 |
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Drawdowns
O vs. PTY - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, smaller than the maximum PTY drawdown of -60.86%. Use the drawdown chart below to compare losses from any high point for O and PTY.
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Drawdown Indicators
| O | PTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -60.86% | +12.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -15.44% | +4.34% |
Max Drawdown (3Y)Largest decline over 3 years | -26.49% | -16.04% | -10.45% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -41.38% | +6.90% |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | -46.55% | -1.73% |
Current DrawdownCurrent decline from peak | -5.94% | -12.60% | +6.66% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -8.61% | -0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 7.89% | -3.31% |
Volatility
O vs. PTY - Volatility Comparison
Realty Income Corporation (O) has a higher volatility of 5.29% compared to PIMCO Corporate & Income Opportunity Fund (PTY) at 2.64%. This indicates that O's price experiences larger fluctuations and is considered to be riskier than PTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| O | PTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 2.64% | +2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 11.98% | 7.49% | +4.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 10.80% | +5.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 17.39% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.64% | 21.19% | +4.45% |
Dividends
O vs. PTY - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.16%, less than PTY's 12.15% 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% |
PTY PIMCO Corporate & Income Opportunity Fund | 12.15% | 11.05% | 9.92% | 10.77% | 13.12% | 9.16% | 8.74% | 8.37% | 10.63% | 9.48% | 12.09% | 11.92% |
Frequently Asked Questions
O and PTY have a correlation of 0.05, 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 PTY (2.64%). In terms of maximum drawdown, O dropped -48.45% vs PTY's -60.86%.
O currently has the higher Sharpe Ratio (0.88 vs -0.42), 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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