O vs. SCHG
O (Realty Income Corporation) is a stock, while SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past 10 years, O returned 4.36%/yr vs 18.26%/yr for SCHG. At a 0.31 correlation, their price movements are largely independent.
Performance
O vs. SCHG - Performance Comparison
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Returns By Period
In the year-to-date period, O achieves a 18.67% return, which is significantly higher than SCHG's 4.93% return. Over the past 10 years, O has underperformed SCHG with an annualized return of 4.36%, while SCHG has yielded a comparatively higher 18.26% annualized return.
O
- 1D
- -0.81%
- 1M
- 8.67%
- 6M
- 8.91%
- YTD
- 18.67%
- 1Y
- 21.82%
- 3Y*
- 7.07%
- 5Y*
- 4.37%
- 10Y*
- 4.36%
- ALL TIME*
- 13.59%
SCHG
- 1D
- -0.09%
- 1M
- 0.84%
- 6M
- 5.77%
- YTD
- 4.93%
- 1Y
- 15.31%
- 3Y*
- 21.96%
- 5Y*
- 13.32%
- 10Y*
- 18.26%
- ALL TIME*
- 16.37%
O vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 18.67% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
SCHG Schwab U.S. Large-Cap Growth ETF | 4.93% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Correlation
The correlation between O and SCHG is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2009 | 0.31 |
The correlation between O and SCHG shifts across timeframes, from -0.19 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
O vs. SCHG — Risk / Return Rank
O
SCHG
O vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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 | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.97 | 0.94 | +1.04 |
| Martin ratioReturn relative to average drawdown | 4.49 | 3.00 | +1.50 |
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Drawdowns
O vs. SCHG - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for O and SCHG.
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Drawdown Indicators
| O | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -34.59% | -13.86% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -16.41% | +5.31% |
Max Drawdown (3Y)Largest decline over 3 years | -26.49% | -23.39% | -3.10% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -34.59% | +0.11% |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | -34.59% | -13.69% |
Current DrawdownCurrent decline from peak | -1.83% | -3.16% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -9.19% | -5.19% | -4.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.87% | 5.12% | -0.25% |
Volatility
O vs. SCHG - Volatility Comparison
Realty Income Corporation (O) has a higher volatility of 6.36% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 4.47%. This indicates that O's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| O | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 4.47% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 13.00% | 12.82% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.78% | 16.43% | +0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.03% | 22.40% | -3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.68% | 21.57% | +4.11% |
Dividends
O vs. SCHG - Dividend Comparison
O's dividend yield for the trailing twelve months is around 4.97%, more than SCHG's 0.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 4.97% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.39% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Frequently Asked Questions
O and SCHG have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
O has higher volatility (6.36%) compared to SCHG (4.47%). In terms of maximum drawdown, O dropped -48.45% vs SCHG's -34.59%.
O currently has the higher Sharpe Ratio (1.31 vs 0.94), 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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