PortfoliosLab logoPortfoliosLab logo
O vs. SKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

O vs. SKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Realty Income Corporation (O) and Skechers U.S.A., Inc. (SKX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


O

1D
1.31%
1M
3.07%
YTD
13.70%
6M
11.57%
1Y
14.88%
3Y*
6.59%
5Y*
3.49%
10Y*
4.89%

SKX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

O vs. SKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
O
Realty Income Corporation
13.70%12.20%-2.11%-4.55%-7.38%23.95%-11.60%21.27%15.94%3.67%
SKX
Skechers U.S.A., Inc.
0.00%-6.11%7.86%48.61%-3.34%20.76%-16.79%88.69%-39.51%53.95%

Correlation

The correlation between O and SKX is -0.06, 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

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Jun 9, 1999

0.24

The correlation between O and SKX shifts across timeframes, from -0.06 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

O:

$1.17

SKX:

$4.40

PE Ratio

O:

53.41

SKX:

14.35

PEG Ratio

O:

4.35

SKX:

0.09

PS Ratio

O:

7.22

SKX:

1.01

Total Revenue (TTM)

O:

$5.92B

SKX:

$9.41B

Gross Profit (TTM)

O:

$3.89B

SKX:

$4.96B

EBITDA (TTM)

O:

$3.93B

SKX:

$1.07B

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. SKX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

O
O Risk / Return Rank: 6666
Overall Rank
O Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
O Sortino Ratio Rank: 6262
Sortino Ratio Rank
O Omega Ratio Rank: 6161
Omega Ratio Rank
O Calmar Ratio Rank: 6868
Calmar Ratio Rank
O Martin Ratio Rank: 6969
Martin Ratio Rank

SKX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

O vs. SKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and Skechers U.S.A., Inc. (SKX). 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.


OSKXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

1.29

Martin ratioReturn relative to average drawdown

3.12

O vs. SKX - Sharpe Ratio Comparison


Loading charts...

Drawdowns

O vs. SKX - Drawdown Comparison


Loading charts...

Drawdown Indicators


OSKXDifference

Max Drawdown

Largest peak-to-trough decline

-48.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.10%

Max Drawdown (3Y)

Largest decline over 3 years

-26.49%

Max Drawdown (5Y)

Largest decline over 5 years

-34.48%

Max Drawdown (10Y)

Largest decline over 10 years

-48.28%

Current Drawdown

Current decline from peak

-5.94%

Average Drawdown

Average peak-to-trough decline

-9.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

Volatility

O vs. SKX - Volatility Comparison


Loading charts...

Volatility by Period


OSKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

Volatility (6M)

Calculated over the trailing 6-month period

11.98%

Volatility (1Y)

Calculated over the trailing 1-year period

16.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.64%

Dividends

O vs. SKX - Dividend Comparison

O's dividend yield for the trailing twelve months is around 5.16%, while SKX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
SKX
Skechers U.S.A., Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

O vs. SKX - Financials Comparison

This section allows you to compare key financial metrics between Realty Income Corporation and Skechers U.S.A., Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


500.00M1.00B1.50B2.00B2.50B20222023202420252026
1.55B
2.44B
(O) Total Revenue
(SKX) Total Revenue
Values in USD except per share items

O vs. SKX - Profitability Comparison

The chart below illustrates the profitability comparison between Realty Income Corporation and Skechers U.S.A., Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
53.3%
Portfolio components
O - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported a gross profit of 0.00 and revenue of 1.55B. Therefore, the gross margin over that period was 0.0%.

SKX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Skechers U.S.A., Inc. reported a gross profit of 1.30B and revenue of 2.44B. Therefore, the gross margin over that period was 53.3%.

O - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported an operating income of 0.00 and revenue of 1.55B, resulting in an operating margin of 0.0%.

SKX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Skechers U.S.A., Inc. reported an operating income of 173.08M and revenue of 2.44B, resulting in an operating margin of 7.1%.

O - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported a net income of -9.17M and revenue of 1.55B, resulting in a net margin of -0.6%.

SKX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Skechers U.S.A., Inc. reported a net income of 170.50M and revenue of 2.44B, resulting in a net margin of 7.0%.


Frequently Asked Questions


O and SKX have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for O and SKX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer