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O vs. T
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

O vs. T - Performance Comparison

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

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Returns By Period

In the year-to-date period, O achieves a 13.70% return, which is significantly higher than T's -2.96% return. Over the past 10 years, O has outperformed T with an annualized return of 4.89%, while T has yielded a comparatively lower 3.33% 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%

T

1D
2.52%
1M
-4.69%
YTD
-2.96%
6M
-1.93%
1Y
-12.96%
3Y*
20.58%
5Y*
7.38%
10Y*
3.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

O vs. T - 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%
T
AT&T Inc.
-2.96%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Correlation

The correlation between O and T is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

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

0.34

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

0.37

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

0.33

Correlation (All Time)
Calculated using the full available price history since Oct 18, 1994

0.28

Fundamentals

EPS

O:

$1.17

T:

$3.04

PE Ratio

O:

53.41

T:

7.74

PEG Ratio

O:

4.35

T:

0.32

PS Ratio

O:

7.22

T:

1.35

Total Revenue (TTM)

O:

$5.92B

T:

$125.65B

Gross Profit (TTM)

O:

$3.89B

T:

$105.41B

EBITDA (TTM)

O:

$3.93B

T:

$54.70B

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Return for Risk

O vs. T — 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

T
T Risk / Return Rank: 1818
Overall Rank
T Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
T Sortino Ratio Rank: 1717
Sortino Ratio Rank
T Omega Ratio Rank: 1818
Omega Ratio Rank
T Calmar Ratio Rank: 2121
Calmar Ratio Rank
T Martin Ratio Rank: 1515
Martin Ratio Rank
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. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and AT&T Inc. (T). 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.


OTDifference
Sharpe ratioReturn per unit of total volatility

+1.47

Sortino ratioReturn per unit of downside risk

+1.98

Omega ratioGain probability vs. loss probability

1.15

0.92

+0.24

Calmar ratioReturn relative to maximum drawdown

1.29

-0.59

+1.88

Martin ratioReturn relative to average drawdown

3.12

-1.22

+4.34

O vs. T - Sharpe Ratio Comparison

The current O Sharpe Ratio is 0.88, which is higher than the T Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of O and T, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

O vs. T - Drawdown Comparison

The maximum O drawdown since its inception was -48.45%, smaller than the maximum T drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for O and T.


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Drawdown Indicators


OTDifference

Max Drawdown

Largest peak-to-trough decline

-48.45%

-64.15%

+15.70%

Max Drawdown (1Y)

Largest decline over 1 year

-11.10%

-21.87%

+10.77%

Max Drawdown (3Y)

Largest decline over 3 years

-26.49%

-21.87%

-4.62%

Max Drawdown (5Y)

Largest decline over 5 years

-34.48%

-32.01%

-2.47%

Max Drawdown (10Y)

Largest decline over 10 years

-48.28%

-42.35%

-5.93%

Current Drawdown

Current decline from peak

-5.94%

-18.12%

+12.18%

Average Drawdown

Average peak-to-trough decline

-9.20%

-15.72%

+6.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

10.64%

-6.06%

Volatility

O vs. T - Volatility Comparison

The current volatility for Realty Income Corporation (O) is 5.29%, while AT&T Inc. (T) has a volatility of 8.21%. This indicates that O experiences smaller price fluctuations and is considered to be less risky than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

8.21%

-2.92%

Volatility (6M)

Calculated over the trailing 6-month period

11.98%

17.80%

-5.82%

Volatility (1Y)

Calculated over the trailing 1-year period

16.21%

22.13%

-5.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

24.01%

-5.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.64%

23.73%

+1.91%

Dividends

O vs. T - Dividend Comparison

O's dividend yield for the trailing twelve months is around 5.16%, more than T's 4.71% yield.


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%
T
AT&T Inc.
4.71%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Financials

O vs. T - Financials Comparison

This section allows you to compare key financial metrics between Realty Income Corporation and AT&T 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


0.0010.00B20.00B30.00B40.00B20222023202420252026
1.55B
33.47B
(O) Total Revenue
(T) Total Revenue
Values in USD except per share items

Frequently Asked Questions


O and T have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (8.21%) compared to O (5.29%). In terms of maximum drawdown, O dropped -48.45% vs T's -64.15%.

O currently has the higher Sharpe Ratio (0.88 vs -0.59), 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.

Portfolio Optimizer

Find the right allocation for O and T

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

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