O vs. URA
O (Realty Income Corporation) is a stock, while URA (Global X Uranium ETF) is Uranium fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index. Over the past 10 years, O returned 4.89%/yr vs 15.90%/yr for URA. At a 0.19 correlation, their price movements are largely independent.
Performance
O vs. URA - 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 URA's 6.53% return. Over the past 10 years, O has underperformed URA with an annualized return of 4.89%, while URA has yielded a comparatively higher 15.90% annualized return.
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%
URA
- 1D
- 1.54%
- 1M
- -8.83%
- YTD
- 6.53%
- 6M
- 3.57%
- 1Y
- 32.00%
- 3Y*
- 32.17%
- 5Y*
- 18.77%
- 10Y*
- 15.90%
O vs. URA - 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% |
URA Global X Uranium ETF | 6.53% | 67.18% | -0.58% | 46.25% | -11.32% | 57.57% | 41.33% | -3.54% | -22.11% | 19.36% |
Correlation
The correlation between O and URA is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2010 | 0.19 |
The correlation between O and URA shifts across timeframes, from -0.03 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
O vs. URA — Risk / Return Rank
O
URA
O vs. URA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and Global X Uranium ETF (URA). 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 | URA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.14 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.04 | +0.25 |
| Martin ratioReturn relative to average drawdown | 3.12 | 2.30 | +0.81 |
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Drawdowns
O vs. URA - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for O and URA.
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Drawdown Indicators
| O | URA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -93.54% | +45.09% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -31.48% | +20.38% |
Max Drawdown (3Y)Largest decline over 3 years | -26.49% | -37.81% | +11.32% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -37.90% | +3.42% |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | -61.45% | +13.17% |
Current DrawdownCurrent decline from peak | -5.94% | -48.34% | +42.40% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -74.94% | +65.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 14.12% | -9.54% |
Volatility
O vs. URA - Volatility Comparison
The current volatility for Realty Income Corporation (O) is 5.29%, while Global X Uranium ETF (URA) has a volatility of 17.69%. This indicates that O experiences smaller price fluctuations and is considered to be less risky than URA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| O | URA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 17.69% | -12.40% |
Volatility (6M)Calculated over the trailing 6-month period | 11.98% | 39.95% | -27.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 51.24% | -35.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 43.96% | -25.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.64% | 37.91% | -12.27% |
Dividends
O vs. URA - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.16%, more than URA's 4.58% 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% |
URA Global X Uranium ETF | 4.58% | 4.88% | 2.86% | 6.07% | 0.76% | 5.84% | 1.69% | 1.66% | 0.44% | 2.03% | 7.28% | 1.96% |
Frequently Asked Questions
O and URA have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
URA has higher volatility (17.69%) compared to O (5.29%). In terms of maximum drawdown, O dropped -48.45% vs URA's -93.54%.
O currently has the higher Sharpe Ratio (0.88 vs 0.64), 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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