O vs. UTSL
O (Realty Income Corporation) is a stock, while UTSL (Direxion Daily Utilities Bull 3X Shares) is Leveraged Equities fund tracking the Utilities Select Sector Index (300%). Over the past 5 years, O returned 3.49%/yr vs 8.66%/yr for UTSL. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
O vs. UTSL - 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 UTSL's 6.35% return.
O
- 1D
- 1.31%
- 1M
- 1.67%
- YTD
- 13.70%
- 6M
- 11.57%
- 1Y
- 14.88%
- 3Y*
- 6.59%
- 5Y*
- 3.49%
- 10Y*
- 4.89%
UTSL
- 1D
- 3.20%
- 1M
- -4.35%
- YTD
- 6.35%
- 6M
- 6.90%
- 1Y
- 20.28%
- 3Y*
- 20.77%
- 5Y*
- 8.66%
- 10Y*
- —
O vs. UTSL - 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% | -0.47% |
UTSL Direxion Daily Utilities Bull 3X Shares | 6.35% | 29.03% | 54.24% | -35.55% | -14.06% | 48.16% | -38.58% | 81.07% | -2.27% | 11.00% |
Correlation
The correlation between O and UTSL is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 3, 2017 | 0.53 |
The correlation between O and UTSL has been stable across timeframes, ranging from 0.44 to 0.54 - a consistent structural relationship.
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Return for Risk
O vs. UTSL — Risk / Return Rank
O
UTSL
O vs. UTSL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and Direxion Daily Utilities Bull 3X Shares (UTSL). 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 | UTSL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.10 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 0.64 | +0.65 |
| Martin ratioReturn relative to average drawdown | 3.12 | 1.30 | +1.81 |
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Drawdowns
O vs. UTSL - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, smaller than the maximum UTSL drawdown of -79.55%. Use the drawdown chart below to compare losses from any high point for O and UTSL.
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Drawdown Indicators
| O | UTSL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -79.55% | +31.10% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -28.45% | +17.35% |
Max Drawdown (3Y)Largest decline over 3 years | -26.49% | -46.22% | +19.73% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -68.01% | +33.53% |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | — | — |
Current DrawdownCurrent decline from peak | -5.94% | -21.69% | +15.75% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -33.19% | +23.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 13.87% | -9.29% |
Volatility
O vs. UTSL - Volatility Comparison
The current volatility for Realty Income Corporation (O) is 5.29%, while Direxion Daily Utilities Bull 3X Shares (UTSL) has a volatility of 17.03%. This indicates that O experiences smaller price fluctuations and is considered to be less risky than UTSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| O | UTSL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 17.03% | -11.74% |
Volatility (6M)Calculated over the trailing 6-month period | 11.98% | 35.33% | -23.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 43.73% | -27.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 52.08% | -33.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.64% | 59.23% | -33.59% |
Dividends
O vs. UTSL - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.16%, more than UTSL's 1.71% 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% |
UTSL Direxion Daily Utilities Bull 3X Shares | 1.71% | 1.69% | 1.61% | 3.61% | 1.15% | 1.19% | 1.40% | 5.01% | 1.46% | 0.57% | 0.00% | 0.00% |
Frequently Asked Questions
O and UTSL have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UTSL has higher volatility (17.03%) compared to O (5.29%). In terms of maximum drawdown, O dropped -48.45% vs UTSL's -79.55%.
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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