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O vs. VDC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

O vs. VDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Realty Income Corporation (O) and Vanguard Consumer Staples ETF (VDC). 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 VDC's 10.55% return. Over the past 10 years, O has underperformed VDC with an annualized return of 4.89%, while VDC has yielded a comparatively higher 8.03% annualized 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%

VDC

1D
0.65%
1M
0.13%
YTD
10.55%
6M
8.59%
1Y
8.56%
3Y*
9.05%
5Y*
7.16%
10Y*
8.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

O vs. VDC - 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%
VDC
Vanguard Consumer Staples ETF
10.55%2.17%13.30%2.38%-1.79%17.64%10.86%26.11%-7.79%11.85%

Correlation

The correlation between O and VDC is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.49

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

0.52

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

0.50

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2004

0.50

The correlation between O and VDC has been stable across timeframes, ranging from 0.49 to 0.52 - a consistent structural relationship.

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Return for Risk

O vs. VDC — 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

VDC
VDC Risk / Return Rank: 1919
Overall Rank
VDC Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VDC Sortino Ratio Rank: 1919
Sortino Ratio Rank
VDC Omega Ratio Rank: 1818
Omega Ratio Rank
VDC Calmar Ratio Rank: 2020
Calmar Ratio Rank
VDC Martin Ratio Rank: 1818
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. VDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and Vanguard Consumer Staples ETF (VDC). 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.


OVDCDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.15

1.11

+0.05

Calmar ratioReturn relative to maximum drawdown

1.29

0.79

+0.50

Martin ratioReturn relative to average drawdown

3.12

1.60

+1.51

O vs. VDC - Sharpe Ratio Comparison

The current O Sharpe Ratio is 0.88, which is higher than the VDC Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of O and VDC, 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. VDC - Drawdown Comparison

The maximum O drawdown since its inception was -48.45%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for O and VDC.


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Drawdown Indicators


OVDCDifference

Max Drawdown

Largest peak-to-trough decline

-48.45%

-34.24%

-14.21%

Max Drawdown (1Y)

Largest decline over 1 year

-11.10%

-9.28%

-1.82%

Max Drawdown (3Y)

Largest decline over 3 years

-26.49%

-11.78%

-14.71%

Max Drawdown (5Y)

Largest decline over 5 years

-34.48%

-16.55%

-17.93%

Max Drawdown (10Y)

Largest decline over 10 years

-48.28%

-25.31%

-22.97%

Current Drawdown

Current decline from peak

-5.94%

-4.37%

-1.57%

Average Drawdown

Average peak-to-trough decline

-9.20%

-3.73%

-5.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

4.57%

+0.01%

Volatility

O vs. VDC - Volatility Comparison

Realty Income Corporation (O) has a higher volatility of 5.29% compared to Vanguard Consumer Staples ETF (VDC) at 4.62%. This indicates that O's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OVDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

4.62%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

11.98%

10.02%

+1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

16.21%

12.57%

+3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

13.17%

+5.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.64%

14.66%

+10.98%

Dividends

O vs. VDC - Dividend Comparison

O's dividend yield for the trailing twelve months is around 5.16%, more than VDC's 2.08% 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%
VDC
Vanguard Consumer Staples ETF
2.08%2.26%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%

Frequently Asked Questions


O and VDC have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

O has higher volatility (5.29%) compared to VDC (4.62%). In terms of maximum drawdown, O dropped -48.45% vs VDC's -34.24%.

O currently has the higher Sharpe Ratio (0.88 vs 0.58), 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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