O vs. VDC
O (Realty Income Corporation) is a stock, while VDC (Vanguard Consumer Staples ETF) is Consumer Staples Equities fund tracking the MSCI US Investable Market Consumer Staples 25/50 Index. Over the past 10 years, O returned 4.89%/yr vs 8.03%/yr for VDC. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
O vs. VDC - 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 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%
O vs. VDC - 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% |
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
O
VDC
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.
| O | VDC | Difference | |
|---|---|---|---|
| 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 |
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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
| O | VDC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.94% | -4.37% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -3.73% | -5.47% |
Ulcer IndexDepth 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
| O | VDC | Difference | |
|---|---|---|---|
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.
| 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% |
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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