O vs. VFIAX
O (Realty Income Corporation) is a stock, while VFIAX (Vanguard 500 Index Fund Admiral Shares) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, O returned 4.89%/yr vs 15.40%/yr for VFIAX. At a 0.45 correlation, their price movements are largely independent.
Performance
O vs. VFIAX - 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 VFIAX's 8.58% return. Over the past 10 years, O has underperformed VFIAX with an annualized return of 4.89%, while VFIAX has yielded a comparatively higher 15.40% 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%
VFIAX
- 1D
- 1.75%
- 1M
- -0.09%
- YTD
- 8.58%
- 6M
- 8.92%
- 1Y
- 25.15%
- 3Y*
- 21.03%
- 5Y*
- 13.30%
- 10Y*
- 15.40%
O vs. VFIAX - 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% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 8.58% | 17.83% | 24.97% | 26.24% | -18.16% | 28.65% | 18.32% | 31.46% | -4.45% | 21.78% |
Correlation
The correlation between O and VFIAX is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2000 | 0.45 |
The correlation between O and VFIAX shifts across timeframes, from -0.02 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
O vs. VFIAX — Risk / Return Rank
O
VFIAX
O vs. VFIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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 | VFIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.36 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 2.73 | -1.44 |
| Martin ratioReturn relative to average drawdown | 3.12 | 12.43 | -9.31 |
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Drawdowns
O vs. VFIAX - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for O and VFIAX.
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Drawdown Indicators
| O | VFIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -55.20% | +6.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -8.90% | -2.20% |
Max Drawdown (3Y)Largest decline over 3 years | -26.49% | -18.75% | -7.74% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -24.53% | -9.95% |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | -33.83% | -14.45% |
Current DrawdownCurrent decline from peak | -5.94% | -2.79% | -3.15% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -9.39% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 1.95% | +2.63% |
Volatility
O vs. VFIAX - Volatility Comparison
Realty Income Corporation (O) has a higher volatility of 5.29% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 4.43%. This indicates that O's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| O | VFIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 4.43% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 11.98% | 9.70% | +2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 12.37% | +3.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 16.97% | +1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.64% | 18.10% | +7.54% |
Dividends
O vs. VFIAX - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.16%, more than VFIAX's 1.04% 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% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.04% | 1.12% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
O and VFIAX have a correlation of -0.02, 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 VFIAX (4.43%). In terms of maximum drawdown, O dropped -48.45% vs VFIAX's -55.20%.
VFIAX currently has the higher Sharpe Ratio (1.97 vs 0.88), 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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