O vs. VT
O (Realty Income Corporation) is a stock, while VT (Vanguard Total World Stock ETF) is Global Equities fund tracking the FTSE Global All Cap Index. Over the past 10 years, O returned 4.43%/yr vs 12.61%/yr for VT. At a 0.42 correlation, their price movements are largely independent.
Performance
O vs. VT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, O achieves a 8.78% return, which is significantly lower than VT's 9.77% return. Over the past 10 years, O has underperformed VT with an annualized return of 4.43%, while VT has yielded a comparatively higher 12.61% annualized return.
O
- 1D
- -1.36%
- 1M
- -2.66%
- YTD
- 8.78%
- 6M
- 7.49%
- 1Y
- 13.14%
- 3Y*
- 5.19%
- 5Y*
- 2.41%
- 10Y*
- 4.43%
VT
- 1D
- 0.52%
- 1M
- -0.45%
- YTD
- 9.77%
- 6M
- 10.59%
- 1Y
- 25.47%
- 3Y*
- 19.82%
- 5Y*
- 10.54%
- 10Y*
- 12.61%
O vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 8.78% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
VT Vanguard Total World Stock ETF | 9.77% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Correlation
The correlation between O and VT is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2008 | 0.42 |
Over the past year, the correlation between O and VT has dropped to 0.08 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
O vs. VT — Risk / Return Rank
O
VT
O vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and Vanguard Total World Stock ETF (VT). 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.
| O | VT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.36 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 2.64 | -1.46 |
| Martin ratioReturn relative to average drawdown | 2.93 | 11.68 | -8.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| O | VT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.96 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.66 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.73 | -0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.43 | +0.05 |
Drawdowns
O vs. VT - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, roughly equal to the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for O and VT.
Loading charts...
Drawdown Indicators
| O | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -50.27% | +1.82% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -9.67% | -1.43% |
Max Drawdown (3Y)Largest decline over 3 years | -26.49% | -16.51% | -9.98% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -26.38% | -8.10% |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | -34.24% | -14.04% |
Current DrawdownCurrent decline from peak | -10.00% | -3.06% | -6.94% |
Average DrawdownAverage peak-to-trough decline | -9.21% | -7.02% | -2.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.50% | 2.19% | +2.31% |
Volatility
O vs. VT - Volatility Comparison
Realty Income Corporation (O) has a higher volatility of 4.81% compared to Vanguard Total World Stock ETF (VT) at 4.55%. This indicates that O's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| O | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 4.55% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 11.89% | 10.67% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.10% | 13.10% | +3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.89% | 16.10% | +2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.64% | 17.26% | +8.38% |
Dividends
O vs. VT - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.39%, more than VT's 1.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 5.39% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
VT Vanguard Total World Stock ETF | 1.63% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Frequently Asked Questions
O and VT have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
O has higher volatility (4.81%) compared to VT (4.55%). In terms of maximum drawdown, O dropped -48.45% vs VT's -50.27%.
VT currently has the higher Sharpe Ratio (1.96 vs 0.82), 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.
Find the right allocation for O and VT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer