O vs. VUAA.L
O (Realty Income Corporation) is a stock, while VUAA.L (Vanguard S&P 500 UCITS ETF USD Accumulation) is S&P 500 fund tracking the S&P 500 Net Total Return. Over the past 5 years, O returned 3.49%/yr vs 13.22%/yr for VUAA.L. At a 0.15 correlation, their price movements are largely independent.
Performance
O vs. VUAA.L - 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 VUAA.L's 8.41% 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%
VUAA.L
- 1D
- 2.02%
- 1M
- -0.83%
- YTD
- 8.41%
- 6M
- 9.69%
- 1Y
- 24.92%
- 3Y*
- 20.75%
- 5Y*
- 13.22%
- 10Y*
- —
O vs. VUAA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 13.70% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 10.17% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | 8.41% | 17.37% | 25.27% | 26.68% | -18.63% | 29.34% | 20.33% | 14.82% |
Correlation
The correlation between O and VUAA.L 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 | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since May 14, 2019 | 0.15 |
The correlation between O and VUAA.L shifts across timeframes, from -0.08 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
O vs. VUAA.L — Risk / Return Rank
O
VUAA.L
O vs. VUAA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L). 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 | VUAA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.37 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 2.99 | -1.70 |
| Martin ratioReturn relative to average drawdown | 3.12 | 12.46 | -9.34 |
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Drawdowns
O vs. VUAA.L - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, which is greater than VUAA.L's maximum drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for O and VUAA.L.
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Drawdown Indicators
| O | VUAA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -34.05% | -14.40% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -8.18% | -2.92% |
Max Drawdown (3Y)Largest decline over 3 years | -26.49% | -18.39% | -8.10% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -24.36% | -10.12% |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | — | — |
Current DrawdownCurrent decline from peak | -5.94% | -2.26% | -3.68% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -4.99% | -4.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 1.97% | +2.61% |
Volatility
O vs. VUAA.L - Volatility Comparison
Realty Income Corporation (O) has a higher volatility of 5.29% compared to Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) at 3.99%. This indicates that O's price experiences larger fluctuations and is considered to be riskier than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| O | VUAA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 3.99% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.98% | 9.03% | +2.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 12.03% | +4.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 16.05% | +2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.64% | 17.81% | +7.83% |
Dividends
O vs. VUAA.L - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.16%, while VUAA.L has not paid dividends to shareholders.
| 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% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
O and VUAA.L 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.
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