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OHI vs. O
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OHI and O is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

OHI vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Omega Healthcare Investors, Inc. (OHI) and Realty Income Corporation (O). The values are adjusted to include any dividend payments, if applicable.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,335.91%
4,200.84%
OHI
O

Key characteristics

Sharpe Ratio

OHI:

1.72

O:

-0.07

Sortino Ratio

OHI:

2.54

O:

0.02

Omega Ratio

OHI:

1.32

O:

1.00

Calmar Ratio

OHI:

2.10

O:

-0.05

Martin Ratio

OHI:

10.96

O:

-0.15

Ulcer Index

OHI:

2.97%

O:

7.90%

Daily Std Dev

OHI:

18.88%

O:

17.28%

Max Drawdown

OHI:

-94.62%

O:

-48.45%

Current Drawdown

OHI:

-9.20%

O:

-20.03%

Fundamentals

Market Cap

OHI:

$10.91B

O:

$47.72B

EPS

OHI:

$1.36

O:

$1.05

PE Ratio

OHI:

28.93

O:

51.92

PEG Ratio

OHI:

1.13

O:

5.69

Total Revenue (TTM)

OHI:

$1.02B

O:

$5.02B

Gross Profit (TTM)

OHI:

$844.85M

O:

$3.47B

EBITDA (TTM)

OHI:

$887.34M

O:

$4.51B

Returns By Period

In the year-to-date period, OHI achieves a 34.07% return, which is significantly higher than O's -3.20% return. Over the past 10 years, OHI has outperformed O with an annualized return of 7.98%, while O has yielded a comparatively lower 5.88% annualized return.


OHI

YTD

34.07%

1M

-3.85%

6M

20.24%

1Y

32.30%

5Y*

6.33%

10Y*

7.98%

O

YTD

-3.20%

1M

-6.55%

6M

2.18%

1Y

-2.27%

5Y*

-0.91%

10Y*

5.88%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

OHI vs. O - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Omega Healthcare Investors, Inc. (OHI) and Realty Income Corporation (O). 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.


Sharpe ratio
The chart of Sharpe ratio for OHI, currently valued at 1.72, compared to the broader market-4.00-2.000.002.001.72-0.07
The chart of Sortino ratio for OHI, currently valued at 2.54, compared to the broader market-4.00-2.000.002.004.002.540.02
The chart of Omega ratio for OHI, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.00
The chart of Calmar ratio for OHI, currently valued at 2.10, compared to the broader market0.002.004.006.002.10-0.05
The chart of Martin ratio for OHI, currently valued at 10.96, compared to the broader market0.0010.0020.0010.96-0.15
OHI
O

The current OHI Sharpe Ratio is 1.72, which is higher than the O Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of OHI and O, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.72
-0.07
OHI
O

Dividends

OHI vs. O - Dividend Comparison

OHI's dividend yield for the trailing twelve months is around 7.05%, more than O's 5.92% yield.


TTM20232022202120202019201820172016201520142013
OHI
Omega Healthcare Investors, Inc.
7.05%8.74%9.59%9.06%7.38%6.26%7.51%9.22%7.55%6.23%5.17%6.24%
O
Realty Income Corporation
5.92%5.33%4.69%3.88%4.51%3.69%4.19%4.45%4.19%4.42%4.59%5.84%

Drawdowns

OHI vs. O - Drawdown Comparison

The maximum OHI drawdown since its inception was -94.62%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for OHI and O. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.20%
-20.03%
OHI
O

Volatility

OHI vs. O - Volatility Comparison

Omega Healthcare Investors, Inc. (OHI) has a higher volatility of 5.20% compared to Realty Income Corporation (O) at 4.61%. This indicates that OHI's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.20%
4.61%
OHI
O

Financials

OHI vs. O - Financials Comparison

This section allows you to compare key financial metrics between Omega Healthcare Investors, Inc. and Realty Income Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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