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OLP vs. O
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

OLP vs. O - Performance Comparison

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

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OLP vs. O - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OLP
One Liberty Properties, Inc.
7.96%-19.58%33.53%7.57%-32.34%87.10%-18.50%19.44%0.15%10.90%
O
Realty Income Corporation
9.95%12.20%-2.11%-4.55%-7.38%23.95%-11.60%21.27%15.94%3.67%

Fundamentals

EPS

OLP:

$2.12

O:

$1.75

PE Ratio

OLP:

10.13

O:

35.04

PEG Ratio

OLP:

0.37

O:

7.18

PS Ratio

OLP:

3.07

O:

6.45

Total Revenue (TTM)

OLP:

$146.56M

O:

$5.75B

Gross Profit (TTM)

OLP:

$116.94M

O:

-$3.85B

EBITDA (TTM)

OLP:

$99.44M

O:

$4.22B

Returns By Period

In the year-to-date period, OLP achieves a 7.96% return, which is significantly lower than O's 9.95% return. Over the past 10 years, OLP has outperformed O with an annualized return of 7.43%, while O has yielded a comparatively lower 4.95% annualized return.


OLP

1D
-0.79%
1M
-6.75%
YTD
7.96%
6M
1.22%
1Y
-11.50%
3Y*
5.78%
5Y*
6.75%
10Y*
7.43%

O

1D
0.49%
1M
-8.28%
YTD
9.95%
6M
3.87%
1Y
11.95%
3Y*
4.50%
5Y*
4.55%
10Y*
4.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

OLP vs. O — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OLP
OLP Risk / Return Rank: 2121
Overall Rank
OLP Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
OLP Sortino Ratio Rank: 1717
Sortino Ratio Rank
OLP Omega Ratio Rank: 1818
Omega Ratio Rank
OLP Calmar Ratio Rank: 2626
Calmar Ratio Rank
OLP Martin Ratio Rank: 2828
Martin Ratio Rank

O
O Risk / Return Rank: 6565
Overall Rank
O Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
O Sortino Ratio Rank: 5858
Sortino Ratio Rank
O Omega Ratio Rank: 5656
Omega Ratio Rank
O Calmar Ratio Rank: 7070
Calmar Ratio Rank
O Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OLP vs. O - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for One Liberty Properties, Inc. (OLP) 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.


OLPODifference

Sharpe ratio

Return per unit of total volatility

-0.55

0.71

-1.26

Sortino ratio

Return per unit of downside risk

-0.65

1.05

-1.70

Omega ratio

Gain probability vs. loss probability

0.92

1.13

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.50

1.33

-1.83

Martin ratio

Return relative to average drawdown

-0.83

3.97

-4.80

OLP vs. O - Sharpe Ratio Comparison

The current OLP Sharpe Ratio is -0.55, which is lower than the O Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of OLP 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.


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Sharpe Ratios by Period


OLPODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

0.71

-1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.24

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.19

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.49

-0.15

Correlation

The correlation between OLP and O is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

OLP vs. O - Dividend Comparison

OLP's dividend yield for the trailing twelve months is around 8.39%, more than O's 5.72% yield.


TTM20252024202320222021202020192018201720162015
OLP
One Liberty Properties, Inc.
8.39%8.87%6.61%8.22%8.10%5.10%8.97%6.62%7.43%6.71%6.61%7.36%
O
Realty Income Corporation
5.72%6.19%5.37%5.33%4.68%3.87%4.51%3.69%4.19%4.45%4.18%4.41%

Drawdowns

OLP vs. O - Drawdown Comparison

The maximum OLP drawdown since its inception was -87.45%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for OLP and O.


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Drawdown Indicators


OLPODifference

Max Drawdown

Largest peak-to-trough decline

-87.45%

-48.45%

-39.00%

Max Drawdown (1Y)

Largest decline over 1 year

-21.82%

-11.10%

-10.72%

Max Drawdown (5Y)

Largest decline over 5 years

-44.10%

-34.48%

-9.62%

Max Drawdown (10Y)

Largest decline over 10 years

-60.23%

-48.28%

-11.95%

Current Drawdown

Current decline from peak

-20.25%

-9.04%

-11.21%

Average Drawdown

Average peak-to-trough decline

-13.41%

-9.22%

-4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.24%

3.71%

+9.53%

Volatility

OLP vs. O - Volatility Comparison

One Liberty Properties, Inc. (OLP) and Realty Income Corporation (O) have volatilities of 4.19% and 4.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OLPODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

4.40%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

13.52%

11.26%

+2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

21.01%

16.98%

+4.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.21%

18.92%

+5.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.70%

25.70%

+6.00%

Financials

OLP vs. O - Financials Comparison

This section allows you to compare key financial metrics between One Liberty Properties, 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


0.00500.00M1.00B1.50BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
73.06M
1.49B
(OLP) Total Revenue
(O) Total Revenue
Values in USD except per share items