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OLP vs. SPYI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OLP and SPYI is 0.43, 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.


-0.50.00.51.00.4

Performance

OLP vs. SPYI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in One Liberty Properties, Inc. (OLP) and NEOS S&P 500 High Income ETF (SPYI). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%35.00%40.00%45.00%50.00%AugustSeptemberOctoberNovemberDecember2025
27.92%
39.46%
OLP
SPYI

Key characteristics

Sharpe Ratio

OLP:

1.36

SPYI:

2.14

Sortino Ratio

OLP:

1.89

SPYI:

2.82

Omega Ratio

OLP:

1.24

SPYI:

1.44

Calmar Ratio

OLP:

0.87

SPYI:

3.22

Martin Ratio

OLP:

6.88

SPYI:

14.78

Ulcer Index

OLP:

4.50%

SPYI:

1.44%

Daily Std Dev

OLP:

22.80%

SPYI:

9.93%

Max Drawdown

OLP:

-87.45%

SPYI:

-10.19%

Current Drawdown

OLP:

-13.17%

SPYI:

-0.91%

Returns By Period

In the year-to-date period, OLP achieves a -5.47% return, which is significantly lower than SPYI's 1.69% return.


OLP

YTD

-5.47%

1M

-4.21%

6M

5.11%

1Y

31.76%

5Y*

6.29%

10Y*

8.04%

SPYI

YTD

1.69%

1M

2.07%

6M

8.51%

1Y

20.32%

5Y*

N/A

10Y*

N/A

*Annualized

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

OLP vs. SPYI — Risk-Adjusted Performance Rank

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

OLP
The Risk-Adjusted Performance Rank of OLP is 8181
Overall Rank
The Sharpe Ratio Rank of OLP is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of OLP is 7979
Sortino Ratio Rank
The Omega Ratio Rank of OLP is 7676
Omega Ratio Rank
The Calmar Ratio Rank of OLP is 7777
Calmar Ratio Rank
The Martin Ratio Rank of OLP is 8686
Martin Ratio Rank

SPYI
The Risk-Adjusted Performance Rank of SPYI is 8383
Overall Rank
The Sharpe Ratio Rank of SPYI is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYI is 7878
Sortino Ratio Rank
The Omega Ratio Rank of SPYI is 8686
Omega Ratio Rank
The Calmar Ratio Rank of SPYI is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SPYI is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OLP vs. SPYI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for One Liberty Properties, Inc. (OLP) and NEOS S&P 500 High Income ETF (SPYI). 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 OLP, currently valued at 1.36, compared to the broader market-2.000.002.004.001.362.14
The chart of Sortino ratio for OLP, currently valued at 1.89, compared to the broader market-4.00-2.000.002.004.001.892.82
The chart of Omega ratio for OLP, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.44
The chart of Calmar ratio for OLP, currently valued at 2.03, compared to the broader market0.002.004.006.002.033.22
The chart of Martin ratio for OLP, currently valued at 6.88, compared to the broader market-10.000.0010.0020.0030.006.8814.78
OLP
SPYI

The current OLP Sharpe Ratio is 1.36, which is lower than the SPYI Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of OLP and SPYI, 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 Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.36
2.14
OLP
SPYI

Dividends

OLP vs. SPYI - Dividend Comparison

OLP's dividend yield for the trailing twelve months is around 6.99%, less than SPYI's 11.84% yield.


TTM20242023202220212020201920182017201620152014
OLP
One Liberty Properties, Inc.
6.99%6.61%8.22%8.10%5.10%8.97%6.62%7.43%6.71%6.61%7.36%6.34%
SPYI
NEOS S&P 500 High Income ETF
11.84%12.04%12.01%4.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

OLP vs. SPYI - Drawdown Comparison

The maximum OLP drawdown since its inception was -87.45%, which is greater than SPYI's maximum drawdown of -10.19%. Use the drawdown chart below to compare losses from any high point for OLP and SPYI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-13.17%
-0.91%
OLP
SPYI

Volatility

OLP vs. SPYI - Volatility Comparison

One Liberty Properties, Inc. (OLP) has a higher volatility of 7.65% compared to NEOS S&P 500 High Income ETF (SPYI) at 4.21%. This indicates that OLP's price experiences larger fluctuations and is considered to be riskier than SPYI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
7.65%
4.21%
OLP
SPYI
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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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