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ONL vs. ENV
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ONL vs. ENV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Orion Office REIT Inc. (ONL) and Envestnet, Inc. (ENV). The values are adjusted to include any dividend payments, if applicable.

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ONL vs. ENV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ONL
Orion Office REIT Inc.
-3.44%-36.91%-27.43%-28.36%-52.44%-12.35%
ENV
Envestnet, Inc.
0.00%0.00%27.50%-19.74%-22.23%-4.31%

Fundamentals

Total Revenue (TTM)

ONL:

$147.65M

ENV:

$1.34B

Gross Profit (TTM)

ONL:

$82.82M

ENV:

$911.20M

EBITDA (TTM)

ONL:

-$63.97M

ENV:

-$92.97M

Returns By Period


ONL

1D
0.47%
1M
-13.41%
YTD
-3.44%
6M
-19.64%
1Y
5.61%
3Y*
-26.48%
5Y*
10Y*

ENV

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ONL vs. ENV — Risk / Return Rank

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

ONL
ONL Risk / Return Rank: 4343
Overall Rank
ONL Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ONL Sortino Ratio Rank: 4444
Sortino Ratio Rank
ONL Omega Ratio Rank: 4242
Omega Ratio Rank
ONL Calmar Ratio Rank: 4444
Calmar Ratio Rank
ONL Martin Ratio Rank: 4444
Martin Ratio Rank

ENV
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.

ONL vs. ENV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Orion Office REIT Inc. (ONL) and Envestnet, Inc. (ENV). 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.


ONLENVDifference

Sharpe ratio

Return per unit of total volatility

0.10

Sortino ratio

Return per unit of downside risk

0.58

Omega ratio

Gain probability vs. loss probability

1.07

Calmar ratio

Return relative to maximum drawdown

0.13

Martin ratio

Return relative to average drawdown

0.26

ONL vs. ENV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ONLENVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.76

Correlation

The correlation between ONL and ENV is 0.28, 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

ONL vs. ENV - Dividend Comparison

ONL's dividend yield for the trailing twelve months is around 3.70%, while ENV has not paid dividends to shareholders.


TTM2025202420232022
ONL
Orion Office REIT Inc.
3.70%3.54%10.78%6.99%4.68%
ENV
Envestnet, Inc.
0.00%0.00%0.00%0.00%0.00%

Drawdowns

ONL vs. ENV - Drawdown Comparison


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Drawdown Indicators


ONLENVDifference

Max Drawdown

Largest peak-to-trough decline

-91.12%

Max Drawdown (1Y)

Largest decline over 1 year

-36.80%

Current Drawdown

Current decline from peak

-86.92%

Average Drawdown

Average peak-to-trough decline

-67.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.11%

Volatility

ONL vs. ENV - Volatility Comparison


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Volatility by Period


ONLENVDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.34%

Volatility (6M)

Calculated over the trailing 6-month period

37.59%

Volatility (1Y)

Calculated over the trailing 1-year period

58.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.70%

Financials

ONL vs. ENV - Financials Comparison

This section allows you to compare key financial metrics between Orion Office REIT Inc. and Envestnet, Inc.. 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


0.0050.00M100.00M150.00M200.00M250.00M300.00M350.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
35.22M
345.95M
(ONL) Total Revenue
(ENV) Total Revenue
Values in USD except per share items