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

Performance

ONL vs. EQ - Performance Comparison

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

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Returns By Period

In the year-to-date period, ONL achieves a 28.74% return, which is significantly lower than EQ's 84.52% return.


ONL

1D
0.35%
1M
-4.00%
YTD
28.74%
6M
34.67%
1Y
47.79%
3Y*
-17.67%
5Y*
10Y*

EQ

1D
-6.23%
1M
26.55%
YTD
84.52%
6M
104.29%
1Y
774.89%
3Y*
59.11%
5Y*
-13.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ONL vs. EQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ONL
Orion Office REIT Inc.
28.74%-36.91%-27.43%-28.36%-52.44%-15.71%
EQ
Equillium Inc
84.52%107.16%3.49%-31.79%-71.88%-32.07%

Correlation

The correlation between ONL and EQ is -0.01, 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

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2021

0.08

The correlation between ONL and EQ shifts across timeframes, from -0.01 (1 year) to 0.10 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ONL:

$162.91M

EQ:

$275.36M

EPS

ONL:

-$2.55

EQ:

-$0.29

PB Ratio

ONL:

0.27

EQ:

4.63

Total Revenue (TTM)

ONL:

$145.92M

EQ:

$0.00

Gross Profit (TTM)

ONL:

$82.76M

EQ:

-$83.00K

EBITDA (TTM)

ONL:

-$71.64M

EQ:

-$19.95M

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Return for Risk

ONL vs. EQ — Risk / Return Rank

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

ONL
ONL Risk / Return Rank: 6969
Overall Rank
ONL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ONL Sortino Ratio Rank: 7171
Sortino Ratio Rank
ONL Omega Ratio Rank: 7070
Omega Ratio Rank
ONL Calmar Ratio Rank: 6868
Calmar Ratio Rank
ONL Martin Ratio Rank: 6767
Martin Ratio Rank

EQ
EQ Risk / Return Rank: 9797
Overall Rank
EQ Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
EQ Sortino Ratio Rank: 9797
Sortino Ratio Rank
EQ Omega Ratio Rank: 9595
Omega Ratio Rank
EQ Calmar Ratio Rank: 9999
Calmar Ratio Rank
EQ Martin Ratio Rank: 9898
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.

ONL vs. EQ - Risk-Adjusted Trends Comparison

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


ONLEQDifference
Sharpe ratioReturn per unit of total volatility

-3.77

Sortino ratioReturn per unit of downside risk

-2.99

Omega ratioGain probability vs. loss probability

1.22

1.55

-0.33

Calmar ratioReturn relative to maximum drawdown

1.30

13.54

-12.24

Martin ratioReturn relative to average drawdown

2.74

29.99

-27.25

ONL vs. EQ - Sharpe Ratio Comparison

The current ONL Sharpe Ratio is 0.95, which is lower than the EQ Sharpe Ratio of 4.72. The chart below compares the historical Sharpe Ratios of ONL and EQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ONL vs. EQ - Drawdown Comparison

The maximum ONL drawdown since its inception was -91.38%, smaller than the maximum EQ drawdown of -98.91%. Use the drawdown chart below to compare losses from any high point for ONL and EQ.


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Drawdown Indicators


ONLEQDifference

Max Drawdown

Largest peak-to-trough decline

-91.38%

-98.91%

+7.53%

Max Drawdown (1Y)

Largest decline over 1 year

-36.80%

-57.79%

+20.99%

Max Drawdown (3Y)

Largest decline over 3 years

-74.20%

-90.33%

+16.13%

Max Drawdown (5Y)

Largest decline over 5 years

-95.85%

Current Drawdown

Current decline from peak

-83.07%

-89.21%

+6.14%

Average Drawdown

Average peak-to-trough decline

-69.52%

-84.97%

+15.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.51%

26.05%

-8.54%

Volatility

ONL vs. EQ - Volatility Comparison

The current volatility for Orion Office REIT Inc. (ONL) is 7.15%, while Equillium Inc (EQ) has a volatility of 27.71%. This indicates that ONL experiences smaller price fluctuations and is considered to be less risky than EQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ONLEQDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.15%

27.71%

-20.56%

Volatility (6M)

Calculated over the trailing 6-month period

36.99%

75.21%

-38.22%

Volatility (1Y)

Calculated over the trailing 1-year period

50.87%

166.09%

-115.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.14%

114.86%

-66.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.14%

287.98%

-239.84%

Dividends

ONL vs. EQ - Dividend Comparison

ONL's dividend yield for the trailing twelve months is around 2.78%, while EQ has not paid dividends to shareholders.


PositionTTM2025202420232022
EQ
Equillium Inc
0.00%0.00%0.00%0.00%0.00%
ONL
Orion Office REIT Inc.
2.78%3.54%10.78%6.99%4.68%

Financials

ONL vs. EQ - Financials Comparison

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


0.0010.00M20.00M30.00M40.00M50.00M20222023202420252026
36.27M
0
(ONL) Total Revenue
(EQ) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ONL and EQ have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EQ has higher volatility (27.71%) compared to ONL (7.15%). In terms of maximum drawdown, ONL dropped -91.38% vs EQ's -98.91%.

EQ currently has the higher Sharpe Ratio (4.72 vs 0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ONL and EQ

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