OR.PA vs. O
OR.PA (L'Oréal S.A.) and O (Realty Income Corporation) are both stocks. OR.PA operates in Household & Personal Products (Consumer Defensive), while O operates in REIT - Retail (Real Estate). Over the past 10 years, OR.PA returned 11.36%/yr vs 4.55%/yr for O. At a 0.17 correlation, their price movements are largely independent.
Performance
OR.PA vs. O - Performance Comparison
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Different Trading Currencies
OR.PA is traded in EUR, while O is traded in USD. To make them comparable, the O values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, OR.PA achieves a 8.54% return, which is significantly lower than O's 15.45% return. Over the past 10 years, OR.PA has outperformed O with an annualized return of 11.36%, while O has yielded a comparatively lower 4.55% annualized return.
OR.PA
- 1D
- 1.81%
- 1M
- 9.74%
- YTD
- 8.54%
- 6M
- 7.53%
- 1Y
- 5.90%
- 3Y*
- 0.41%
- 5Y*
- 1.96%
- 10Y*
- 11.36%
O
- 1D
- 1.39%
- 1M
- 3.70%
- YTD
- 15.45%
- 6M
- 13.22%
- 1Y
- 14.45%
- 3Y*
- 4.14%
- 5Y*
- 4.44%
- 10Y*
- 4.55%
OR.PA vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OR.PA L'Oréal S.A. | 8.54% | 9.18% | -22.98% | 36.99% | -18.84% | 35.74% | 19.27% | 33.32% | 10.83% | 10.59% |
O Realty Income Corporation | 15.45% | -1.11% | 4.35% | -7.41% | -1.63% | 33.22% | -18.88% | 24.01% | 21.38% | -9.07% |
Correlation
The correlation between OR.PA and O is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2007 | 0.17 |
The correlation between OR.PA and O shifts across timeframes, from 0.07 (3 years) to 0.17 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
OR.PA vs. O — Risk / Return Rank
OR.PA
O
OR.PA vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L'Oréal S.A. (OR.PA) 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.
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.
| OR.PA | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.16 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 1.41 | -1.03 |
| Martin ratioReturn relative to average drawdown | 0.73 | 3.27 | -2.54 |
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Drawdowns
OR.PA vs. O - Drawdown Comparison
The maximum OR.PA drawdown since its inception was -50.83%, roughly equal to the maximum O drawdown of -48.59%. Use the drawdown chart below to compare losses from any high point for OR.PA and O.
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Drawdown Indicators
| OR.PA | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.83% | -48.59% | -2.24% |
Max Drawdown (1Y)Largest decline over 1 year | -15.20% | -10.26% | -4.94% |
Max Drawdown (3Y)Largest decline over 3 years | -29.92% | -23.22% | -6.70% |
Max Drawdown (5Y)Largest decline over 5 years | -29.92% | -37.26% | +7.34% |
Max Drawdown (10Y)Largest decline over 10 years | -29.92% | -48.59% | +18.67% |
Current DrawdownCurrent decline from peak | -11.33% | -9.36% | -1.97% |
Average DrawdownAverage peak-to-trough decline | -9.67% | -14.59% | +4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.05% | 4.43% | +3.62% |
Volatility
OR.PA vs. O - Volatility Comparison
L'Oréal S.A. (OR.PA) has a higher volatility of 6.19% compared to Realty Income Corporation (O) at 5.60%. This indicates that OR.PA'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.
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Volatility by Period
| OR.PA | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 5.60% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 19.89% | 12.25% | +7.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.72% | 16.19% | +9.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.56% | 18.89% | +5.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.57% | 25.95% | -3.38% |
Dividends
OR.PA vs. O - Dividend Comparison
OR.PA's dividend yield for the trailing twelve months is around 1.84%, less than O's 5.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 5.16% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
OR.PA L'Oréal S.A. | 1.84% | 1.91% | 1.93% | 1.33% | 1.44% | 0.96% | 1.24% | 1.46% | 1.76% | 3.57% | 3.58% | 3.48% |
Financials
OR.PA vs. O - Financials Comparison
This section allows you to compare key financial metrics between L'Oréal S.A. 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
OR.PA and O have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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