ORC vs. O
Compare and contrast key facts about Orchid Island Capital, Inc. (ORC) and Realty Income Corporation (O).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ORC or O.
Key characteristics
| ORC | O | |
|---|---|---|
| YTD Return | 6.68% | 3.81% |
| 1Y Return | 29.96% | 15.38% |
| 3Y Return (Ann) | -18.55% | -2.09% |
| 5Y Return (Ann) | -8.24% | -0.78% |
| 10Y Return (Ann) | -5.61% | 7.32% |
| Sharpe Ratio | 1.39 | 1.13 |
| Sortino Ratio | 1.96 | 1.68 |
| Omega Ratio | 1.26 | 1.21 |
| Calmar Ratio | 0.54 | 0.80 |
| Martin Ratio | 7.90 | 2.98 |
| Ulcer Index | 4.54% | 6.89% |
| Daily Std Dev | 25.76% | 18.15% |
| Max Drawdown | -75.77% | -48.45% |
| Current Drawdown | -55.66% | -14.24% |
Fundamentals
| ORC | O | |
|---|---|---|
| Market Cap | $617.12M | $49.90B |
| EPS | $1.20 | $1.05 |
| PE Ratio | 6.43 | 54.30 |
| PEG Ratio | 0.00 | 5.79 |
| Total Revenue (TTM) | $44.63M | $5.01B |
| Gross Profit (TTM) | $31.53M | $4.83B |
| EBITDA (TTM) | $220.96M | $3.74B |
Correlation
The correlation between ORC and O is 0.29, 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.
Performance
ORC vs. O - Performance Comparison
In the year-to-date period, ORC achieves a 6.68% return, which is significantly higher than O's 3.81% return. Over the past 10 years, ORC has underperformed O with an annualized return of -5.61%, while O has yielded a comparatively higher 7.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ORC vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Orchid Island Capital, Inc. (ORC) 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.
Dividends
ORC vs. O - Dividend Comparison
ORC's dividend yield for the trailing twelve months is around 18.49%, more than O's 5.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORC Orchid Island Capital, Inc. | 18.49% | 21.35% | 23.57% | 17.33% | 15.13% | 16.41% | 16.74% | 18.10% | 15.51% | 19.34% | 16.55% | 10.73% |
O Realty Income Corporation | 5.48% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
Drawdowns
ORC vs. O - Drawdown Comparison
The maximum ORC drawdown since its inception was -75.77%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for ORC and O. For additional features, visit the drawdowns tool.
Volatility
ORC vs. O - Volatility Comparison
Orchid Island Capital, Inc. (ORC) and Realty Income Corporation (O) have volatilities of 6.13% and 6.21%, 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.
Financials
ORC vs. O - Financials Comparison
This section allows you to compare key financial metrics between Orchid Island Capital, 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.
Total Revenue: Total amount of money received from sales and other business activities