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ORC vs. O
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ORC vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Orchid Island Capital, Inc. (ORC) and Realty Income Corporation (O). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
0.27%
13.00%
ORC
O

Returns By Period

In the year-to-date period, ORC achieves a 7.78% return, which is significantly higher than O's 4.70% return. Over the past 10 years, ORC has underperformed O with an annualized return of -5.31%, while O has yielded a comparatively higher 7.08% annualized return.


ORC

YTD

7.78%

1M

1.68%

6M

2.18%

1Y

25.65%

5Y (annualized)

-8.40%

10Y (annualized)

-5.31%

O

YTD

4.70%

1M

-9.50%

6M

12.72%

1Y

13.83%

5Y (annualized)

-0.38%

10Y (annualized)

7.08%

Fundamentals


ORCO
Market Cap$616.54M$49.78B
EPS$1.22$1.05
PE Ratio6.4154.17
PEG Ratio0.005.94
Total Revenue (TTM)$253.61M$5.02B
Gross Profit (TTM)$242.11M$2.87B
EBITDA (TTM)$220.96M$4.51B

Key characteristics


ORCO
Sharpe Ratio1.090.75
Sortino Ratio1.591.15
Omega Ratio1.211.14
Calmar Ratio0.430.52
Martin Ratio5.951.87
Ulcer Index4.62%7.12%
Daily Std Dev25.23%17.66%
Max Drawdown-75.77%-48.57%
Current Drawdown-55.21%-13.44%

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Correlation

-0.50.00.51.00.3

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.

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.


Sharpe ratio
The chart of Sharpe ratio for ORC, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.001.090.75
The chart of Sortino ratio for ORC, currently valued at 1.59, compared to the broader market-4.00-2.000.002.004.001.591.15
The chart of Omega ratio for ORC, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.14
The chart of Calmar ratio for ORC, currently valued at 0.43, compared to the broader market0.002.004.006.000.430.52
The chart of Martin ratio for ORC, currently valued at 5.95, compared to the broader market0.0010.0020.0030.005.951.87
ORC
O

The current ORC Sharpe Ratio is 1.09, which is higher than the O Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of ORC and O, 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 Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.09
0.75
ORC
O

Dividends

ORC vs. O - Dividend Comparison

ORC's dividend yield for the trailing twelve months is around 18.30%, more than O's 5.44% yield.


TTM20232022202120202019201820172016201520142013
ORC
Orchid Island Capital, Inc.
18.30%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
5.44%5.40%4.69%3.59%4.10%3.36%3.81%4.05%3.81%4.02%4.18%5.31%

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 -48.57%. Use the drawdown chart below to compare losses from any high point for ORC and O. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-55.21%
-13.44%
ORC
O

Volatility

ORC vs. O - Volatility Comparison

The current volatility for Orchid Island Capital, Inc. (ORC) is 5.21%, while Realty Income Corporation (O) has a volatility of 6.03%. This indicates that ORC experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.21%
6.03%
ORC
O

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items