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

Correlation

The correlation between ORC and WPC is 0.33, 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.


-0.50.00.51.00.3

Performance

ORC vs. WPC - Performance Comparison

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

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-28.06%
89.68%
ORC
WPC

Key characteristics

Sharpe Ratio

ORC:

0.51

WPC:

-0.50

Sortino Ratio

ORC:

0.83

WPC:

-0.56

Omega Ratio

ORC:

1.11

WPC:

0.93

Calmar Ratio

ORC:

0.20

WPC:

-0.33

Martin Ratio

ORC:

2.55

WPC:

-0.85

Ulcer Index

ORC:

4.73%

WPC:

12.36%

Daily Std Dev

ORC:

23.61%

WPC:

21.07%

Max Drawdown

ORC:

-75.77%

WPC:

-52.45%

Current Drawdown

ORC:

-54.17%

WPC:

-28.88%

Fundamentals

Market Cap

ORC:

$645.19M

WPC:

$12.33B

EPS

ORC:

$1.21

WPC:

$2.53

PE Ratio

ORC:

6.60

WPC:

22.28

PEG Ratio

ORC:

0.00

WPC:

0.00

Total Revenue (TTM)

ORC:

$253.61M

WPC:

$1.56B

Gross Profit (TTM)

ORC:

$242.11M

WPC:

$949.87M

EBITDA (TTM)

ORC:

$220.96M

WPC:

$1.37B

Returns By Period

In the year-to-date period, ORC achieves a 10.27% return, which is significantly higher than WPC's -12.40% return. Over the past 10 years, ORC has underperformed WPC with an annualized return of -4.80%, while WPC has yielded a comparatively higher 3.31% annualized return.


ORC

YTD

10.27%

1M

2.97%

6M

2.59%

1Y

9.33%

5Y*

-8.80%

10Y*

-4.80%

WPC

YTD

-12.40%

1M

-4.57%

6M

1.40%

1Y

-11.36%

5Y*

-0.94%

10Y*

3.31%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ORC vs. WPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Orchid Island Capital, Inc. (ORC) and W. P. Carey Inc. (WPC). 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 0.51, compared to the broader market-4.00-2.000.002.000.51-0.50
The chart of Sortino ratio for ORC, currently valued at 0.83, compared to the broader market-4.00-2.000.002.004.000.83-0.56
The chart of Omega ratio for ORC, currently valued at 1.11, compared to the broader market0.501.001.502.001.110.93
The chart of Calmar ratio for ORC, currently valued at 0.20, compared to the broader market0.002.004.006.000.20-0.33
The chart of Martin ratio for ORC, currently valued at 2.55, compared to the broader market-5.000.005.0010.0015.0020.0025.002.55-0.85
ORC
WPC

The current ORC Sharpe Ratio is 0.51, which is higher than the WPC Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of ORC and WPC, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.51
-0.50
ORC
WPC

Dividends

ORC vs. WPC - Dividend Comparison

ORC's dividend yield for the trailing twelve months is around 18.16%, more than WPC's 6.40% yield.


TTM20232022202120202019201820172016201520142013
ORC
Orchid Island Capital, Inc.
18.16%21.35%23.57%17.33%15.13%16.41%16.74%18.10%15.51%19.34%16.55%10.73%
WPC
W. P. Carey Inc.
6.40%6.17%5.43%5.13%5.91%5.17%6.26%5.82%6.65%6.49%5.26%5.71%

Drawdowns

ORC vs. WPC - Drawdown Comparison

The maximum ORC drawdown since its inception was -75.77%, which is greater than WPC's maximum drawdown of -52.45%. Use the drawdown chart below to compare losses from any high point for ORC and WPC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-54.17%
-28.88%
ORC
WPC

Volatility

ORC vs. WPC - Volatility Comparison

The current volatility for Orchid Island Capital, Inc. (ORC) is 3.60%, while W. P. Carey Inc. (WPC) has a volatility of 6.05%. This indicates that ORC experiences smaller price fluctuations and is considered to be less risky than WPC 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%9.00%JulyAugustSeptemberOctoberNovemberDecember
3.60%
6.05%
ORC
WPC

Financials

ORC vs. WPC - Financials Comparison

This section allows you to compare key financial metrics between Orchid Island Capital, Inc. and W. P. Carey 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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