ORC vs. WPC
ORC (Orchid Island Capital, Inc.) and WPC (W. P. Carey Inc.) are both stocks. Both are in the Real Estate sector — ORC in REIT - Mortgage, WPC in REIT - Diversified. Over the past 10 years, ORC returned -3.18%/yr vs 7.19%/yr for WPC. At a 0.32 correlation, their price movements are largely independent.
Performance
ORC vs. WPC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ORC achieves a 1.54% return, which is significantly lower than WPC's 13.90% return. Over the past 10 years, ORC has underperformed WPC with an annualized return of -3.18%, while WPC has yielded a comparatively higher 7.19% annualized return.
ORC
- 1D
- 2.27%
- 1M
- 1.61%
- YTD
- 1.54%
- 6M
- 2.11%
- 1Y
- 17.55%
- 3Y*
- 6.04%
- 5Y*
- -8.28%
- 10Y*
- -3.18%
WPC
- 1D
- 1.22%
- 1M
- -2.93%
- YTD
- 13.90%
- 6M
- 15.87%
- 1Y
- 18.48%
- 3Y*
- 10.87%
- 5Y*
- 5.43%
- 10Y*
- 7.19%
ORC vs. WPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORC Orchid Island Capital, Inc. | 1.54% | 12.66% | 9.87% | -3.10% | -41.63% | 0.07% | 4.75% | 6.68% | -20.38% | 1.07% |
WPC W. P. Carey Inc. | 13.90% | 24.99% | -10.59% | -7.93% | 0.47% | 22.88% | -5.99% | 28.84% | 1.08% | 25.68% |
Correlation
The correlation between ORC and WPC is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2013 | 0.32 |
The correlation between ORC and WPC shifts across timeframes, from 0.20 (1 year) to 0.34 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
ORC:
$1.28B
WPC:
$16.02B
ORC:
$0.85
WPC:
$2.34
ORC:
7.93
WPC:
30.94
ORC:
0.03
WPC:
16.54
ORC:
5.66
WPC:
10.44
ORC:
0.92
WPC:
1.92
ORC:
$181.13M
WPC:
$1.53B
ORC:
$87.42M
WPC:
$942.27M
ORC:
$197.11M
WPC:
$1.21B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ORC vs. WPC — Risk / Return Rank
ORC
WPC
ORC vs. WPC - Risk-Adjusted Trends 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.
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.
| ORC | WPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.20 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.91 | -0.85 |
| Martin ratioReturn relative to average drawdown | 2.39 | 5.66 | -3.28 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| ORC | WPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.77% | -52.45% | -23.32% |
Max Drawdown (1Y)Largest decline over 1 year | -16.58% | -9.71% | -6.87% |
Max Drawdown (3Y)Largest decline over 3 years | -43.06% | -27.07% | -15.99% |
Max Drawdown (5Y)Largest decline over 5 years | -64.80% | -36.81% | -27.99% |
Max Drawdown (10Y)Largest decline over 10 years | -75.77% | -52.45% | -23.32% |
Current DrawdownCurrent decline from peak | -45.26% | -5.75% | -39.51% |
Average DrawdownAverage peak-to-trough decline | -28.86% | -10.26% | -18.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.37% | 3.28% | +4.09% |
Volatility
ORC vs. WPC - Volatility Comparison
The current volatility for Orchid Island Capital, Inc. (ORC) is 6.82%, while W. P. Carey Inc. (WPC) has a volatility of 7.24%. 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.
Loading charts...
Volatility by Period
| ORC | WPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.82% | 7.24% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 17.88% | 13.25% | +4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.51% | 17.22% | +4.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.80% | 20.78% | +9.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.74% | 25.86% | +11.88% |
Dividends
ORC vs. WPC - Dividend Comparison
ORC's dividend yield for the trailing twelve months is around 20.68%, more than WPC's 5.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORC Orchid Island Capital, Inc. | 20.68% | 20.00% | 18.51% | 21.35% | 29.67% | 17.33% | 15.13% | 16.41% | 16.74% | 18.10% | 15.51% | 19.34% |
WPC W. P. Carey Inc. | 5.06% | 5.62% | 6.41% | 7.93% | 5.43% | 5.12% | 5.91% | 5.17% | 6.26% | 7.26% | 6.65% | 6.48% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ORC and WPC have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WPC has higher volatility (7.24%) compared to ORC (6.82%). In terms of maximum drawdown, ORC dropped -75.77% vs WPC's -52.45%.
WPC currently has the higher Sharpe Ratio (1.08 vs 0.82), 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.
Find the right allocation for ORC and WPC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer