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

Key characteristics


ORCWPC
YTD Return9.11%-5.79%
1Y Return4.14%-4.52%
3Y Return (Ann)-18.98%-0.39%
5Y Return (Ann)-9.08%0.30%
10Y Return (Ann)-3.61%6.05%
Sharpe Ratio0.16-0.26
Daily Std Dev31.05%23.43%
Max Drawdown-75.77%-52.45%
Current Drawdown-54.65%-23.51%

Fundamentals


ORCWPC
Market Cap$451.87M$12.78B
EPS-$0.60$2.61
PE Ratio115.5822.37
PEG Ratio0.000.00
Revenue (TTM)-$5.72M$1.71B
Gross Profit (TTM)-$243.88M$1.40B

Correlation

-0.50.00.51.00.3

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.

Performance

ORC vs. WPC - Performance Comparison

In the year-to-date period, ORC achieves a 9.11% return, which is significantly higher than WPC's -5.79% return. Over the past 10 years, ORC has underperformed WPC with an annualized return of -3.61%, while WPC has yielded a comparatively higher 6.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%December2024FebruaryMarchAprilMay
-28.82%
104.00%
ORC
WPC

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Orchid Island Capital, Inc.

W. P. Carey Inc.

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.


ORC
Sharpe ratio
The chart of Sharpe ratio for ORC, currently valued at 0.16, compared to the broader market-2.00-1.000.001.002.003.004.000.16
Sortino ratio
The chart of Sortino ratio for ORC, currently valued at 0.44, compared to the broader market-4.00-2.000.002.004.006.000.44
Omega ratio
The chart of Omega ratio for ORC, currently valued at 1.06, compared to the broader market0.501.001.502.001.06
Calmar ratio
The chart of Calmar ratio for ORC, currently valued at 0.07, compared to the broader market0.002.004.006.000.07
Martin ratio
The chart of Martin ratio for ORC, currently valued at 0.29, compared to the broader market-10.000.0010.0020.0030.000.29
WPC
Sharpe ratio
The chart of Sharpe ratio for WPC, currently valued at -0.26, compared to the broader market-2.00-1.000.001.002.003.004.00-0.26
Sortino ratio
The chart of Sortino ratio for WPC, currently valued at -0.20, compared to the broader market-4.00-2.000.002.004.006.00-0.20
Omega ratio
The chart of Omega ratio for WPC, currently valued at 0.97, compared to the broader market0.501.001.502.000.97
Calmar ratio
The chart of Calmar ratio for WPC, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.17
Martin ratio
The chart of Martin ratio for WPC, currently valued at -0.41, compared to the broader market-10.000.0010.0020.0030.00-0.41

ORC vs. WPC - Sharpe Ratio Comparison

The current ORC Sharpe Ratio is 0.16, which is higher than the WPC Sharpe Ratio of -0.26. The chart below compares the 12-month rolling Sharpe Ratio of ORC and WPC.


Rolling 12-month Sharpe Ratio-1.00-0.500.00December2024FebruaryMarchAprilMay
0.16
-0.26
ORC
WPC

Dividends

ORC vs. WPC - Dividend Comparison

ORC's dividend yield for the trailing twelve months is around 18.85%, more than WPC's 6.36% yield.


TTM20232022202120202019201820172016201520142013
ORC
Orchid Island Capital, Inc.
18.85%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.
6.36%6.17%5.43%5.12%5.91%5.17%6.26%5.82%6.65%6.48%5.26%5.70%

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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%December2024FebruaryMarchAprilMay
-54.65%
-23.51%
ORC
WPC

Volatility

ORC vs. WPC - Volatility Comparison

Orchid Island Capital, Inc. (ORC) has a higher volatility of 6.96% compared to W. P. Carey Inc. (WPC) at 5.72%. This indicates that ORC's price experiences larger fluctuations and is considered to be riskier than WPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
6.96%
5.72%
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