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

Correlation

The correlation between PBA and O is 0.24, 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.


-0.50.00.51.00.2

Performance

PBA vs. O - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
2.14%
0.32%
PBA
O

Key characteristics

Sharpe Ratio

PBA:

0.89

O:

-0.24

Sortino Ratio

PBA:

1.24

O:

-0.22

Omega Ratio

PBA:

1.17

O:

0.97

Calmar Ratio

PBA:

0.80

O:

-0.16

Martin Ratio

PBA:

4.12

O:

-0.53

Ulcer Index

PBA:

3.16%

O:

7.99%

Daily Std Dev

PBA:

14.58%

O:

17.36%

Max Drawdown

PBA:

-70.87%

O:

-48.45%

Current Drawdown

PBA:

-15.73%

O:

-21.62%

Fundamentals

Market Cap

PBA:

$21.61B

O:

$47.72B

EPS

PBA:

$2.31

O:

$1.05

PE Ratio

PBA:

16.02

O:

51.92

PEG Ratio

PBA:

1.36

O:

5.69

Total Revenue (TTM)

PBA:

$7.73B

O:

$5.02B

Gross Profit (TTM)

PBA:

$2.92B

O:

$3.47B

EBITDA (TTM)

PBA:

$2.83B

O:

$4.51B

Returns By Period

In the year-to-date period, PBA achieves a 10.46% return, which is significantly higher than O's -5.13% return. Over the past 10 years, PBA has outperformed O with an annualized return of 6.25%, while O has yielded a comparatively lower 5.52% annualized return.


PBA

YTD

10.46%

1M

-13.88%

6M

2.15%

1Y

12.98%

5Y*

5.98%

10Y*

6.25%

O

YTD

-5.13%

1M

-9.06%

6M

0.31%

1Y

-3.50%

5Y*

-1.31%

10Y*

5.52%

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Risk-Adjusted Performance

PBA vs. O - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pembina Pipeline Corporation (PBA) 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 PBA, currently valued at 0.89, compared to the broader market-4.00-2.000.002.000.89-0.24
The chart of Sortino ratio for PBA, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.24-0.22
The chart of Omega ratio for PBA, currently valued at 1.17, compared to the broader market0.501.001.502.001.170.97
The chart of Calmar ratio for PBA, currently valued at 0.80, compared to the broader market0.002.004.006.000.80-0.16
The chart of Martin ratio for PBA, currently valued at 4.12, compared to the broader market0.0010.0020.004.12-0.53
PBA
O

The current PBA Sharpe Ratio is 0.89, which is higher than the O Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of PBA 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.89
-0.24
PBA
O

Dividends

PBA vs. O - Dividend Comparison

PBA's dividend yield for the trailing twelve months is around 5.52%, less than O's 6.04% yield.


TTM20232022202120202019201820172016201520142013
PBA
Pembina Pipeline Corporation
5.52%5.67%5.78%6.63%7.92%4.93%5.81%4.36%4.57%6.45%4.27%4.52%
O
Realty Income Corporation
6.04%5.33%4.69%3.88%4.51%3.69%4.19%4.45%4.19%4.42%4.59%5.84%

Drawdowns

PBA vs. O - Drawdown Comparison

The maximum PBA drawdown since its inception was -70.87%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for PBA and O. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.73%
-21.62%
PBA
O

Volatility

PBA vs. O - Volatility Comparison

Pembina Pipeline Corporation (PBA) has a higher volatility of 6.10% compared to Realty Income Corporation (O) at 4.77%. This indicates that PBA's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.10%
4.77%
PBA
O

Financials

PBA vs. O - Financials Comparison

This section allows you to compare key financial metrics between Pembina Pipeline Corporation 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
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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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