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

Correlation

The correlation between PBA and O is 0.39, 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.


-0.50.00.51.0
Correlation: 0.4

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.

200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
316.03%
249.01%
PBA
O

Key characteristics

Sharpe Ratio

PBA:

0.72

O:

0.69

Sortino Ratio

PBA:

1.06

O:

1.05

Omega Ratio

PBA:

1.16

O:

1.13

Calmar Ratio

PBA:

0.80

O:

0.51

Martin Ratio

PBA:

1.82

O:

1.40

Ulcer Index

PBA:

7.86%

O:

9.07%

Daily Std Dev

PBA:

19.76%

O:

18.52%

Max Drawdown

PBA:

-70.87%

O:

-48.45%

Current Drawdown

PBA:

-8.84%

O:

-12.20%

Fundamentals

Market Cap

PBA:

$22.28B

O:

$50.96B

EPS

PBA:

$2.18

O:

$0.98

PE Ratio

PBA:

17.60

O:

58.32

PEG Ratio

PBA:

1.71

O:

5.63

PS Ratio

PBA:

3.02

O:

9.65

PB Ratio

PBA:

2.01

O:

1.33

Total Revenue (TTM)

PBA:

$5.82B

O:

$4.02B

Gross Profit (TTM)

PBA:

$2.48B

O:

$3.22B

EBITDA (TTM)

PBA:

$2.32B

O:

$3.25B

Returns By Period

In the year-to-date period, PBA achieves a 5.60% return, which is significantly lower than O's 8.57% return. Over the past 10 years, PBA has underperformed O with an annualized return of 6.56%, while O has yielded a comparatively higher 6.98% annualized return.


PBA

YTD

5.60%

1M

-3.87%

6M

-7.02%

1Y

13.58%

5Y*

20.86%

10Y*

6.56%

O

YTD

8.57%

1M

1.05%

6M

-4.56%

1Y

11.82%

5Y*

9.23%

10Y*

6.98%

*Annualized

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Risk-Adjusted Performance

PBA vs. O — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PBA
The Risk-Adjusted Performance Rank of PBA is 7474
Overall Rank
The Sharpe Ratio Rank of PBA is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of PBA is 6868
Sortino Ratio Rank
The Omega Ratio Rank of PBA is 7070
Omega Ratio Rank
The Calmar Ratio Rank of PBA is 8181
Calmar Ratio Rank
The Martin Ratio Rank of PBA is 7272
Martin Ratio Rank

O
The Risk-Adjusted Performance Rank of O is 7070
Overall Rank
The Sharpe Ratio Rank of O is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of O is 6767
Sortino Ratio Rank
The Omega Ratio Rank of O is 6565
Omega Ratio Rank
The Calmar Ratio Rank of O is 7474
Calmar Ratio Rank
The Martin Ratio Rank of O is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for PBA, currently valued at 0.72, compared to the broader market-2.00-1.000.001.002.003.00
PBA: 0.72
O: 0.69
The chart of Sortino ratio for PBA, currently valued at 1.06, compared to the broader market-6.00-4.00-2.000.002.004.00
PBA: 1.06
O: 1.05
The chart of Omega ratio for PBA, currently valued at 1.16, compared to the broader market0.501.001.502.00
PBA: 1.16
O: 1.13
The chart of Calmar ratio for PBA, currently valued at 0.80, compared to the broader market0.001.002.003.004.005.00
PBA: 0.80
O: 0.51
The chart of Martin ratio for PBA, currently valued at 1.82, compared to the broader market-5.000.005.0010.0015.0020.00
PBA: 1.82
O: 1.40

The current PBA Sharpe Ratio is 0.72, which is comparable to the O Sharpe Ratio of 0.69. 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.72
0.69
PBA
O

Dividends

PBA vs. O - Dividend Comparison

PBA's dividend yield for the trailing twelve months is around 5.12%, less than O's 5.56% yield.


TTM20242023202220212020201920182017201620152014
PBA
Pembina Pipeline Corporation
5.12%5.39%5.67%5.78%6.63%7.92%4.93%5.81%4.36%4.57%6.45%4.27%
O
Realty Income Corporation
5.56%5.37%5.33%4.68%6.95%4.65%3.69%4.19%4.45%4.19%4.42%4.59%

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%NovemberDecember2025FebruaryMarchApril
-8.84%
-12.20%
PBA
O

Volatility

PBA vs. O - Volatility Comparison

Pembina Pipeline Corporation (PBA) has a higher volatility of 11.18% compared to Realty Income Corporation (O) at 8.32%. 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.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.18%
8.32%
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