PECO vs. O
PECO (Phillips Edison & Company, Inc.) and O (Realty Income Corporation) are both stocks. Both operate in the REIT - Retail industry within the Real Estate sector. Over the past 3 years, PECO returned 13.05%/yr vs 5.84%/yr for O. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
PECO vs. O - Performance Comparison
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Returns By Period
In the year-to-date period, PECO achieves a 12.17% return, which is significantly higher than O's 8.60% return.
PECO
- 1D
- 0.10%
- 1M
- -1.08%
- YTD
- 12.17%
- 6M
- 14.44%
- 1Y
- 13.38%
- 3Y*
- 13.05%
- 5Y*
- —
- 10Y*
- —
O
- 1D
- 0.60%
- 1M
- -5.70%
- YTD
- 8.60%
- 6M
- 6.98%
- 1Y
- 11.79%
- 3Y*
- 5.84%
- 5Y*
- 2.60%
- 10Y*
- 4.62%
PECO vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PECO Phillips Edison & Company, Inc. | 12.17% | -1.59% | 6.20% | 18.53% | -0.33% | 20.40% |
O Realty Income Corporation | 8.60% | 12.20% | -2.11% | -4.55% | -7.38% | 8.85% |
Correlation
The correlation between PECO and O is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2021 | 0.56 |
The correlation between PECO and O has been stable across timeframes, ranging from 0.47 to 0.56 - a consistent structural relationship.
Fundamentals
PECO:
$1.15
O:
$1.17
PECO:
34.33
O:
51.02
PECO:
0.50
O:
4.15
PECO:
5.36
O:
6.89
PECO:
$739.02M
O:
$5.92B
PECO:
$525.25M
O:
$3.89B
PECO:
$502.64M
O:
$3.93B
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Return for Risk
PECO vs. O — Risk / Return Rank
PECO
O
PECO vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Phillips Edison & Company, Inc. (PECO) 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.
| PECO | O | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.74 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.07 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.13 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.80 | 1.10 | +0.70 |
Martin ratioReturn relative to average drawdown | 4.15 | 2.83 | +1.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PECO | O | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.74 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.14 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.18 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.48 | +0.01 |
Drawdowns
PECO vs. O - Drawdown Comparison
The maximum PECO drawdown since its inception was -23.11%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for PECO and O.
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Drawdown Indicators
| PECO | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.11% | -48.45% | +25.34% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -11.10% | +2.80% |
Max Drawdown (3Y)Largest decline over 3 years | -15.78% | -26.49% | +10.71% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.28% | — |
Current DrawdownCurrent decline from peak | -3.72% | -10.15% | +6.43% |
Average DrawdownAverage peak-to-trough decline | -6.51% | -9.21% | +2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 4.32% | -0.72% |
Volatility
PECO vs. O - Volatility Comparison
The current volatility for Phillips Edison & Company, Inc. (PECO) is 4.56%, while Realty Income Corporation (O) has a volatility of 5.49%. This indicates that PECO experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PECO | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 5.49% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 10.67% | 11.72% | -1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 15.95% | -0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.58% | 18.87% | +3.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.58% | 25.63% | -3.05% |
Dividends
PECO vs. O - Dividend Comparison
PECO's dividend yield for the trailing twelve months is around 3.26%, less than O's 5.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 5.40% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
PECO Phillips Edison & Company, Inc. | 3.26% | 3.52% | 3.18% | 3.12% | 3.43% | 1.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
PECO vs. O - Financials Comparison
This section allows you to compare key financial metrics between Phillips Edison & Company, Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities
PECO vs. O - Profitability Comparison
PECO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Phillips Edison & Company, Inc. reported a gross profit of 135.68M and revenue of 190.74M. Therefore, the gross margin over that period was 71.1%.
O - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported a gross profit of 0.00 and revenue of 1.55B. Therefore, the gross margin over that period was 0.0%.
PECO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Phillips Edison & Company, Inc. reported an operating income of 58.21M and revenue of 190.74M, resulting in an operating margin of 30.5%.
O - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported an operating income of 0.00 and revenue of 1.55B, resulting in an operating margin of 0.0%.
PECO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Phillips Edison & Company, Inc. reported a net income of 30.38M and revenue of 190.74M, resulting in a net margin of 15.9%.
O - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported a net income of -9.17M and revenue of 1.55B, resulting in a net margin of -0.6%.
Frequently Asked Questions
PECO and O have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
O has higher volatility (5.49%) compared to PECO (4.56%). In terms of maximum drawdown, PECO dropped -23.11% vs O's -48.45%.
PECO currently has the higher Sharpe Ratio (0.88 vs 0.74), 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.
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