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POGRX vs. O
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

POGRX vs. O - Performance Comparison

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

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Returns By Period

In the year-to-date period, POGRX achieves a 25.42% return, which is significantly higher than O's 13.70% return. Over the past 10 years, POGRX has outperformed O with an annualized return of 17.61%, while O has yielded a comparatively lower 4.89% annualized return.


POGRX

1D
4.38%
1M
6.57%
YTD
25.42%
6M
26.23%
1Y
60.91%
3Y*
27.93%
5Y*
15.20%
10Y*
17.61%

O

1D
1.31%
1M
3.07%
YTD
13.70%
6M
11.57%
1Y
14.88%
3Y*
6.59%
5Y*
3.49%
10Y*
4.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

POGRX vs. O - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POGRX
PrimeCap Odyssey Growth Fund
25.42%32.99%13.09%23.85%-14.61%18.81%17.05%23.98%-4.56%32.07%
O
Realty Income Corporation
13.70%12.20%-2.11%-4.55%-7.38%23.95%-11.60%21.27%15.94%3.67%

Correlation

The correlation between POGRX and O is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2004

0.40

The correlation between POGRX and O shifts across timeframes, from -0.08 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

POGRX vs. O — Risk / Return Rank

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

POGRX
POGRX Risk / Return Rank: 9292
Overall Rank
POGRX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
POGRX Sortino Ratio Rank: 9191
Sortino Ratio Rank
POGRX Omega Ratio Rank: 8888
Omega Ratio Rank
POGRX Calmar Ratio Rank: 9292
Calmar Ratio Rank
POGRX Martin Ratio Rank: 9494
Martin Ratio Rank

O
O Risk / Return Rank: 6666
Overall Rank
O Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
O Sortino Ratio Rank: 6262
Sortino Ratio Rank
O Omega Ratio Rank: 6161
Omega Ratio Rank
O Calmar Ratio Rank: 6868
Calmar Ratio Rank
O Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

POGRX vs. O - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PrimeCap Odyssey Growth Fund (POGRX) 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.

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.


POGRXODifference
Sharpe ratioReturn per unit of total volatility

+2.20

Sortino ratioReturn per unit of downside risk

+2.80

Omega ratioGain probability vs. loss probability

1.55

1.15

+0.40

Calmar ratioReturn relative to maximum drawdown

4.11

1.29

+2.82

Martin ratioReturn relative to average drawdown

17.30

3.12

+14.19

POGRX vs. O - Sharpe Ratio Comparison

The current POGRX Sharpe Ratio is 3.08, which is higher than the O Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of POGRX and O, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

POGRX vs. O - Drawdown Comparison

The maximum POGRX drawdown since its inception was -51.63%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for POGRX and O.


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Drawdown Indicators


POGRXODifference

Max Drawdown

Largest peak-to-trough decline

-51.63%

-48.45%

-3.18%

Max Drawdown (1Y)

Largest decline over 1 year

-14.40%

-11.10%

-3.30%

Max Drawdown (3Y)

Largest decline over 3 years

-22.13%

-26.49%

+4.36%

Max Drawdown (5Y)

Largest decline over 5 years

-26.85%

-34.48%

+7.63%

Max Drawdown (10Y)

Largest decline over 10 years

-35.29%

-48.28%

+12.99%

Current Drawdown

Current decline from peak

-0.99%

-5.94%

+4.95%

Average Drawdown

Average peak-to-trough decline

-7.13%

-9.20%

+2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

4.58%

-1.17%

Volatility

POGRX vs. O - Volatility Comparison

PrimeCap Odyssey Growth Fund (POGRX) has a higher volatility of 8.88% compared to Realty Income Corporation (O) at 5.29%. This indicates that POGRX'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.


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Volatility by Period


POGRXODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.88%

5.29%

+3.59%

Volatility (6M)

Calculated over the trailing 6-month period

16.09%

11.98%

+4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

19.19%

16.21%

+2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.82%

18.92%

+0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.57%

25.64%

-5.07%

Dividends

POGRX vs. O - Dividend Comparison

POGRX's dividend yield for the trailing twelve months is around 19.85%, more than O's 5.16% yield.


PositionTTM20252024202320222021202020192018201720162015
O
Realty Income Corporation
5.16%6.19%5.37%5.33%4.68%3.87%4.51%3.69%4.19%4.45%4.18%4.41%
POGRX
PrimeCap Odyssey Growth Fund
19.85%24.89%20.79%13.28%12.36%13.68%12.50%5.13%2.45%1.54%5.83%1.29%

Frequently Asked Questions


POGRX and O have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

POGRX has higher volatility (8.88%) compared to O (5.29%). In terms of maximum drawdown, POGRX dropped -51.63% vs O's -48.45%.

POGRX currently has the higher Sharpe Ratio (3.08 vs 0.88), 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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