PSR vs. O
Compare and contrast key facts about Invesco Active U.S. Real Estate Fund (PSR) and Realty Income Corporation (O).
PSR is an actively managed fund by Invesco. It was launched on Nov 20, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSR or O.
Key characteristics
| PSR | O | |
|---|---|---|
| YTD Return | 7.03% | 3.81% |
| 1Y Return | 19.05% | 15.38% |
| 3Y Return (Ann) | -2.20% | -2.09% |
| 5Y Return (Ann) | 3.10% | -0.78% |
| 10Y Return (Ann) | 5.96% | 7.32% |
| Sharpe Ratio | 1.52 | 1.13 |
| Sortino Ratio | 2.24 | 1.68 |
| Omega Ratio | 1.27 | 1.21 |
| Calmar Ratio | 0.89 | 0.80 |
| Martin Ratio | 4.90 | 2.98 |
| Ulcer Index | 5.22% | 6.89% |
| Daily Std Dev | 16.88% | 18.15% |
| Max Drawdown | -42.31% | -48.45% |
| Current Drawdown | -13.63% | -14.24% |
Correlation
The correlation between PSR and O is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
PSR vs. O - Performance Comparison
In the year-to-date period, PSR achieves a 7.03% return, which is significantly higher than O's 3.81% return. Over the past 10 years, PSR has underperformed O with an annualized return of 5.96%, while O has yielded a comparatively higher 7.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PSR vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Active U.S. Real Estate Fund (PSR) 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.
Dividends
PSR vs. O - Dividend Comparison
PSR's dividend yield for the trailing twelve months is around 2.89%, less than O's 5.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSR Invesco Active U.S. Real Estate Fund | 2.89% | 2.93% | 2.95% | 2.12% | 3.09% | 2.55% | 2.64% | 0.14% | 3.60% | 2.03% | 1.24% | 1.56% |
O Realty Income Corporation | 5.48% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
Drawdowns
PSR vs. O - Drawdown Comparison
The maximum PSR drawdown since its inception was -42.31%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for PSR and O. For additional features, visit the drawdowns tool.
Volatility
PSR vs. O - Volatility Comparison
The current volatility for Invesco Active U.S. Real Estate Fund (PSR) is 4.92%, while Realty Income Corporation (O) has a volatility of 6.21%. This indicates that PSR 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.