PSR vs. O

Last updated Apr 1, 2026

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.

Performance

PSR vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Active U.S. Real Estate Fund (PSR) and Realty Income Corporation (O). The values are adjusted to include any dividend payments, if applicable.

PSR vs. O - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSR Invesco Active U.S. Real Estate Fund	3.25%	2.63%	1.79%	8.34%	-25.52%	41.71%	-6.04%	28.76%	-4.58%	11.95%
O Realty Income Corporation	9.95%	12.20%	-2.11%	-4.55%	-7.38%	23.95%	-11.60%	21.27%	15.94%	3.67%

Returns By Period

In the year-to-date period, PSR achieves a 3.25% return, which is significantly lower than O's 9.95% return. Both investments have delivered pretty close results over the past 10 years, with PSR having a 4.86% annualized return and O not far ahead at 4.95%.

PSR

• 1D: 1.59%
• 1M: -6.40%
• YTD: 3.25%
• 6M: 1.32%
• 1Y: 2.77%
• 3Y*: 4.91%
• 5Y*: 2.26%
• 10Y*: 4.86%

O

• 1D: 0.49%
• 1M: -8.28%
• YTD: 9.95%
• 6M: 3.87%
• 1Y: 11.95%
• 3Y*: 4.50%
• 5Y*: 4.55%
• 10Y*: 4.95%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PSR vs. O — Risk / Return Rank

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

PSR

PSR Risk / Return Rank: 18
PSR Sharpe Ratio Rank: 17
PSR Sortino Ratio Rank: 16
PSR Omega Ratio Rank: 16
PSR Calmar Ratio Rank: 19
PSR Martin Ratio Rank: 21

O

O Risk / Return Rank: 65
O Sharpe Ratio Rank: 67
O Sortino Ratio Rank: 58
O Omega Ratio Rank: 56
O Calmar Ratio Rank: 70
O Martin Ratio Rank: 73

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.

PSR vs. O - Risk-Adjusted Trends 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.

	PSR	O	Difference
Sharpe ratio Return per unit of total volatility	0.18	0.71	-0.54
Sortino ratio Return per unit of downside risk	0.34	1.05	-0.71
Omega ratio Gain probability vs. loss probability	1.05	1.13	-0.08
Calmar ratio Return relative to maximum drawdown	0.31	1.33	-1.01
Martin ratio Return relative to average drawdown	1.22	3.97	-2.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSR vs. O - Sharpe Ratio Comparison

The current PSR Sharpe Ratio is 0.18, which is lower than the O Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of PSR 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.

Sharpe Ratios by Period

	PSR	O	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.18	0.71	-0.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.12	0.24	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.24	0.19	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.49	0.00

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.

Dividends

PSR vs. O - Dividend Comparison

PSR's dividend yield for the trailing twelve months is around 2.62%, less than O's 5.72% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PSR Invesco Active U.S. Real Estate Fund	2.62%	2.56%	3.06%	2.93%	2.95%	2.12%	3.09%	2.55%	2.64%	0.14%	3.60%	3.20%
O Realty Income Corporation	5.72%	6.19%	5.37%	5.33%	4.68%	3.87%	4.51%	3.69%	4.19%	4.45%	4.18%	4.41%

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.

Drawdown Indicators

	PSR	O	Difference
Max Drawdown Largest peak-to-trough decline	-42.31%	-48.45%	+6.14%
Max Drawdown (1Y) Largest decline over 1 year	-11.98%	-11.10%	-0.88%
Max Drawdown (5Y) Largest decline over 5 years	-34.81%	-34.48%	-0.33%
Max Drawdown (10Y) Largest decline over 10 years	-42.31%	-48.28%	+5.97%
Current Drawdown Current decline from peak	-12.97%	-9.04%	-3.93%
Average Drawdown Average peak-to-trough decline	-9.36%	-9.22%	-0.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.06%	3.71%	-0.65%

Volatility

PSR vs. O - Volatility Comparison

Invesco Active U.S. Real Estate Fund (PSR) and Realty Income Corporation (O) have volatilities of 4.52% and 4.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSR	O	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.52%	4.40%	+0.12%
Volatility (6M) Calculated over the trailing 6-month period	9.20%	11.26%	-2.06%
Volatility (1Y) Calculated over the trailing 1-year period	15.83%	16.98%	-1.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.50%	18.92%	-0.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.30%	25.70%	-5.40%