REFI vs. O
Compare and contrast key facts about Chicago Atlantic Real Estate Finance, Inc. (REFI) and Realty Income Corporation (O).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: REFI or O.
Key characteristics
| REFI | O | |
|---|---|---|
| YTD Return | 6.99% | 4.93% |
| 1Y Return | 19.38% | 21.20% |
| Sharpe Ratio | 0.93 | 1.03 |
| Sortino Ratio | 1.36 | 1.54 |
| Omega Ratio | 1.17 | 1.19 |
| Calmar Ratio | 1.82 | 0.65 |
| Martin Ratio | 4.63 | 2.77 |
| Ulcer Index | 3.73% | 6.78% |
| Daily Std Dev | 18.69% | 18.24% |
| Max Drawdown | -26.55% | -48.45% |
| Current Drawdown | -0.63% | -13.32% |
Fundamentals
| REFI | O | |
|---|---|---|
| Market Cap | $310.46M | $50.33B |
| EPS | $1.97 | $1.07 |
| PE Ratio | 8.03 | 53.75 |
| Total Revenue (TTM) | $47.07M | $5.01B |
| Gross Profit (TTM) | -$949.30M | $4.83B |
| EBITDA (TTM) | -$2.68B | $3.74B |
Correlation
The correlation between REFI and O is 0.26, 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.
Performance
REFI vs. O - Performance Comparison
In the year-to-date period, REFI achieves a 6.99% return, which is significantly higher than O's 4.93% 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
REFI vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Chicago Atlantic Real Estate Finance, Inc. (REFI) 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
REFI vs. O - Dividend Comparison
REFI's dividend yield for the trailing twelve months is around 13.72%, more than O's 5.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REFI Chicago Atlantic Real Estate Finance, Inc. | 13.72% | 13.41% | 13.93% | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
O Realty Income Corporation | 5.42% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
Drawdowns
REFI vs. O - Drawdown Comparison
The maximum REFI drawdown since its inception was -26.55%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for REFI and O. For additional features, visit the drawdowns tool.
Volatility
REFI vs. O - Volatility Comparison
The current volatility for Chicago Atlantic Real Estate Finance, Inc. (REFI) is 3.93%, while Realty Income Corporation (O) has a volatility of 6.73%. This indicates that REFI 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.
Financials
REFI vs. O - Financials Comparison
This section allows you to compare key financial metrics between Chicago Atlantic Real Estate Finance, 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