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RS vs. O
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RS and O is 0.42, 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

RS vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Reliance Steel & Aluminum Co. (RS) and Realty Income Corporation (O). The values are adjusted to include any dividend payments, if applicable.

4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%December2025FebruaryMarchAprilMay
13,291.90%
4,809.04%
RS
O

Key characteristics

Sharpe Ratio

RS:

0.16

O:

0.63

Sortino Ratio

RS:

0.47

O:

0.98

Omega Ratio

RS:

1.05

O:

1.12

Calmar Ratio

RS:

0.21

O:

0.47

Martin Ratio

RS:

0.49

O:

1.27

Ulcer Index

RS:

9.46%

O:

9.17%

Daily Std Dev

RS:

28.20%

O:

18.44%

Max Drawdown

RS:

-83.80%

O:

-48.45%

Current Drawdown

RS:

-11.92%

O:

-11.71%

Fundamentals

Market Cap

RS:

$15.35B

O:

$50.80B

EPS

RS:

$14.07

O:

$0.98

PE Ratio

RS:

20.63

O:

58.12

PEG Ratio

RS:

1.20

O:

5.52

PS Ratio

RS:

1.11

O:

9.62

PB Ratio

RS:

2.15

O:

1.31

Total Revenue (TTM)

RS:

$13.67B

O:

$5.40B

Gross Profit (TTM)

RS:

$3.88B

O:

$4.60B

EBITDA (TTM)

RS:

$1.31B

O:

$4.13B

Returns By Period

In the year-to-date period, RS achieves a 10.01% return, which is significantly higher than O's 9.18% return. Over the past 10 years, RS has outperformed O with an annualized return of 18.66%, while O has yielded a comparatively lower 7.38% annualized return.


RS

YTD

10.01%

1M

11.40%

6M

2.84%

1Y

3.36%

5Y*

30.15%

10Y*

18.66%

O

YTD

9.18%

1M

3.73%

6M

-1.20%

1Y

8.95%

5Y*

8.18%

10Y*

7.38%

*Annualized

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Risk-Adjusted Performance

RS vs. O — Risk-Adjusted Performance Rank

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

RS
The Risk-Adjusted Performance Rank of RS is 5454
Overall Rank
The Sharpe Ratio Rank of RS is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of RS is 5050
Sortino Ratio Rank
The Omega Ratio Rank of RS is 4747
Omega Ratio Rank
The Calmar Ratio Rank of RS is 6060
Calmar Ratio Rank
The Martin Ratio Rank of RS is 5656
Martin Ratio Rank

O
The Risk-Adjusted Performance Rank of O is 6767
Overall Rank
The Sharpe Ratio Rank of O is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of O is 6363
Sortino Ratio Rank
The Omega Ratio Rank of O is 6161
Omega Ratio Rank
The Calmar Ratio Rank of O is 7070
Calmar Ratio Rank
The Martin Ratio Rank of O is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RS vs. O - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Reliance Steel & Aluminum Co. (RS) 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.


The current RS Sharpe Ratio is 0.16, which is lower than the O Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of RS 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2025FebruaryMarchAprilMay
0.16
0.63
RS
O

Dividends

RS vs. O - Dividend Comparison

RS's dividend yield for the trailing twelve months is around 1.53%, less than O's 5.58% yield.


TTM20242023202220212020201920182017201620152014
RS
Reliance Steel & Aluminum Co.
1.53%1.63%1.43%1.73%1.70%2.09%1.84%2.81%2.10%2.07%2.76%2.28%
O
Realty Income Corporation
5.58%5.37%5.33%4.68%6.95%4.65%3.69%4.19%4.45%4.19%4.42%4.59%

Drawdowns

RS vs. O - Drawdown Comparison

The maximum RS drawdown since its inception was -83.80%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for RS and O. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%December2025FebruaryMarchAprilMay
-11.92%
-11.71%
RS
O

Volatility

RS vs. O - Volatility Comparison

Reliance Steel & Aluminum Co. (RS) has a higher volatility of 9.42% compared to Realty Income Corporation (O) at 7.91%. This indicates that RS'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.


4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
9.42%
7.91%
RS
O

Financials

RS vs. O - Financials Comparison

This section allows you to compare key financial metrics between Reliance Steel & Aluminum Co. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B5.00B20212022202320242025
3.48B
1.38B
(RS) Total Revenue
(O) Total Revenue
Values in USD except per share items

RS vs. O - Profitability Comparison

The chart below illustrates the profitability comparison between Reliance Steel & Aluminum Co. and Realty Income Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20212022202320242025
27.7%
100.0%
(RS) Gross Margin
(O) Gross Margin
RS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Reliance Steel & Aluminum Co. reported a gross profit of 964.60M and revenue of 3.48B. Therefore, the gross margin over that period was 27.7%.

O - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Realty Income Corporation reported a gross profit of 1.38B and revenue of 1.38B. Therefore, the gross margin over that period was 100.0%.

RS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Reliance Steel & Aluminum Co. reported an operating income of 274.40M and revenue of 3.48B, resulting in an operating margin of 7.9%.

O - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Realty Income Corporation reported an operating income of 1.34B and revenue of 1.38B, resulting in an operating margin of 96.8%.

RS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Reliance Steel & Aluminum Co. reported a net income of 199.70M and revenue of 3.48B, resulting in a net margin of 5.7%.

O - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Realty Income Corporation reported a net income of 249.82M and revenue of 1.38B, resulting in a net margin of 18.1%.