SITC vs. ORC

Last updated Jun 4, 2026

SITC (SITE Centers Corp.) and ORC (Orchid Island Capital, Inc.) are both stocks. Both are in the Real Estate sector — SITC in REIT - Retail, ORC in REIT - Mortgage. Over the past 10 years, SITC returned -3.56%/yr vs -3.38%/yr for ORC. At a 0.35 correlation, their price movements are largely independent.

Performance

SITC vs. ORC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SITE Centers Corp. (SITC) and Orchid Island Capital, Inc. (ORC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SITC achieves a -23.99% return, which is significantly lower than ORC's -1.01% return. Over the past 10 years, SITC has underperformed ORC with an annualized return of -3.56%, while ORC has yielded a comparatively higher -3.38% annualized return.

SITC

• 1D: -1.01%
• 1M: -10.95%
• YTD: -23.99%
• 6M: -22.25%
• 1Y: -17.46%
• 3Y*: 2.37%
• 5Y*: -0.91%
• 10Y*: -3.56%

ORC

• 1D: -2.08%
• 1M: -3.37%
• YTD: -1.01%
• 6M: -1.27%
• 1Y: 16.26%
• 3Y*: 3.95%
• 5Y*: -9.15%
• 10Y*: -3.38%

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

SITC vs. ORC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SITC SITE Centers Corp.	-23.99%	-15.13%	46.42%	5.13%	-10.48%	61.35%	-26.18%	34.28%	-14.67%	-36.34%
ORC Orchid Island Capital, Inc.	-1.01%	12.66%	9.87%	-3.10%	-41.63%	0.07%	4.75%	6.68%	-20.38%	1.07%

Correlation

The correlation between SITC and ORC is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.36
Correlation (5Y) Calculated over the trailing 5-year period	0.43
Correlation (10Y) Calculated over the trailing 10-year period	0.40
Correlation (All Time) Calculated using the full available price history since Feb 15, 2013	0.35

The correlation between SITC and ORC shifts across timeframes, from 0.28 (1 year) to 0.43 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS SITC : $4.47 ORC : $0.85
PE Ratio SITC : 1.09 ORC : 7.73
PEG Ratio SITC : 0.03 ORC : 0.03
PS Ratio SITC : 2.14 ORC : 5.52
Total Revenue (TTM) SITC : $89.79M ORC : $181.13M
Gross Profit (TTM) SITC : -$37.77M ORC : $87.42M
EBITDA (TTM) SITC : $251.55M ORC : $197.11M

Return for Risk

SITC vs. ORC — Risk / Return Rank

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

SITC

SITC Risk / Return Rank: 16
SITC Sharpe Ratio Rank: 13
SITC Sortino Ratio Rank: 15
SITC Omega Ratio Rank: 15
SITC Calmar Ratio Rank: 21
SITC Martin Ratio Rank: 14

ORC

ORC Risk / Return Rank: 61
ORC Sharpe Ratio Rank: 65
ORC Sortino Ratio Rank: 57
ORC Omega Ratio Rank: 56
ORC Calmar Ratio Rank: 61
ORC Martin Ratio Rank: 63

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.

SITC vs. ORC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SITE Centers Corp. (SITC) and Orchid Island Capital, Inc. (ORC). 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.

	SITC	ORC	Difference
Sharpe ratio: Return per unit of total volatility	-0.65	0.78	-1.43
Sortino ratio: Return per unit of downside risk	-0.78	1.17	-1.95
Omega ratio: Gain probability vs. loss probability	0.91	1.15	-0.24
Calmar ratio: Return relative to maximum drawdown	-0.55	1.03	-1.58
Martin ratio: Return relative to average drawdown	-1.22	2.47	-3.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SITC vs. ORC - Sharpe Ratio Comparison

The current SITC Sharpe Ratio is -0.65, which is lower than the ORC Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of SITC and ORC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SITC	ORC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.65	0.78	-1.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.03	-0.31	+0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.09	-0.09	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	-0.04	+0.10

Drawdowns

SITC vs. ORC - Drawdown Comparison

The maximum SITC drawdown since its inception was -97.77%, which is greater than ORC's maximum drawdown of -75.77%. Use the drawdown chart below to compare losses from any high point for SITC and ORC.

Drawdown Indicators

	SITC	ORC	Difference
Max Drawdown Largest peak-to-trough decline	-97.77%	-75.77%	-22.00%
Max Drawdown (1Y) Largest decline over 1 year	-31.94%	-15.79%	-16.15%
Max Drawdown (3Y) Largest decline over 3 years	-43.73%	-43.06%	-0.67%
Max Drawdown (5Y) Largest decline over 5 years	-43.73%	-67.00%	+23.27%
Max Drawdown (10Y) Largest decline over 10 years	-82.17%	-75.77%	-6.40%
Current Drawdown Current decline from peak	-72.43%	-46.63%	-25.80%
Average Drawdown Average peak-to-trough decline	-53.18%	-28.80%	-24.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.31%	6.61%	+7.70%

Volatility

SITC vs. ORC - Volatility Comparison

SITE Centers Corp. (SITC) has a higher volatility of 6.54% compared to Orchid Island Capital, Inc. (ORC) at 4.14%. This indicates that SITC's price experiences larger fluctuations and is considered to be riskier than ORC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SITC	ORC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.54%	4.14%	+2.40%
Volatility (6M) Calculated over the trailing 6-month period	18.08%	17.26%	+0.82%
Volatility (1Y) Calculated over the trailing 1-year period	27.08%	21.02%	+6.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.72%	29.80%	+4.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.86%	37.68%	+4.18%

Dividends

SITC vs. ORC - Dividend Comparison

SITC's dividend yield for the trailing twelve months is around 138.32%, more than ORC's 21.21% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ORC Orchid Island Capital, Inc.	21.21%	20.00%	18.51%	21.35%	29.67%	17.33%	15.13%	16.41%	16.74%	18.10%	15.51%	19.34%
SITC SITE Centers Corp.	138.32%	105.14%	1.33%	4.99%	3.81%	2.97%	2.47%	5.71%	45.26%	8.48%	4.98%	4.10%

Financials

Frequently Asked Questions

Can I hold both SITC and ORC in my portfolio?

SITC and ORC have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SITC or ORC?

SITC has higher volatility (6.54%) compared to ORC (4.14%). In terms of maximum drawdown, SITC dropped -97.77% vs ORC's -75.77%.

Which has better risk-adjusted returns?

ORC currently has the higher Sharpe Ratio (0.78 vs -0.65), 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.