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

Correlation

The correlation between SLG and O is 0.53, 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.


-0.50.00.51.00.5

Performance

SLG vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SL Green Realty Corp. (SLG) and Realty Income Corporation (O). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-3.56%
-3.97%
SLG
O

Key characteristics

Sharpe Ratio

SLG:

1.21

O:

0.88

Sortino Ratio

SLG:

1.76

O:

1.29

Omega Ratio

SLG:

1.21

O:

1.16

Calmar Ratio

SLG:

0.94

O:

0.58

Martin Ratio

SLG:

4.94

O:

1.89

Ulcer Index

SLG:

8.68%

O:

7.99%

Daily Std Dev

SLG:

35.65%

O:

17.18%

Max Drawdown

SLG:

-94.02%

O:

-48.45%

Current Drawdown

SLG:

-22.54%

O:

-12.70%

Fundamentals

Market Cap

SLG:

$4.74B

O:

$49.97B

EPS

SLG:

$0.08

O:

$1.05

PE Ratio

SLG:

784.13

O:

54.37

PEG Ratio

SLG:

0.95

O:

5.96

Total Revenue (TTM)

SLG:

$900.60M

O:

$3.95B

Gross Profit (TTM)

SLG:

$475.10M

O:

$2.48B

EBITDA (TTM)

SLG:

$376.03M

O:

$3.55B

Returns By Period

In the year-to-date period, SLG achieves a -7.28% return, which is significantly lower than O's 7.94% return. Over the past 10 years, SLG has underperformed O with an annualized return of -1.99%, while O has yielded a comparatively higher 6.25% annualized return.


SLG

YTD

-7.28%

1M

-6.27%

6M

-3.56%

1Y

41.01%

5Y*

-1.03%

10Y*

-1.99%

O

YTD

7.94%

1M

6.31%

6M

-3.97%

1Y

14.34%

5Y*

-1.83%

10Y*

6.25%

*Annualized

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Risk-Adjusted Performance

SLG vs. O — Risk-Adjusted Performance Rank

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

SLG
The Risk-Adjusted Performance Rank of SLG is 7878
Overall Rank
The Sharpe Ratio Rank of SLG is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SLG is 7676
Sortino Ratio Rank
The Omega Ratio Rank of SLG is 7272
Omega Ratio Rank
The Calmar Ratio Rank of SLG is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SLG is 8181
Martin Ratio Rank

O
The Risk-Adjusted Performance Rank of O is 6969
Overall Rank
The Sharpe Ratio Rank of O is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of O is 6666
Sortino Ratio Rank
The Omega Ratio Rank of O is 6565
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.

SLG vs. O - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SL Green Realty Corp. (SLG) 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.


Sharpe ratio
The chart of Sharpe ratio for SLG, currently valued at 1.21, compared to the broader market-2.000.002.001.210.88
The chart of Sortino ratio for SLG, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.006.001.761.29
The chart of Omega ratio for SLG, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.16
The chart of Calmar ratio for SLG, currently valued at 0.94, compared to the broader market0.002.004.006.000.940.58
The chart of Martin ratio for SLG, currently valued at 4.94, compared to the broader market-10.000.0010.0020.0030.004.941.89
SLG
O

The current SLG Sharpe Ratio is 1.21, which is higher than the O Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of SLG 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.21
0.88
SLG
O

Dividends

SLG vs. O - Dividend Comparison

SLG's dividend yield for the trailing twelve months is around 4.81%, less than O's 5.50% yield.


TTM20242023202220212020201920182017201620152014
SLG
SL Green Realty Corp.
4.81%4.43%7.15%10.95%8.49%7.82%3.74%4.16%3.11%2.73%2.23%1.77%
O
Realty Income Corporation
5.50%5.38%5.33%4.69%3.88%4.51%3.69%4.19%4.45%4.19%4.42%4.59%

Drawdowns

SLG vs. O - Drawdown Comparison

The maximum SLG drawdown since its inception was -94.02%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for SLG and O. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-22.54%
-12.70%
SLG
O

Volatility

SLG vs. O - Volatility Comparison

SL Green Realty Corp. (SLG) has a higher volatility of 9.77% compared to Realty Income Corporation (O) at 5.19%. This indicates that SLG'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.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
9.77%
5.19%
SLG
O

Financials

SLG vs. O - Financials Comparison

This section allows you to compare key financial metrics between SL Green Realty Corp. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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