SLG vs. O
Compare and contrast key facts about SL Green Realty Corp. (SLG) and Realty Income Corporation (O).
Performance
SLG vs. O - Performance Comparison
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SLG vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLG SL Green Realty Corp. | -18.06% | -29.03% | 58.26% | 48.75% | -50.94% | 22.86% | -29.14% | 20.96% | -18.80% | -3.25% |
O Realty Income Corporation | 9.95% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
Fundamentals
SLG:
-$1.22
O:
$1.75
SLG:
2.67
O:
6.45
SLG:
$1.00B
O:
$5.75B
SLG:
$341.79M
O:
-$3.85B
SLG:
$409.72M
O:
$4.22B
Returns By Period
In the year-to-date period, SLG achieves a -18.06% return, which is significantly lower than O's 9.95% return. Over the past 10 years, SLG has underperformed O with an annualized return of -4.49%, while O has yielded a comparatively higher 4.95% annualized return.
SLG
- 1D
- 4.76%
- 1M
- 2.00%
- YTD
- -18.06%
- 6M
- -36.49%
- 1Y
- -32.38%
- 3Y*
- 24.11%
- 5Y*
- -7.16%
- 10Y*
- -4.49%
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%
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Return for Risk
SLG vs. O — Risk / Return Rank
SLG
O
SLG vs. O - Risk-Adjusted Trends 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.
| SLG | O | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.83 | 0.71 | -1.54 |
Sortino ratioReturn per unit of downside risk | -1.07 | 1.05 | -2.13 |
Omega ratioGain probability vs. loss probability | 0.88 | 1.13 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | -0.70 | 1.33 | -2.03 |
Martin ratioReturn relative to average drawdown | -1.40 | 3.97 | -5.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SLG | O | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.83 | 0.71 | -1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | 0.24 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.11 | 0.19 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.49 | -0.36 |
Correlation
The correlation between SLG and O is 0.52, 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
SLG vs. O - Dividend Comparison
SLG's dividend yield for the trailing twelve months is around 7.25%, more than O's 5.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLG SL Green Realty Corp. | 7.25% | 6.18% | 4.43% | 7.15% | 10.94% | 5.09% | 7.81% | 3.74% | 4.16% | 3.11% | 2.73% | 2.23% |
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
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.
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Drawdown Indicators
| SLG | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.02% | -48.45% | -45.57% |
Max Drawdown (1Y)Largest decline over 1 year | -45.40% | -11.10% | -34.30% |
Max Drawdown (5Y)Largest decline over 5 years | -74.47% | -34.48% | -39.99% |
Max Drawdown (10Y)Largest decline over 10 years | -77.70% | -48.28% | -29.42% |
Current DrawdownCurrent decline from peak | -53.08% | -9.04% | -44.04% |
Average DrawdownAverage peak-to-trough decline | -27.32% | -9.22% | -18.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.87% | 3.71% | +19.16% |
Volatility
SLG vs. O - Volatility Comparison
SL Green Realty Corp. (SLG) has a higher volatility of 13.78% compared to Realty Income Corporation (O) at 4.40%. 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.
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Volatility by Period
| SLG | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.78% | 4.40% | +9.38% |
Volatility (6M)Calculated over the trailing 6-month period | 27.42% | 11.26% | +16.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.32% | 16.98% | +22.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.32% | 18.92% | +24.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.00% | 25.70% | +16.30% |
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.
Total Revenue: Total amount of money received from sales and other business activities