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SPIP vs. O
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

SPIP vs. O

Last updated May 12, 2025

Compare and contrast key facts about SPDR Portfolio TIPS ETF (SPIP) and Realty Income Corporation (O).

SPIP is a passively managed fund by State Street that tracks the performance of the Bloomberg Barclays US Government Inflation-linked Bond Index. It was launched on May 25, 2007.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPIP or O.

Correlation

The correlation between SPIP and O is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

SPIP vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio TIPS ETF (SPIP) and Realty Income Corporation (O). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

SPIP:

5.13%

O:

10.80%

Max Drawdown

SPIP:

-0.42%

O:

-1.21%

Current Drawdown

SPIP:

-0.23%

O:

-0.44%

Returns By Period

SPIP

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

O

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SPIP vs. O — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SPIP
The Risk-Adjusted Performance Rank of SPIP is 8080
Overall Rank
The Sharpe Ratio Rank of SPIP is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of SPIP is 8585
Sortino Ratio Rank
The Omega Ratio Rank of SPIP is 8282
Omega Ratio Rank
The Calmar Ratio Rank of SPIP is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPIP is 8080
Martin Ratio Rank
O
The Risk-Adjusted Performance Rank of O is 6565
Overall Rank
The Sharpe Ratio Rank of O is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of O is 6060
Sortino Ratio Rank
The Omega Ratio Rank of O is 5858
Omega Ratio Rank
The Calmar Ratio Rank of O is 6868
Calmar Ratio Rank
The Martin Ratio Rank of O is 6464
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.

SPIP vs. O - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio TIPS ETF (SPIP) 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.

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Dividends

SPIP vs. O - Dividend Comparison

SPIP's dividend yield for the trailing twelve months is around 3.39%, less than O's 5.60% yield.

TTM20242023202220212020201920182017201620152014
SPIP
SPDR Portfolio TIPS ETF		3.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
O
Realty Income Corporation		5.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPIP vs. O - Drawdown Comparison

The maximum SPIP drawdown since its inception was -0.42%, smaller than the maximum O drawdown of -1.21%. Use the drawdown chart below to compare losses from any high point for SPIP and O. For additional features, visit the drawdowns tool.

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Volatility

SPIP vs. O - Volatility Comparison

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