SPR vs. O
Compare and contrast key facts about Spirit AeroSystems Holdings, Inc. (SPR) and Realty Income Corporation (O).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPR or O.
Key characteristics
| SPR | O | |
|---|---|---|
| YTD Return | -1.98% | 4.93% |
| 1Y Return | 30.12% | 21.20% |
| 3Y Return (Ann) | -12.38% | -0.92% |
| 5Y Return (Ann) | -18.66% | -0.27% |
| 10Y Return (Ann) | -2.55% | 7.17% |
| Sharpe Ratio | 0.86 | 1.03 |
| Sortino Ratio | 1.43 | 1.54 |
| Omega Ratio | 1.19 | 1.19 |
| Calmar Ratio | 0.46 | 0.65 |
| Martin Ratio | 3.70 | 2.77 |
| Ulcer Index | 9.49% | 6.78% |
| Daily Std Dev | 40.82% | 18.24% |
| Max Drawdown | -85.37% | -48.45% |
| Current Drawdown | -69.29% | -13.32% |
Fundamentals
| SPR | O | |
|---|---|---|
| Market Cap | $3.64B | $50.33B |
| EPS | -$12.25 | $1.07 |
| PEG Ratio | 1.30 | 5.78 |
| Total Revenue (TTM) | $6.48B | $5.01B |
| Gross Profit (TTM) | $274.60M | $4.83B |
| EBITDA (TTM) | -$1.50B | $3.74B |
Correlation
The correlation between SPR and O is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SPR vs. O - Performance Comparison
In the year-to-date period, SPR achieves a -1.98% return, which is significantly lower than O's 4.93% return. Over the past 10 years, SPR has underperformed O with an annualized return of -2.55%, while O has yielded a comparatively higher 7.17% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SPR vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Spirit AeroSystems Holdings, Inc. (SPR) 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.
Dividends
SPR vs. O - Dividend Comparison
SPR has not paid dividends to shareholders, while O's dividend yield for the trailing twelve months is around 5.42%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPR Spirit AeroSystems Holdings, Inc. | 0.00% | 0.00% | 0.10% | 0.09% | 0.10% | 0.66% | 0.64% | 0.46% | 0.17% | 0.00% | 0.00% | 0.00% |
O Realty Income Corporation | 5.42% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
Drawdowns
SPR vs. O - Drawdown Comparison
The maximum SPR drawdown since its inception was -85.37%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for SPR and O. For additional features, visit the drawdowns tool.
Volatility
SPR vs. O - Volatility Comparison
Spirit AeroSystems Holdings, Inc. (SPR) has a higher volatility of 9.75% compared to Realty Income Corporation (O) at 6.73%. This indicates that SPR'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.
Financials
SPR vs. O - Financials Comparison
This section allows you to compare key financial metrics between Spirit AeroSystems Holdings, Inc. 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