SRG vs. O
SRG (Seritage Growth Properties) and O (Realty Income Corporation) are both stocks. Both operate in the REIT - Retail industry within the Real Estate sector. Over the past 10 years, SRG returned -24.39%/yr vs 4.58%/yr for O. At a 0.32 correlation, their price movements are largely independent.
Performance
SRG vs. O - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SRG achieves a -14.46% return, which is significantly lower than O's 8.26% return. Over the past 10 years, SRG has underperformed O with an annualized return of -24.39%, while O has yielded a comparatively higher 4.58% annualized return.
SRG
- 1D
- -1.77%
- 1M
- 4.12%
- YTD
- -14.46%
- 6M
- -21.02%
- 1Y
- -1.42%
- 3Y*
- -29.22%
- 5Y*
- -31.48%
- 10Y*
- -24.39%
O
- 1D
- -0.32%
- 1M
- -5.46%
- YTD
- 8.26%
- 6M
- 5.55%
- 1Y
- 12.57%
- 3Y*
- 5.73%
- 5Y*
- 2.47%
- 10Y*
- 4.58%
SRG vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRG Seritage Growth Properties | -14.46% | -21.12% | -55.94% | -20.96% | -10.85% | -9.60% | -63.37% | 24.67% | -18.01% | -3.02% |
O Realty Income Corporation | 8.26% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
Correlation
The correlation between SRG and O is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2015 | 0.32 |
The correlation between SRG and O shifts across timeframes, from 0.13 (1 year) to 0.33 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SRG:
-$1.23
O:
$1.17
SRG:
8.60
O:
6.87
SRG:
$18.20M
O:
$5.92B
SRG:
$1.77M
O:
$3.89B
SRG:
-$30.61M
O:
$3.93B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SRG vs. O — Risk / Return Rank
SRG
O
SRG vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Seritage Growth Properties (SRG) 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.
| SRG | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.14 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 1.14 | -1.17 |
| Martin ratioReturn relative to average drawdown | -0.06 | 2.88 | -2.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SRG | O | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | 0.79 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.53 | 0.13 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.38 | 0.18 | -0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.33 | 0.48 | -0.81 |
Drawdowns
SRG vs. O - Drawdown Comparison
The maximum SRG drawdown since its inception was -95.55%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for SRG and O.
Loading charts...
Drawdown Indicators
| SRG | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.55% | -48.45% | -47.10% |
Max Drawdown (1Y)Largest decline over 1 year | -47.77% | -11.10% | -36.67% |
Max Drawdown (3Y)Largest decline over 3 years | -76.27% | -26.49% | -49.78% |
Max Drawdown (5Y)Largest decline over 5 years | -87.89% | -34.48% | -53.41% |
Max Drawdown (10Y)Largest decline over 10 years | -95.37% | -48.28% | -47.09% |
Current DrawdownCurrent decline from peak | -94.72% | -10.44% | -84.28% |
Average DrawdownAverage peak-to-trough decline | -55.01% | -9.21% | -45.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.01% | 4.37% | +20.64% |
Volatility
SRG vs. O - Volatility Comparison
Seritage Growth Properties (SRG) has a higher volatility of 19.11% compared to Realty Income Corporation (O) at 5.48%. This indicates that SRG'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.
Loading charts...
Volatility by Period
| SRG | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.11% | 5.48% | +13.63% |
Volatility (6M)Calculated over the trailing 6-month period | 31.18% | 11.72% | +19.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.09% | 15.95% | +32.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.14% | 18.87% | +41.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.93% | 25.63% | +39.30% |
Dividends
SRG vs. O - Dividend Comparison
SRG has not paid dividends to shareholders, while O's dividend yield for the trailing twelve months is around 5.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 5.42% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
SRG Seritage Growth Properties | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.62% | 3.09% | 2.47% | 2.34% | 1.24% |
Financials
SRG vs. O - Financials Comparison
This section allows you to compare key financial metrics between Seritage Growth Properties 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
Frequently Asked Questions
SRG and O have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SRG has higher volatility (19.11%) compared to O (5.48%). In terms of maximum drawdown, SRG dropped -95.55% vs O's -48.45%.
O currently has the higher Sharpe Ratio (0.79 vs -0.03), 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.
Find the right allocation for SRG and O
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer