TRNO vs. O
Compare and contrast key facts about Terreno Realty Corporation (TRNO) and Realty Income Corporation (O).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRNO or O.
Key characteristics
| TRNO | O | |
|---|---|---|
| YTD Return | 0.82% | 3.81% |
| 1Y Return | 13.87% | 15.38% |
| 3Y Return (Ann) | -4.26% | -2.09% |
| 5Y Return (Ann) | 4.36% | -0.78% |
| 10Y Return (Ann) | 14.08% | 7.32% |
| Sharpe Ratio | 0.83 | 1.13 |
| Sortino Ratio | 1.30 | 1.68 |
| Omega Ratio | 1.16 | 1.21 |
| Calmar Ratio | 0.60 | 0.80 |
| Martin Ratio | 2.32 | 2.98 |
| Ulcer Index | 8.42% | 6.89% |
| Daily Std Dev | 23.62% | 18.15% |
| Max Drawdown | -41.45% | -48.45% |
| Current Drawdown | -21.81% | -14.24% |
Fundamentals
| TRNO | O | |
|---|---|---|
| Market Cap | $6.05B | $49.90B |
| EPS | $1.82 | $1.05 |
| PE Ratio | 33.52 | 54.30 |
| PEG Ratio | 7.70 | 5.79 |
| Total Revenue (TTM) | $365.40M | $5.01B |
| Gross Profit (TTM) | $255.13M | $4.83B |
| EBITDA (TTM) | $193.62M | $3.74B |
Correlation
The correlation between TRNO 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.
Performance
TRNO vs. O - Performance Comparison
In the year-to-date period, TRNO achieves a 0.82% return, which is significantly lower than O's 3.81% return. Over the past 10 years, TRNO has outperformed O with an annualized return of 14.08%, while O has yielded a comparatively lower 7.32% 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
TRNO vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Terreno Realty Corporation (TRNO) 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
TRNO vs. O - Dividend Comparison
TRNO's dividend yield for the trailing twelve months is around 2.98%, less than O's 5.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRNO Terreno Realty Corporation | 2.98% | 2.71% | 2.60% | 1.48% | 1.91% | 1.88% | 2.62% | 2.40% | 2.67% | 2.92% | 2.76% | 2.88% |
O Realty Income Corporation | 5.48% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
Drawdowns
TRNO vs. O - Drawdown Comparison
The maximum TRNO drawdown since its inception was -41.45%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for TRNO and O. For additional features, visit the drawdowns tool.
Volatility
TRNO vs. O - Volatility Comparison
Terreno Realty Corporation (TRNO) has a higher volatility of 8.55% compared to Realty Income Corporation (O) at 6.21%. This indicates that TRNO'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
TRNO vs. O - Financials Comparison
This section allows you to compare key financial metrics between Terreno Realty Corporation 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