TROW vs. O
TROW (T. Rowe Price Group, Inc.) and O (Realty Income Corporation) are both stocks. TROW operates in Asset Management (Financial Services), while O operates in REIT - Retail (Real Estate). Over the past 10 years, TROW returned 8.92%/yr vs 4.22%/yr for O. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
TROW vs. O - Performance Comparison
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Returns By Period
In the year-to-date period, TROW achieves a 12.11% return, which is significantly lower than O's 16.77% return. Over the past 10 years, TROW has outperformed O with an annualized return of 8.92%, while O has yielded a comparatively lower 4.22% annualized return.
TROW
- 1D
- -6.31%
- 1M
- -5.74%
- 6M
- 8.61%
- YTD
- 12.11%
- 1Y
- 14.10%
- 3Y*
- 2.18%
- 5Y*
- -7.39%
- 10Y*
- 8.92%
- ALL TIME*
- 14.86%
O
- 1D
- -0.45%
- 1M
- 0.47%
- 6M
- 7.15%
- YTD
- 16.77%
- 1Y
- 19.09%
- 3Y*
- 7.48%
- 5Y*
- 3.93%
- 10Y*
- 4.22%
- ALL TIME*
- 13.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $289.37M | $324.64M | $369.00M | |
| $246.52M | $243.50M | $234.76M |
TROW vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TROW T. Rowe Price Group, Inc. | 12.11% | -4.67% | 9.68% | 3.35% | -42.24% | 34.91% | 28.11% | 35.61% | -9.75% | 43.38% |
O Realty Income Corporation | 16.77% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
Correlation
The correlation between TROW and O is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.33 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 1994 | 0.32 |
Over the past year, the correlation between TROW and O has dropped to 0.10 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
Fundamentals
TROW:
$23.94B
O:
$59.56B
TROW:
$10.09
O:
$1.32
TROW:
11.08
O:
48.46
TROW:
3.24
O:
6.55
TROW:
$7.59B
O:
$5.92B
TROW:
$5.37B
O:
$3.89B
TROW:
$3.10B
O:
$3.93B
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Return for Risk
TROW vs. O — Risk / Return Rank
TROW
O
TROW vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Group, Inc. (TROW) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TROW | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.21 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.86 | -1.05 |
| Martin ratioReturn relative to average drawdown | 1.98 | 4.24 | -2.26 |
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Drawdowns
TROW vs. O - Drawdown Comparison
The maximum TROW drawdown since its inception was -67.43%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for TROW and O.
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Drawdown Indicators
| TROW | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.43% | -48.45% | -18.98% |
Max Drawdown (1Y)Largest decline over 1 year | -19.76% | -11.10% | -8.66% |
Max Drawdown (3Y)Largest decline over 3 years | -34.05% | -22.36% | -11.69% |
Max Drawdown (5Y)Largest decline over 5 years | -58.16% | -34.48% | -23.68% |
Max Drawdown (10Y)Largest decline over 10 years | -58.16% | -48.28% | -9.88% |
Current DrawdownCurrent decline from peak | -37.87% | -3.39% | -34.48% |
Average DrawdownAverage peak-to-trough decline | -16.75% | -9.18% | -7.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.05% | 4.87% | +3.18% |
Volatility
TROW vs. O - Volatility Comparison
T. Rowe Price Group, Inc. (TROW) has a higher volatility of 10.37% compared to Realty Income Corporation (O) at 6.31%. This indicates that TROW'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
| TROW | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.37% | 6.31% | +4.06% |
Volatility (6M)Calculated over the trailing 6-month period | 19.06% | 12.91% | +6.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.42% | 16.57% | +8.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.67% | 19.04% | +11.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.07% | 25.67% | +4.40% |
Dividends
TROW vs. O - Dividend Comparison
TROW's dividend yield for the trailing twelve months is around 4.60%, less than O's 5.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 5.07% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
TROW T. Rowe Price Group, Inc. | 4.60% | 4.96% | 4.39% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.17% | 2.87% | 5.71% |
Financials
TROW vs. O - Financials Comparison
This section allows you to compare key financial metrics between T. Rowe Price Group, 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
TROW vs. O - Profitability Comparison
TROW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, T. Rowe Price Group, Inc. reported a gross profit of 1.08B and revenue of 1.91B. Therefore, the gross margin over that period was 56.8%.
O - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Realty Income Corporation reported a gross profit of 0.00 and revenue of 1.55B. Therefore, the gross margin over that period was 0.0%.
TROW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, T. Rowe Price Group, Inc. reported an operating income of 540.50M and revenue of 1.91B, resulting in an operating margin of 28.3%.
O - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Realty Income Corporation reported an operating income of 0.00 and revenue of 1.55B, resulting in an operating margin of 0.0%.
TROW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, T. Rowe Price Group, Inc. reported a net income of 632.00M and revenue of 1.91B, resulting in a net margin of 33.1%.
O - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Realty Income Corporation reported a net income of -9.17M and revenue of 1.55B, resulting in a net margin of -0.6%.
Frequently Asked Questions
TROW and O have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TROW has higher volatility (10.37%) compared to O (6.31%). In terms of maximum drawdown, TROW dropped -67.43% vs O's -48.45%.
O currently has the higher Sharpe Ratio (1.25 vs 0.63), 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.
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