UDR vs. O

Last updated Apr 1, 2026

Compare and contrast key facts about UDR, Inc. (UDR) and Realty Income Corporation (O).

Performance

UDR vs. O - Performance Comparison

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

UDR vs. O - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UDR UDR, Inc.	-6.82%	-11.75%	18.29%	3.12%	-33.44%	61.12%	-14.54%	21.48%	6.40%	9.11%
O Realty Income Corporation	9.95%	12.20%	-2.11%	-4.55%	-7.38%	23.95%	-11.60%	21.27%	15.94%	3.67%

Fundamentals

EPS UDR : $1.11 O : $1.75
PE Ratio UDR : 30.44 O : 35.04
PEG Ratio UDR : 0.20 O : 7.18
PS Ratio UDR : 6.72 O : 6.45
Total Revenue (TTM) UDR : $1.71B O : $5.75B
Gross Profit (TTM) UDR : $639.55M O : -$3.85B
EBITDA (TTM) UDR : $1.03B O : $4.22B

Returns By Period

In the year-to-date period, UDR achieves a -6.82% return, which is significantly lower than O's 9.95% return. Over the past 10 years, UDR has underperformed O with an annualized return of 2.36%, while O has yielded a comparatively higher 4.95% annualized return.

UDR

• 1D: 0.36%
• 1M: -9.92%
• YTD: -6.82%
• 6M: -7.17%
• 1Y: -21.79%
• 3Y*: -2.16%
• 5Y*: -1.59%
• 10Y*: 2.36%

O

• 1D: 0.49%
• 1M: -8.28%
• YTD: 9.95%
• 6M: 3.87%
• 1Y: 11.95%
• 3Y*: 4.50%
• 5Y*: 4.55%
• 10Y*: 4.95%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

UDR vs. O — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UDR

UDR Risk / Return Rank: 9
UDR Sharpe Ratio Rank: 6
UDR Sortino Ratio Rank: 8
UDR Omega Ratio Rank: 9
UDR Calmar Ratio Rank: 9
UDR Martin Ratio Rank: 12

O

O Risk / Return Rank: 65
O Sharpe Ratio Rank: 67
O Sortino Ratio Rank: 58
O Omega Ratio Rank: 56
O Calmar Ratio Rank: 70
O Martin Ratio Rank: 73

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UDR vs. O - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UDR, Inc. (UDR) 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.

	UDR	O	Difference
Sharpe ratio Return per unit of total volatility	-0.95	0.71	-1.66
Sortino ratio Return per unit of downside risk	-1.28	1.05	-2.33
Omega ratio Gain probability vs. loss probability	0.85	1.13	-0.28
Calmar ratio Return relative to maximum drawdown	-0.88	1.33	-2.20
Martin ratio Return relative to average drawdown	-1.43	3.97	-5.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UDR vs. O - Sharpe Ratio Comparison

The current UDR Sharpe Ratio is -0.95, which is lower than the O Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of UDR and O, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	UDR	O	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.95	0.71	-1.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.07	0.24	-0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.09	0.19	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.49	-0.14

Correlation

The correlation between UDR and O is 0.57, 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.

Dividends

UDR vs. O - Dividend Comparison

UDR's dividend yield for the trailing twelve months is around 5.09%, less than O's 5.72% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UDR UDR, Inc.	5.09%	4.68%	3.90%	4.28%	3.88%	2.41%	3.70%	2.89%	3.22%	3.18%	3.19%	2.91%
O Realty Income Corporation	5.72%	6.19%	5.37%	5.33%	4.68%	3.87%	4.51%	3.69%	4.19%	4.45%	4.18%	4.41%

Drawdowns

UDR vs. O - Drawdown Comparison

The maximum UDR drawdown since its inception was -74.67%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for UDR and O.

Drawdown Indicators

	UDR	O	Difference
Max Drawdown Largest peak-to-trough decline	-74.67%	-48.45%	-26.22%
Max Drawdown (1Y) Largest decline over 1 year	-23.53%	-11.10%	-12.43%
Max Drawdown (5Y) Largest decline over 5 years	-44.44%	-34.48%	-9.96%
Max Drawdown (10Y) Largest decline over 10 years	-44.44%	-48.28%	+3.84%
Current Drawdown Current decline from peak	-34.11%	-9.04%	-25.07%
Average Drawdown Average peak-to-trough decline	-11.82%	-9.22%	-2.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.50%	3.71%	+10.79%

Volatility

UDR vs. O - Volatility Comparison

UDR, Inc. (UDR) has a higher volatility of 4.74% compared to Realty Income Corporation (O) at 4.40%. This indicates that UDR'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.

Volatility by Period

	UDR	O	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.74%	4.40%	+0.34%
Volatility (6M) Calculated over the trailing 6-month period	14.13%	11.26%	+2.87%
Volatility (1Y) Calculated over the trailing 1-year period	23.12%	16.98%	+6.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.88%	18.92%	+3.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.36%	25.70%	-0.34%

Financials