O vs. VPN
Compare and contrast key facts about Realty Income Corporation (O) and Global X Data Center REITs & Digital Infrastructure ETF (VPN).
VPN is a passively managed fund by Global X that tracks the performance of the Solactive Data Center REITs & Digital Infrastructure Index. It was launched on Oct 27, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: O or VPN.
Key characteristics
| O | VPN | |
|---|---|---|
| YTD Return | 4.93% | 19.55% |
| 1Y Return | 21.20% | 35.44% |
| 3Y Return (Ann) | -0.92% | 1.13% |
| Sharpe Ratio | 1.03 | 1.92 |
| Sortino Ratio | 1.54 | 2.77 |
| Omega Ratio | 1.19 | 1.33 |
| Calmar Ratio | 0.65 | 1.26 |
| Martin Ratio | 2.77 | 7.26 |
| Ulcer Index | 6.78% | 4.78% |
| Daily Std Dev | 18.24% | 18.06% |
| Max Drawdown | -48.45% | -39.01% |
| Current Drawdown | -13.32% | -2.08% |
Correlation
The correlation between O and VPN is 0.46, 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
O vs. VPN - Performance Comparison
In the year-to-date period, O achieves a 4.93% return, which is significantly lower than VPN's 19.55% 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
O vs. VPN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and Global X Data Center REITs & Digital Infrastructure ETF (VPN). 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
O vs. VPN - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.42%, more than VPN's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VPN Global X Data Center REITs & Digital Infrastructure ETF | 1.17% | 1.18% | 2.57% | 0.85% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
O vs. VPN - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, which is greater than VPN's maximum drawdown of -39.01%. Use the drawdown chart below to compare losses from any high point for O and VPN. For additional features, visit the drawdowns tool.
Volatility
O vs. VPN - Volatility Comparison
Realty Income Corporation (O) has a higher volatility of 6.73% compared to Global X Data Center REITs & Digital Infrastructure ETF (VPN) at 5.93%. This indicates that O's price experiences larger fluctuations and is considered to be riskier than VPN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.