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WPC vs. O
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WPC and O is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

WPC vs. O - Performance Comparison

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

1,400.00%1,600.00%1,800.00%2,000.00%2,200.00%NovemberDecember2025FebruaryMarchApril
1,594.96%
2,106.56%
WPC
O

Key characteristics

Sharpe Ratio

WPC:

0.69

O:

0.72

Sortino Ratio

WPC:

1.09

O:

1.09

Omega Ratio

WPC:

1.13

O:

1.14

Calmar Ratio

WPC:

0.48

O:

0.53

Martin Ratio

WPC:

2.01

O:

1.47

Ulcer Index

WPC:

7.30%

O:

9.05%

Daily Std Dev

WPC:

21.47%

O:

18.52%

Max Drawdown

WPC:

-52.45%

O:

-48.45%

Current Drawdown

WPC:

-17.94%

O:

-11.80%

Fundamentals

Market Cap

WPC:

$13.59B

O:

$52.19B

EPS

WPC:

$2.06

O:

$0.97

PE Ratio

WPC:

29.65

O:

59.85

PEG Ratio

WPC:

0.00

O:

5.63

PS Ratio

WPC:

8.62

O:

9.89

PB Ratio

WPC:

1.59

O:

1.33

Total Revenue (TTM)

WPC:

$1.19B

O:

$4.02B

Gross Profit (TTM)

WPC:

$922.32M

O:

$3.22B

EBITDA (TTM)

WPC:

$937.23M

O:

$3.25B

Returns By Period

In the year-to-date period, WPC achieves a 13.04% return, which is significantly higher than O's 9.07% return. Over the past 10 years, WPC has underperformed O with an annualized return of 5.49%, while O has yielded a comparatively higher 6.99% annualized return.


WPC

YTD

13.04%

1M

-0.06%

6M

6.91%

1Y

14.22%

5Y*

7.25%

10Y*

5.49%

O

YTD

9.07%

1M

3.17%

6M

-7.15%

1Y

12.60%

5Y*

9.34%

10Y*

6.99%

*Annualized

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Risk-Adjusted Performance

WPC vs. O — Risk-Adjusted Performance Rank

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

WPC
The Risk-Adjusted Performance Rank of WPC is 7272
Overall Rank
The Sharpe Ratio Rank of WPC is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of WPC is 6969
Sortino Ratio Rank
The Omega Ratio Rank of WPC is 6666
Omega Ratio Rank
The Calmar Ratio Rank of WPC is 7373
Calmar Ratio Rank
The Martin Ratio Rank of WPC is 7474
Martin Ratio Rank

O
The Risk-Adjusted Performance Rank of O is 7171
Overall Rank
The Sharpe Ratio Rank of O is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of O is 6969
Sortino Ratio Rank
The Omega Ratio Rank of O is 6767
Omega Ratio Rank
The Calmar Ratio Rank of O is 7575
Calmar Ratio Rank
The Martin Ratio Rank of O is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WPC vs. O - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for W. P. Carey Inc. (WPC) 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.


The chart of Sharpe ratio for WPC, currently valued at 0.69, compared to the broader market-2.00-1.000.001.002.003.00
WPC: 0.69
O: 0.72
The chart of Sortino ratio for WPC, currently valued at 1.09, compared to the broader market-6.00-4.00-2.000.002.004.00
WPC: 1.09
O: 1.09
The chart of Omega ratio for WPC, currently valued at 1.13, compared to the broader market0.501.001.502.00
WPC: 1.13
O: 1.14
The chart of Calmar ratio for WPC, currently valued at 0.48, compared to the broader market0.001.002.003.004.005.00
WPC: 0.48
O: 0.53
The chart of Martin ratio for WPC, currently valued at 2.01, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
WPC: 2.01
O: 1.47

The current WPC Sharpe Ratio is 0.69, which is comparable to the O Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of WPC 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.69
0.72
WPC
O

Dividends

WPC vs. O - Dividend Comparison

WPC's dividend yield for the trailing twelve months is around 5.79%, more than O's 5.54% yield.


TTM20242023202220212020201920182017201620152014
WPC
W. P. Carey Inc.
5.79%6.41%6.17%5.43%5.13%5.91%5.17%6.26%5.82%6.65%6.49%5.26%
O
Realty Income Corporation
5.54%5.37%5.33%4.68%6.95%4.65%3.69%4.19%4.45%4.19%4.42%4.59%

Drawdowns

WPC vs. O - Drawdown Comparison

The maximum WPC drawdown since its inception was -52.45%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for WPC and O. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-17.94%
-11.80%
WPC
O

Volatility

WPC vs. O - Volatility Comparison

W. P. Carey Inc. (WPC) has a higher volatility of 10.09% compared to Realty Income Corporation (O) at 8.44%. This indicates that WPC'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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%NovemberDecember2025FebruaryMarchApril
10.09%
8.44%
WPC
O

Financials

WPC vs. O - Financials Comparison

This section allows you to compare key financial metrics between W. P. Carey 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items