WPC vs. ORC
WPC (W. P. Carey Inc.) and ORC (Orchid Island Capital, Inc.) are both stocks. Both are in the Real Estate sector — WPC in REIT - Diversified, ORC in REIT - Mortgage. Over the past 10 years, WPC returned 7.19%/yr vs -3.18%/yr for ORC. At a 0.32 correlation, their price movements are largely independent.
Performance
WPC vs. ORC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WPC achieves a 13.90% return, which is significantly higher than ORC's 1.54% return. Over the past 10 years, WPC has outperformed ORC with an annualized return of 7.19%, while ORC has yielded a comparatively lower -3.18% annualized return.
WPC
- 1D
- 1.22%
- 1M
- -2.93%
- YTD
- 13.90%
- 6M
- 15.87%
- 1Y
- 18.48%
- 3Y*
- 10.87%
- 5Y*
- 5.43%
- 10Y*
- 7.19%
ORC
- 1D
- 2.27%
- 1M
- 1.61%
- YTD
- 1.54%
- 6M
- 2.11%
- 1Y
- 17.55%
- 3Y*
- 6.04%
- 5Y*
- -8.28%
- 10Y*
- -3.18%
WPC vs. ORC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WPC W. P. Carey Inc. | 13.90% | 24.99% | -10.59% | -7.93% | 0.47% | 22.88% | -5.99% | 28.84% | 1.08% | 25.68% |
ORC Orchid Island Capital, Inc. | 1.54% | 12.66% | 9.87% | -3.10% | -41.63% | 0.07% | 4.75% | 6.68% | -20.38% | 1.07% |
Correlation
The correlation between WPC and ORC is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2013 | 0.32 |
The correlation between WPC and ORC shifts across timeframes, from 0.20 (1 year) to 0.34 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
WPC:
$16.02B
ORC:
$1.28B
WPC:
$2.34
ORC:
$0.85
WPC:
30.94
ORC:
7.93
WPC:
16.54
ORC:
0.03
WPC:
10.44
ORC:
5.66
WPC:
1.92
ORC:
0.92
WPC:
$1.53B
ORC:
$181.13M
WPC:
$942.27M
ORC:
$87.42M
WPC:
$1.21B
ORC:
$197.11M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WPC vs. ORC — Risk / Return Rank
WPC
ORC
WPC vs. ORC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for W. P. Carey Inc. (WPC) and Orchid Island Capital, Inc. (ORC). 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.
| WPC | ORC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.15 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.06 | +0.85 |
| Martin ratioReturn relative to average drawdown | 5.66 | 2.39 | +3.28 |
Loading charts...
Drawdowns
WPC vs. ORC - Drawdown Comparison
The maximum WPC drawdown since its inception was -52.45%, smaller than the maximum ORC drawdown of -75.77%. Use the drawdown chart below to compare losses from any high point for WPC and ORC.
Loading charts...
Drawdown Indicators
| WPC | ORC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.45% | -75.77% | +23.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -16.58% | +6.87% |
Max Drawdown (3Y)Largest decline over 3 years | -27.07% | -43.06% | +15.99% |
Max Drawdown (5Y)Largest decline over 5 years | -36.81% | -64.80% | +27.99% |
Max Drawdown (10Y)Largest decline over 10 years | -52.45% | -75.77% | +23.32% |
Current DrawdownCurrent decline from peak | -5.75% | -45.26% | +39.51% |
Average DrawdownAverage peak-to-trough decline | -10.26% | -28.86% | +18.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 7.37% | -4.09% |
Volatility
WPC vs. ORC - Volatility Comparison
W. P. Carey Inc. (WPC) has a higher volatility of 7.24% compared to Orchid Island Capital, Inc. (ORC) at 6.82%. This indicates that WPC's price experiences larger fluctuations and is considered to be riskier than ORC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WPC | ORC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.24% | 6.82% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 17.88% | -4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.22% | 21.51% | -4.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.78% | 29.80% | -9.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.86% | 37.74% | -11.88% |
Dividends
WPC vs. ORC - Dividend Comparison
WPC's dividend yield for the trailing twelve months is around 5.06%, less than ORC's 20.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORC Orchid Island Capital, Inc. | 20.68% | 20.00% | 18.51% | 21.35% | 29.67% | 17.33% | 15.13% | 16.41% | 16.74% | 18.10% | 15.51% | 19.34% |
WPC W. P. Carey Inc. | 5.06% | 5.62% | 6.41% | 7.93% | 5.43% | 5.12% | 5.91% | 5.17% | 6.26% | 7.26% | 6.65% | 6.48% |
Financials
WPC vs. ORC - Financials Comparison
This section allows you to compare key financial metrics between W. P. Carey Inc. and Orchid Island Capital, Inc.. 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
Frequently Asked Questions
WPC and ORC have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WPC has higher volatility (7.24%) compared to ORC (6.82%). In terms of maximum drawdown, WPC dropped -52.45% vs ORC's -75.77%.
WPC currently has the higher Sharpe Ratio (1.08 vs 0.82), 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.
Find the right allocation for WPC and ORC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer