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 6.94%/yr vs -3.95%/yr for ORC. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
WPC vs. ORC - Performance Comparison
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Returns By Period
In the year-to-date period, WPC achieves a 17.45% return, which is significantly higher than ORC's 0.27% return. Over the past 10 years, WPC has outperformed ORC with an annualized return of 6.94%, while ORC has yielded a comparatively lower -3.95% annualized return.
WPC
- 1D
- -0.65%
- 1M
- 3.20%
- 6M
- 8.37%
- YTD
- 17.45%
- 1Y
- 19.59%
- 3Y*
- 11.03%
- 5Y*
- 4.87%
- 10Y*
- 6.94%
- ALL TIME*
- 11.69%
ORC
- 1D
- -0.61%
- 1M
- -4.78%
- 6M
- -8.79%
- YTD
- 0.27%
- 1Y
- 11.71%
- 3Y*
- 2.85%
- 5Y*
- -7.37%
- 10Y*
- -3.95%
- ALL TIME*
- -1.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $38.62M | $34.53M | $33.96M | |
| $106.67M | $107.35M | $111.83M |
WPC vs. ORC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WPC W. P. Carey Inc. | 17.45% | 24.99% | -10.59% | -7.93% | 0.47% | 22.88% | -5.99% | 28.84% | 1.08% | 25.68% |
ORC Orchid Island Capital, Inc. | 0.27% | 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 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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 0.17 (1 year) to 0.34 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
WPC:
$16.77B
ORC:
$1.13B
WPC:
$2.92
ORC:
$1.45
WPC:
25.19
ORC:
4.47
WPC:
13.46
ORC:
0.02
WPC:
10.54
ORC:
3.06
WPC:
1.93
ORC:
0.90
WPC:
$1.56B
ORC:
$367.58M
WPC:
$971.12M
ORC:
$269.42M
WPC:
$1.36B
ORC:
$431.53M
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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 | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.12 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 0.78 | +1.41 |
| Martin ratioReturn relative to average drawdown | 6.03 | 1.56 | +4.47 |
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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.
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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 | -20.83% | -38.67% | +17.84% |
Max Drawdown (5Y)Largest decline over 5 years | -36.81% | -64.33% | +27.52% |
Max Drawdown (10Y)Largest decline over 10 years | -52.45% | -75.77% | +23.32% |
Current DrawdownCurrent decline from peak | -4.03% | -45.94% | +41.91% |
Average DrawdownAverage peak-to-trough decline | -10.23% | -28.99% | +18.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 8.22% | -4.71% |
Volatility
WPC vs. ORC - Volatility Comparison
W. P. Carey Inc. (WPC) has a higher volatility of 5.86% compared to Orchid Island Capital, Inc. (ORC) at 5.39%. 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.
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Volatility by Period
| WPC | ORC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 5.39% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 13.29% | 17.47% | -4.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.11% | 21.59% | -4.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.85% | 29.68% | -8.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.90% | 37.73% | -11.83% |
Dividends
WPC vs. ORC - Dividend Comparison
WPC's dividend yield for the trailing twelve months is around 5.03%, less than ORC's 20.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORC Orchid Island Capital, Inc. | 20.96% | 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. | 5.03% | 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 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WPC has higher volatility (5.86%) compared to ORC (5.39%). In terms of maximum drawdown, WPC dropped -52.45% vs ORC's -75.77%.
WPC currently has the higher Sharpe Ratio (1.24 vs 0.60), 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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