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

Correlation

The correlation between WST and O is 0.27, 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.


-0.50.00.51.00.3

Performance

WST vs. O - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
19.92%
-1.17%
WST
O

Key characteristics

Sharpe Ratio

WST:

-0.02

O:

0.44

Sortino Ratio

WST:

0.24

O:

0.72

Omega Ratio

WST:

1.04

O:

1.09

Calmar Ratio

WST:

-0.02

O:

0.30

Martin Ratio

WST:

-0.04

O:

1.05

Ulcer Index

WST:

20.31%

O:

7.33%

Daily Std Dev

WST:

38.75%

O:

17.52%

Max Drawdown

WST:

-55.52%

O:

-48.45%

Current Drawdown

WST:

-26.27%

O:

-14.78%

Fundamentals

Market Cap

WST:

$24.99B

O:

$49.01B

EPS

WST:

$6.73

O:

$1.05

PE Ratio

WST:

51.27

O:

53.33

PEG Ratio

WST:

6.44

O:

5.68

Total Revenue (TTM)

WST:

$2.14B

O:

$3.95B

Gross Profit (TTM)

WST:

$726.20M

O:

$2.48B

EBITDA (TTM)

WST:

$535.00M

O:

$3.55B

Returns By Period

The year-to-date returns for both investments are quite close, with WST having a 5.35% return and O slightly higher at 5.37%. Over the past 10 years, WST has outperformed O with an annualized return of 22.07%, while O has yielded a comparatively lower 5.31% annualized return.


WST

YTD

5.35%

1M

3.56%

6M

19.92%

1Y

-4.28%

5Y*

17.23%

10Y*

22.07%

O

YTD

5.37%

1M

6.87%

6M

-1.17%

1Y

7.75%

5Y*

-1.20%

10Y*

5.31%

*Annualized

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Risk-Adjusted Performance

WST vs. O — Risk-Adjusted Performance Rank

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

WST
The Risk-Adjusted Performance Rank of WST is 4242
Overall Rank
The Sharpe Ratio Rank of WST is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of WST is 3838
Sortino Ratio Rank
The Omega Ratio Rank of WST is 3939
Omega Ratio Rank
The Calmar Ratio Rank of WST is 4444
Calmar Ratio Rank
The Martin Ratio Rank of WST is 4444
Martin Ratio Rank

O
The Risk-Adjusted Performance Rank of O is 5757
Overall Rank
The Sharpe Ratio Rank of O is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of O is 5151
Sortino Ratio Rank
The Omega Ratio Rank of O is 5151
Omega Ratio Rank
The Calmar Ratio Rank of O is 6060
Calmar Ratio Rank
The Martin Ratio Rank of O is 5959
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.

WST vs. O - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for West Pharmaceutical Services, Inc. (WST) 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.


Sharpe ratio
The chart of Sharpe ratio for WST, currently valued at -0.02, compared to the broader market-2.000.002.00-0.020.44
The chart of Sortino ratio for WST, currently valued at 0.24, compared to the broader market-4.00-2.000.002.004.000.240.72
The chart of Omega ratio for WST, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.09
The chart of Calmar ratio for WST, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.020.30
The chart of Martin ratio for WST, currently valued at -0.04, compared to the broader market-10.000.0010.0020.00-0.041.05
WST
O

The current WST Sharpe Ratio is -0.02, which is lower than the O Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of WST 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-1.00-0.500.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
-0.02
0.44
WST
O

Dividends

WST vs. O - Dividend Comparison

WST's dividend yield for the trailing twelve months is around 0.23%, less than O's 5.60% yield.


TTM20242023202220212020201920182017201620152014
WST
West Pharmaceutical Services, Inc.
0.23%0.25%0.22%0.31%0.15%0.23%0.41%0.58%0.54%0.58%0.75%0.77%
O
Realty Income Corporation
5.60%5.38%5.33%4.69%3.88%4.51%3.69%4.19%4.45%4.19%4.42%4.59%

Drawdowns

WST vs. O - Drawdown Comparison

The maximum WST drawdown since its inception was -55.52%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for WST and O. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-26.27%
-14.78%
WST
O

Volatility

WST vs. O - Volatility Comparison

West Pharmaceutical Services, Inc. (WST) has a higher volatility of 6.59% compared to Realty Income Corporation (O) at 6.03%. This indicates that WST'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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
6.59%
6.03%
WST
O

Financials

WST vs. O - Financials Comparison

This section allows you to compare key financial metrics between West Pharmaceutical Services, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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