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

Correlation

The correlation between WST and O is 0.42, 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

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.

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Key characteristics

Sharpe Ratio

WST:

-0.71

O:

0.42

Sortino Ratio

WST:

-0.67

O:

0.74

Omega Ratio

WST:

0.87

O:

1.09

Calmar Ratio

WST:

-0.65

O:

0.34

Martin Ratio

WST:

-1.75

O:

0.89

Ulcer Index

WST:

22.17%

O:

9.36%

Daily Std Dev

WST:

54.91%

O:

18.67%

Max Drawdown

WST:

-59.29%

O:

-48.45%

Current Drawdown

WST:

-53.63%

O:

-12.79%

Fundamentals

Market Cap

WST:

$15.14B

O:

$50.03B

EPS

WST:

$6.37

O:

$1.10

PE Ratio

WST:

33.07

O:

50.36

PEG Ratio

WST:

3.54

O:

5.52

PS Ratio

WST:

5.23

O:

9.26

PB Ratio

WST:

5.64

O:

1.28

Total Revenue (TTM)

WST:

$2.90B

O:

$5.39B

Gross Profit (TTM)

WST:

$1.00B

O:

$5.00B

EBITDA (TTM)

WST:

$729.50M

O:

$4.50B

Returns By Period

In the year-to-date period, WST achieves a -33.76% return, which is significantly lower than O's 7.84% return. Over the past 10 years, WST has outperformed O with an annualized return of 15.27%, while O has yielded a comparatively lower 7.25% annualized return.


WST

YTD

-33.76%

1M

3.69%

6M

-31.00%

1Y

-38.64%

5Y*

0.47%

10Y*

15.27%

O

YTD

7.84%

1M

-1.32%

6M

2.33%

1Y

7.75%

5Y*

8.95%

10Y*

7.25%

*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 1111
Overall Rank
The Sharpe Ratio Rank of WST is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of WST is 1818
Sortino Ratio Rank
The Omega Ratio Rank of WST is 1212
Omega Ratio Rank
The Calmar Ratio Rank of WST is 1111
Calmar Ratio Rank
The Martin Ratio Rank of WST is 22
Martin Ratio Rank

O
The Risk-Adjusted Performance Rank of O is 6262
Overall Rank
The Sharpe Ratio Rank of O is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of O is 5858
Sortino Ratio Rank
The Omega Ratio Rank of O is 5656
Omega Ratio Rank
The Calmar Ratio Rank of O is 6767
Calmar Ratio Rank
The Martin Ratio Rank of O is 6363
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.


The current WST Sharpe Ratio is -0.71, which is lower than the O Sharpe Ratio of 0.42. 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.


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Dividends

WST vs. O - Dividend Comparison

WST's dividend yield for the trailing twelve months is around 0.38%, less than O's 5.65% yield.


TTM20242023202220212020201920182017201620152014
WST
West Pharmaceutical Services, Inc.
0.38%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
5.65%5.37%5.33%4.68%6.95%4.65%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 -59.29%, 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.


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Volatility

WST vs. O - Volatility Comparison

West Pharmaceutical Services, Inc. (WST) has a higher volatility of 11.24% compared to Realty Income Corporation (O) at 4.70%. 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.


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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


400.00M600.00M800.00M1.00B1.20B1.40B20212022202320242025
698.00M
1.38B
(WST) Total Revenue
(O) Total Revenue
Values in USD except per share items

WST vs. O - Profitability Comparison

The chart below illustrates the profitability comparison between West Pharmaceutical Services, Inc. and Realty Income Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%20212022202320242025
33.2%
92.3%
(WST) Gross Margin
(O) Gross Margin
WST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, West Pharmaceutical Services, Inc. reported a gross profit of 231.90M and revenue of 698.00M. Therefore, the gross margin over that period was 33.2%.

O - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Realty Income Corporation reported a gross profit of 1.27B and revenue of 1.38B. Therefore, the gross margin over that period was 92.3%.

WST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, West Pharmaceutical Services, Inc. reported an operating income of 107.00M and revenue of 698.00M, resulting in an operating margin of 15.3%.

O - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Realty Income Corporation reported an operating income of 620.85M and revenue of 1.38B, resulting in an operating margin of 45.0%.

WST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, West Pharmaceutical Services, Inc. reported a net income of 89.80M and revenue of 698.00M, resulting in a net margin of 12.9%.

O - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Realty Income Corporation reported a net income of 249.82M and revenue of 1.38B, resulting in a net margin of 18.1%.