PortfoliosLab logo
WY vs. O
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WY 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.


-0.50.00.51.0
Correlation: 0.4

Performance

WY vs. O - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2025FebruaryMarchApril
783.01%
4,782.00%
WY
O

Key characteristics

Sharpe Ratio

WY:

-0.75

O:

0.69

Sortino Ratio

WY:

-0.99

O:

1.05

Omega Ratio

WY:

0.89

O:

1.13

Calmar Ratio

WY:

-0.56

O:

0.51

Martin Ratio

WY:

-1.96

O:

1.40

Ulcer Index

WY:

10.03%

O:

9.07%

Daily Std Dev

WY:

26.14%

O:

18.52%

Max Drawdown

WY:

-72.53%

O:

-48.45%

Current Drawdown

WY:

-34.85%

O:

-12.20%

Fundamentals

Market Cap

WY:

$18.51B

O:

$50.96B

EPS

WY:

$0.54

O:

$0.98

PE Ratio

WY:

47.22

O:

58.32

PEG Ratio

WY:

1.27

O:

5.63

PS Ratio

WY:

2.60

O:

9.65

PB Ratio

WY:

1.89

O:

1.33

Total Revenue (TTM)

WY:

$5.33B

O:

$4.02B

Gross Profit (TTM)

WY:

$1.08B

O:

$3.22B

EBITDA (TTM)

WY:

$1.02B

O:

$3.25B

Returns By Period

In the year-to-date period, WY achieves a -11.25% return, which is significantly lower than O's 8.57% return. Over the past 10 years, WY has underperformed O with an annualized return of 1.37%, while O has yielded a comparatively higher 6.98% annualized return.


WY

YTD

-11.25%

1M

-15.67%

6M

-20.95%

1Y

-19.02%

5Y*

8.72%

10Y*

1.37%

O

YTD

8.57%

1M

1.05%

6M

-4.56%

1Y

11.82%

5Y*

9.23%

10Y*

6.98%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WY vs. O — Risk-Adjusted Performance Rank

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

WY
The Risk-Adjusted Performance Rank of WY is 1212
Overall Rank
The Sharpe Ratio Rank of WY is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of WY is 1313
Sortino Ratio Rank
The Omega Ratio Rank of WY is 1616
Omega Ratio Rank
The Calmar Ratio Rank of WY is 1616
Calmar Ratio Rank
The Martin Ratio Rank of WY is 11
Martin Ratio Rank

O
The Risk-Adjusted Performance Rank of O is 7070
Overall Rank
The Sharpe Ratio Rank of O is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of O is 6767
Sortino Ratio Rank
The Omega Ratio Rank of O is 6565
Omega Ratio Rank
The Calmar Ratio Rank of O is 7474
Calmar Ratio Rank
The Martin Ratio Rank of O is 6868
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.

WY vs. O - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Weyerhaeuser Company (WY) 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 WY, currently valued at -0.75, compared to the broader market-2.00-1.000.001.002.003.00
WY: -0.75
O: 0.69
The chart of Sortino ratio for WY, currently valued at -0.99, compared to the broader market-6.00-4.00-2.000.002.004.00
WY: -0.99
O: 1.05
The chart of Omega ratio for WY, currently valued at 0.89, compared to the broader market0.501.001.502.00
WY: 0.89
O: 1.13
The chart of Calmar ratio for WY, currently valued at -0.56, compared to the broader market0.001.002.003.004.005.00
WY: -0.56
O: 0.51
The chart of Martin ratio for WY, currently valued at -1.96, compared to the broader market-5.000.005.0010.0015.0020.00
WY: -1.96
O: 1.40

The current WY Sharpe Ratio is -0.75, which is lower than the O Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of WY 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-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.75
0.69
WY
O

Dividends

WY vs. O - Dividend Comparison

WY's dividend yield for the trailing twelve months is around 3.26%, less than O's 5.56% yield.


TTM20242023202220212020201920182017201620152014
WY
Weyerhaeuser Company
3.26%3.34%4.77%7.00%2.87%1.52%4.50%6.04%3.55%4.12%4.00%2.84%
O
Realty Income Corporation
5.56%5.37%5.33%4.68%6.95%4.65%3.69%4.19%4.45%4.19%4.42%4.59%

Drawdowns

WY vs. O - Drawdown Comparison

The maximum WY drawdown since its inception was -72.53%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for WY and O. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-34.85%
-12.20%
WY
O

Volatility

WY vs. O - Volatility Comparison

Weyerhaeuser Company (WY) has a higher volatility of 13.24% compared to Realty Income Corporation (O) at 8.32%. This indicates that WY'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%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.24%
8.32%
WY
O

Financials

WY vs. O - Financials Comparison

This section allows you to compare key financial metrics between Weyerhaeuser Company 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