^DWRTFT vs. O
Compare and contrast key facts about Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) and Realty Income Corporation (O).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DWRTFT or O.
Correlation
The correlation between ^DWRTFT 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
^DWRTFT vs. O - Performance Comparison
Key characteristics
^DWRTFT:
0.72
O:
0.47
^DWRTFT:
0.99
O:
0.67
^DWRTFT:
1.13
O:
1.08
^DWRTFT:
0.57
O:
0.29
^DWRTFT:
2.19
O:
0.79
^DWRTFT:
5.44%
O:
9.20%
^DWRTFT:
18.32%
O:
18.41%
^DWRTFT:
-75.15%
O:
-48.45%
^DWRTFT:
-9.91%
O:
-12.78%
Returns By Period
In the year-to-date period, ^DWRTFT achieves a -1.23% return, which is significantly lower than O's 7.85% return. Over the past 10 years, ^DWRTFT has underperformed O with an annualized return of 4.90%, while O has yielded a comparatively higher 7.43% annualized return.
^DWRTFT
-1.23%
11.92%
-5.18%
13.12%
9.15%
4.90%
O
7.85%
8.12%
2.64%
8.55%
6.95%
7.43%
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Risk-Adjusted Performance
^DWRTFT vs. O — Risk-Adjusted Performance Rank
^DWRTFT
O
^DWRTFT vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) 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.
Drawdowns
^DWRTFT vs. O - Drawdown Comparison
The maximum ^DWRTFT drawdown since its inception was -75.15%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for ^DWRTFT and O. For additional features, visit the drawdowns tool.
Volatility
^DWRTFT vs. O - Volatility Comparison
Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) has a higher volatility of 7.97% compared to Realty Income Corporation (O) at 5.37%. This indicates that ^DWRTFT'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.