^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 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^DWRTFT vs. O - Performance Comparison
Key characteristics
^DWRTFT:
0.78
O:
1.15
^DWRTFT:
1.16
O:
1.64
^DWRTFT:
1.15
O:
1.21
^DWRTFT:
0.62
O:
0.85
^DWRTFT:
2.90
O:
2.38
^DWRTFT:
4.93%
O:
8.99%
^DWRTFT:
18.24%
O:
18.53%
^DWRTFT:
-75.15%
O:
-48.45%
^DWRTFT:
-12.05%
O:
-9.99%
Returns By Period
In the year-to-date period, ^DWRTFT achieves a -3.58% return, which is significantly lower than O's 11.30% return. Over the past 10 years, ^DWRTFT has underperformed O with an annualized return of 4.33%, while O has yielded a comparatively higher 7.23% annualized return.
^DWRTFT
-3.58%
-4.37%
-8.87%
14.29%
8.33%
4.33%
O
11.30%
2.86%
-6.21%
20.26%
8.72%
7.23%
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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 11.02% compared to Realty Income Corporation (O) at 8.37%. 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.