Realty Income Correlations

O Stock

USD 61.39 -1.25 -2.00%

The current 90-days correlation between Realty Income and Simon Property Group is 0.29 (i.e., Modest diversification).The rolling correlation of Realty Income with major benchmarks supports assessment of how its diversification benefit changes during periods of stress versus calm markets.

Build portfolio with Realty Stock

Realty Income has a market cap of 58.62 B, operating margin of 46.98%, ROE of 2.7%. Allocation context is available in Your Equity Center. The portfolio view reflects current allocation structure. The data reflects holdings as of the most recent update. The content reflects structured data inputs rather than subjective analysis. The allocation includes a position in Realty Income. It is distributed across the allocation. The weighting is determined by the allocation framework in use. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area.

Ready to invest in Realty Stock? Our How to Invest in Realty Income guide walks you through the process.

Moving together with Realty Stock

0.89	ADC	Agree Realty	Pair Corr
0.92	BRX	Brixmor Property	Pair Corr
0.91	FRT	Federal Realty Investment	Pair Corr
0.97	NNN	National Retail	Pair Corr
0.68	BKRKF	PT Bank Rakyat	Pair Corr
0.92	BSM	Black Stone Minerals	Pair Corr
0.61	INTC	Intel Aggressive Push	Pair Corr
0.91	MRK	Merck Company	Pair Corr
0.89	DD	Dupont De Nemours	Pair Corr
0.89	WMT	Walmart Common Stock	Pair Corr
0.83	MCD	McDonalds	Pair Corr
0.97	JNJ	Johnson Johnson	Pair Corr
0.89	PG	Procter Gamble	Pair Corr
0.64	TRV	The Travelers Companies	Pair Corr
0.94	CAT	Caterpillar	Pair Corr
0.92	CVX	Chevron Corp	Pair Corr
0.93	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.87	T	ATT Inc Aggressive Push	Pair Corr

Moving against Realty Stock

0.85	OPINL	Office Properties Income	Pair Corr
0.84	DCGO	DocGo Inc	Pair Corr
0.65	PTAIF	PT Astra International	Pair Corr
0.36	TLK	Telkom Indonesia Tbk	Pair Corr
0.31	PTAIY	Astra International Tbk	Pair Corr
0.87	HPQ	HP Inc	Pair Corr
0.86	IBM	International Business	Pair Corr
0.8	DIS	Walt Disney	Pair Corr
0.7	JPM	JPMorgan Chase	Pair Corr
0.69	BAC	Bank of America	Pair Corr

Related Correlations Analysis

	FRT	MAC	NNN	KIM	ADC	SPG	AKR	WSR	REG	NTST
FRT		0.76	0.91	0.91	0.92	0.88	0.47	0.77	0.93	0.9	FRT
MAC	0.76		0.6	0.67	0.69	0.85	0.38	0.46	0.65	0.7	MAC
NNN	0.91	0.6		0.95	0.93	0.78	0.22	0.88	0.95	0.96	NNN
KIM	0.91	0.67	0.95		0.97	0.8	0.21	0.91	0.97	0.98	KIM
ADC	0.92	0.69	0.93	0.97		0.81	0.29	0.87	0.95	0.96	ADC
SPG	0.88	0.85	0.78	0.8	0.81		0.33	0.6	0.83	0.84	SPG
AKR	0.47	0.38	0.22	0.21	0.29	0.33		0.14	0.27	0.2	AKR
WSR	0.77	0.46	0.88	0.91	0.87	0.6	0.14		0.89	0.87	WSR
REG	0.93	0.65	0.95	0.97	0.95	0.83	0.27	0.89		0.97	REG
NTST	0.9	0.7	0.96	0.98	0.96	0.84	0.2	0.87	0.97		NTST
	FRT	MAC	NNN	KIM	ADC	SPG	AKR	WSR	REG	NTST

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Risk-Adjusted Indicators

Strong stock returns do not always mean Realty Income Company is outperforming its peers on a fundamental level. A thorough review of Realty Income's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
FRT	0.78	0.14	0.21	0.38	0.78	-0.83	1.58	-1.39	5.29
MAC	1.43	0.14	0.06	0.04	2.15	-1.30	2.71	-2.88	9.80
NNN	0.74	0.15	0.25	-4.71	0.74	-0.83	1.54	-1.49	4.43
KIM	0.86	0.20	0.30	-1.78	0.69	-0.98	1.91	-1.64	5.00
ADC	0.82	0.13	0.20	-0.51	0.94	-0.89	1.64	-1.83	6.16
SPG	0.88	0.13	0.18	0.17	0.88	-1.06	2.64	-1.52	6.37
AKR	1.05	0.08	0.10	0.13	1.31	-1.11	2.05	-2.00	7.59
WSR	0.95	0.30	0.32	-7.31	0.80	-1.06	2.11	-1.84	8.31
REG	0.82	0.20	0.31	-2.22	0.69	-0.93	1.85	-1.44	4.32
NTST	1.03	0.22	0.21	0.51	1.12	-1.09	2.27	-1.75	6.56

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Realty Income Correlations

Moving together with Realty Stock

Moving against Realty Stock

Related Correlations Analysis

Risk-Adjusted Indicators

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