Realty Income (O): analysis and statistics
Return, volatility, Sharpe ratio and risk for Realty Income, a component of the S&P 500 in the Real Estate. Data as of 2026-10-29.
| Last close price | $56.23 |
| Sector (GICS) | Real Estate |
| Annualized return (3.0 yr) | +10.23% |
| Total return over period | +33.74% |
| Annualized volatility | 18.17% |
| Period volatility | 31.39% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.68 |
| Sortino ratio | 0.96 |
| Max drawdown | -19.64% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.59% |
| Correlation with the S&P 500 | 0.13 |
| Period range | $39.66 – $66.39 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Realty Income (O) has posted an annualized return of +10.23% with annual volatility of 18.17%, a Sharpe ratio of 0.68. Its worst stretch (max drawdown from a peak) was -19.64%. Its correlation with the S&P 500 is 0.13, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how O would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Other Real Estate stocks
Is it part of the S&P 500?
Yes, Realty Income (O) is of the S&P 500.
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