Realty Income (O): analysis and statistics
Return, volatility, Sharpe ratio and risk for Realty Income, an S&P 500 component in the Real Estate sector. Data as of 2026-07-30.
| Last close price | $64.45 |
| Sector (GICS) | Real Estate |
| Annualized return (3.0 yr) | +7.59% |
| Total return over period | +24.40% |
| Annualized volatility | 18.33% |
| Sharpe ratio | 0.21 |
| Sortino ratio | 0.30 |
| Max drawdown | -23.21% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.65% |
| Correlation with the S&P 500 | 0.16 |
| 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 +7.59% with annual volatility of 18.33%, a Sharpe ratio of 0.21. Its worst stretch (max drawdown from a peak) was -23.21%. Its correlation with the S&P 500 is 0.16, 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 S&P 500 stocks, try the optimizer.
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