Realty Income Correlations

O Stock

USD 55.18 0.07 0.13%

The current 90-days correlation between Realty Income and Simon Property Group is 0.41 (i.e., Very weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Realty Income moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Realty Income moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Realty Income Correlation With Market

Very weak diversification

The correlation between Realty Income and DJI is 0.4 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Realty Income and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Realty Stock

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Realty Income. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in persons.

To learn how to invest in Realty Stock, please use our How to Invest in Realty Income guide.

Moving together with Realty Stock

0.63

INVH

Invitation Homes

Pair Corr

Moving against Realty Stock

0.36

Ucommune International

Pair Corr

Related Correlations Analysis

	FRT	MAC	NNN	KIM	ADC	SPG	AKR	WSR	REG	NTST
FRT		0.82	0.6	0.88	-0.33	0.89	0.93	0.22	0.83	-0.57	FRT
MAC	0.82		0.38	0.67	-0.5	0.92	0.9	0.43	0.51	-0.73	MAC
NNN	0.6	0.38		0.7	0.39	0.55	0.51	0.31	0.75	0.12	NNN
KIM	0.88	0.67	0.7		-0.16	0.74	0.77	0.21	0.87	-0.3	KIM
ADC	-0.33	-0.5	0.39	-0.16		-0.44	-0.36	0.19	-0.01	0.81	ADC
SPG	0.89	0.92	0.55	0.74	-0.44		0.87	0.26	0.66	-0.62	SPG
AKR	0.93	0.9	0.51	0.77	-0.36	0.87		0.48	0.69	-0.71	AKR
WSR	0.22	0.43	0.31	0.21	0.19	0.26	0.48		0.21	-0.24	WSR
REG	0.83	0.51	0.75	0.87	-0.01	0.66	0.69	0.21		-0.2	REG
NTST	-0.57	-0.73	0.12	-0.3	0.81	-0.62	-0.71	-0.24	-0.2		NTST
	FRT	MAC	NNN	KIM	ADC	SPG	AKR	WSR	REG	NTST

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

AKR	+ 0.93	FRT
SPG	+ 0.92	MAC
AKR	+ 0.9	MAC
SPG	+ 0.89	FRT
KIM	+ 0.88	FRT
REG	+ 0.87	KIM

High negative correlations

NTST	- 0.73	MAC
NTST	- 0.71	AKR
NTST	- 0.62	SPG
NTST	- 0.57	FRT
ADC	- 0.5	MAC
SPG	- 0.44	ADC

Risk-Adjusted Indicators

There is a big difference between Realty Stock performing well and Realty Income Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Realty Income's multiple risk-adjusted performance indicators across the competitive landscape. 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	1.40	(0.12)	0.00	0.56	0.00	0.00	2.24	(2.83)	10.12
MAC	2.50	(0.26)	0.00	(0.26)	0.00	0.00	3.76	(5.92)	16.92
NNN	0.99	0.07	0.08	0.07	1.46	(0.97)	1.98	(1.99)	7.08
KIM	1.38	(0.02)	0.04	0.09	1.85	(1.52)	2.80	(3.06)	10.24
ADC	1.00	0.12	0.12	0.40	1.37	(0.93)	2.07	(2.09)	6.20
SPG	1.73	(0.09)	0.00	(0.17)	0.00	0.00	2.48	(4.65)	15.29
AKR	1.55	(0.27)	0.00	2.25	0.00	0.00	2.62	(2.76)	10.94
WSR	1.25	(0.07)	0.00	(0.25)	0.00	0.00	2.76	(2.95)	8.69
REG	1.10	0.02	0.08	(0.19)	1.52	(1.15)	2.00	(3.05)	8.16
NTST	1.17	0.22	0.20	0.65	1.21	(1.30)	3.03	(2.20)	7.26

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