Realty Income Correlations

O Stock

USD 58.29 0.94 1.64%

The current 90-days correlation between Realty Income and Simon Property Group is 0.13 (i.e., Average 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

Weak diversification

The correlation between Realty Income and DJI is 0.31 (i.e., 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 metropolitan statistical area.

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

Moving together with Realty Stock

0.67	NNN	National Retail Prop	Pair Corr
0.78	JAKK	JAKKS Pacific	Pair Corr

Moving against Realty Stock

0.66	WEICF	Weichai Power	Pair Corr
0.42	TUXS	Tuxis	Pair Corr
0.41	BOF	BranchOut Food Common	Pair Corr
0.39	F	Ford Motor Aggressive Push	Pair Corr
0.65	SANM	Sanmina	Pair Corr
0.62	PNGZF	Paringa Resources	Pair Corr
0.61	DQ	Daqo New Energy	Pair Corr
0.53	ASXSF	Elysee Development Corp	Pair Corr
0.45	CLS	Celestica Downward Rally	Pair Corr
0.44	BHKLY	BOC Hong Kong	Pair Corr
0.35	FYBR	Frontier Communications Sell-off Trend	Pair Corr

Related Correlations Analysis

	FRT	MAC	NNN	KIM	ADC	SPG	AKR	WSR	REG	NTST
FRT		0.74	-0.14	0.25	-0.13	0.61	0.57	0.34	0.26	-0.18	FRT
MAC	0.74		-0.42	-0.03	-0.5	0.72	0.7	0.58	-0.15	-0.44	MAC
NNN	-0.14	-0.42		0.63	0.45	-0.43	-0.25	-0.52	0.73	0.63	NNN
KIM	0.25	-0.03	0.63		0.41	-0.45	-0.33	-0.7	0.78	0.82	KIM
ADC	-0.13	-0.5	0.45	0.41		-0.26	-0.26	-0.42	0.57	0.56	ADC
SPG	0.61	0.72	-0.43	-0.45	-0.26		0.91	0.86	-0.21	-0.71	SPG
AKR	0.57	0.7	-0.25	-0.33	-0.26	0.91		0.81	-0.07	-0.58	AKR
WSR	0.34	0.58	-0.52	-0.7	-0.42	0.86	0.81		-0.53	-0.84	WSR
REG	0.26	-0.15	0.73	0.78	0.57	-0.21	-0.07	-0.53		0.68	REG
NTST	-0.18	-0.44	0.63	0.82	0.56	-0.71	-0.58	-0.84	0.68		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	+ 0.91	SPG
WSR	+ 0.86	SPG
NTST	+ 0.82	KIM
WSR	+ 0.81	AKR
REG	+ 0.78	KIM
MAC	+ 0.74	FRT

High negative correlations

NTST	- 0.84	WSR
NTST	- 0.71	SPG
WSR	- 0.7	KIM
NTST	- 0.58	AKR
REG	- 0.53	WSR
WSR	- 0.52	NNN

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	0.80	0.04	0.00	0.15	0.94	(0.85)	1.52	(1.62)	4.40
MAC	1.25	0.13	0.07	0.22	1.63	(1.28)	2.43	(2.31)	7.29
NNN	0.80	(0.06)	0.00	(0.07)	0.00	0.00	1.58	(1.31)	4.15
KIM	0.91	(0.03)	(0.06)	0.01	1.15	(0.89)	1.69	(1.77)	4.50
ADC	0.56	(0.02)	0.00	(0.24)	0.00	0.00	1.08	(1.28)	3.42
SPG	0.75	0.08	0.03	0.37	0.70	(0.86)	1.59	(1.36)	4.95
AKR	0.95	0.16	0.08	0.70	1.18	(0.98)	2.44	(2.19)	5.32
WSR	0.93	0.34	0.24	9.54	0.68	(1.15)	2.55	(1.35)	10.71
REG	0.76	0.00	(0.05)	0.06	0.99	(0.81)	1.57	(1.60)	4.62
NTST	0.88	(0.06)	0.00	(0.27)	0.00	0.00	1.92	(1.97)	6.44

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