Realty Income Correlations

O Stock

USD 64.80 0.00 0.00%

The current 90-days correlation between Realty Income and Simon Property Group is 0.31 (i.e., 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 0.59 (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 employment.

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

Moving together with Realty Stock

0.85	UE	Urban Edge Properties	Pair Corr
0.82	CRT-UN	CT Real Estate	Pair Corr
0.9	SUPR	Supermarket Income REIT Earnings Call This Week	Pair Corr
0.95	FCR-UN	First Capital Real	Pair Corr
0.74	PLZ-UN	Plaza Retail REIT	Pair Corr
0.77	FCD-UN	Firm Capital Property Earnings Call Today	Pair Corr
0.86	ADC	Agree Realty	Pair Corr
0.75	ALX	Alexanders	Pair Corr
0.7	SHC	Shaftesbury Capital PLC	Pair Corr
0.9	BFS	Saul Centers	Pair Corr
0.94	BRX	Brixmor Property	Pair Corr
0.88	FRT	Federal Realty Investment	Pair Corr
0.96	GTY	Getty Realty	Pair Corr
0.93	IVT	Inventrust Properties	Pair Corr
0.96	KIM	Kimco Realty Sell-off Trend	Pair Corr
0.86	KRG	Kite Realty Group Sell-off Trend	Pair Corr
0.71	MAC	Macerich	Pair Corr
0.97	NNN	National Retail Prop Sell-off Trend	Pair Corr
0.94	REG	Regency Centers	Pair Corr
0.64	SKT	Tanger Factory Outlet	Pair Corr
0.88	SPG	Simon Property Group	Pair Corr
0.86	9R4	PHILLIPS EDISON DL	Pair Corr
0.92	WSR	Whitestone REIT	Pair Corr
0.65	T6O	Tanger Factory Outlet	Pair Corr
0.91	RRC	Regency Centers	Pair Corr
0.65	AXE	Alexanders	Pair Corr
0.8	SGR-U	Slate Grocery REIT	Pair Corr
0.9	PMZ-UN	Primaris Retail RE	Pair Corr
0.86	FGC1	KITE REALTY GRP	Pair Corr
0.77	MERY	Mercialys SA	Pair Corr

Moving against Realty Stock

0.73	WHLR	Wheeler Real Estate	Pair Corr
0.45	DXC	Dexus Convenience Retail	Pair Corr
0.69	1D3	SERITAGE GWTH PRA	Pair Corr
0.87	SCG	Scentre Group	Pair Corr
0.87	DXI	Dexus Industria REIT	Pair Corr
0.73	RGN	Region Group	Pair Corr
0.37	SELER	Selectirente	Pair Corr

Related Correlations Analysis

	FRT	MAC	NNN	KIM	ADC	SPG	AKR	WSR	REG	NTST
FRT		0.86	0.88	0.9	0.79	0.91	0.59	0.94	0.92	0.86	FRT
MAC	0.86		0.67	0.76	0.64	0.83	0.4	0.81	0.75	0.73	MAC
NNN	0.88	0.67		0.94	0.88	0.86	0.35	0.91	0.95	0.96	NNN
KIM	0.9	0.76	0.94		0.92	0.94	0.38	0.9	0.95	0.96	KIM
ADC	0.79	0.64	0.88	0.92		0.86	0.29	0.76	0.9	0.92	ADC
SPG	0.91	0.83	0.86	0.94	0.86		0.45	0.91	0.94	0.9	SPG
AKR	0.59	0.4	0.35	0.38	0.29	0.45		0.45	0.42	0.29	AKR
WSR	0.94	0.81	0.91	0.9	0.76	0.91	0.45		0.94	0.9	WSR
REG	0.92	0.75	0.95	0.95	0.9	0.94	0.42	0.94		0.96	REG
NTST	0.86	0.73	0.96	0.96	0.92	0.9	0.29	0.9	0.96		NTST
	FRT	MAC	NNN	KIM	ADC	SPG	AKR	WSR	REG	NTST

Please upgrade your account to get full access to Macroaxis premium features

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	0.75	0.18	0.17	1.31	0.63	(0.82)	1.56	(1.31)	5.29
MAC	1.34	0.24	0.12	0.28	1.64	(1.41)	2.68	(2.75)	9.82
NNN	0.83	0.16	0.12	(2.09)	0.84	(0.89)	1.58	(1.42)	4.43
KIM	0.87	0.22	0.18	(1.16)	0.75	(0.98)	1.94	(1.74)	5.04
ADC	0.83	0.16	0.09	(0.33)	1.00	(0.89)	1.64	(1.85)	6.16
SPG	0.81	0.15	0.13	(0.67)	0.67	(0.95)	2.63	(1.52)	5.00
AKR	1.00	0.04	0.00	0.54	1.24	(1.05)	2.05	(1.80)	7.59
WSR	0.80	0.19	0.15	2.34	0.75	(0.88)	1.77	(1.57)	5.13
REG	0.84	0.18	0.15	6.01	0.73	(0.97)	1.85	(1.32)	4.33
NTST	1.00	0.26	0.17	(0.42)	0.98	(1.11)	2.25	(1.55)	6.49

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC