Realty Income Correlations

O Stock

USD 65.66 0.88 1.36%

The current 90-days correlation between Realty Income and Simon Property Group is 0.28 (i.e., Modest 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

Poor diversification

The correlation between Realty Income and DJI is 0.74 (i.e., Poor 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

0.86	SUPR	Supermarket Income REIT	Pair Corr
0.8	FRT	Federal Realty Investment	Pair Corr
0.93	KIM	Kimco Realty	Pair Corr
0.9	NNN	National Retail Prop	Pair Corr
0.85	REG	Regency Centers	Pair Corr
0.8	SGR-U	Slate Grocery REIT	Pair Corr
0.87	PMZ-UN	Primaris Retail RE	Pair Corr
0.83	NTST	Netstreit Corp	Pair Corr
0.81	R6N	Retail Estates NV Earnings Call This Week	Pair Corr
0.81	YLLXF	Yellow Cake plc	Pair Corr
0.84	RILYL	B Riley Financial	Pair Corr
0.86	ENS	Enersys	Pair Corr
0.66	BNKHF	BOC Hong Kong	Pair Corr
0.77	AROC	Archrock Symbol Change	Pair Corr
0.82	SECVY	Seche Environnement	Pair Corr
0.71	NFG	National Fuel Gas	Pair Corr

Moving against Realty Stock

0.7	WHLR	Wheeler Real Estate	Pair Corr
0.54	OPINL	Office Properties Income	Pair Corr
0.52	PBCRF	PT Bank Central	Pair Corr
0.47	CQR	Charter Hall Retail Earnings Call Today	Pair Corr
0.46	HDN	Homeco Daily Needs	Pair Corr
0.33	DXC	Dexus Convenience Retail	Pair Corr
0.58	BROGF	BROGF	Pair Corr
0.51	IVVD	Invivyd	Pair Corr
0.5	NVNIW	Nvni Group Limited	Pair Corr

Related Correlations Analysis

	FRT	MAC	NNN	KIM	ADC	SPG	AKR	WSR	REG	NTST
FRT		0.8	0.64	0.86	0.23	0.86	0.75	0.93	0.77	0.55	FRT
MAC	0.8		0.25	0.58	-0.12	0.78	0.65	0.75	0.43	0.27	MAC
NNN	0.64	0.25		0.88	0.6	0.61	0.3	0.73	0.86	0.88	NNN
KIM	0.86	0.58	0.88		0.56	0.85	0.53	0.91	0.93	0.84	KIM
ADC	0.23	-0.12	0.6	0.56		0.4	0.1	0.27	0.66	0.69	ADC
SPG	0.86	0.78	0.61	0.85	0.4		0.61	0.89	0.84	0.68	SPG
AKR	0.75	0.65	0.3	0.53	0.1	0.61		0.6	0.47	0.22	AKR
WSR	0.93	0.75	0.73	0.91	0.27	0.89	0.6		0.83	0.69	WSR
REG	0.77	0.43	0.86	0.93	0.66	0.84	0.47	0.83		0.86	REG
NTST	0.55	0.27	0.88	0.84	0.69	0.68	0.22	0.69	0.86		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

WSR	+ 0.93	FRT
REG	+ 0.93	KIM
WSR	+ 0.91	KIM
WSR	+ 0.89	SPG
KIM	+ 0.88	NNN
NTST	+ 0.88	NNN

High negative correlations

ADC

- 0.12

MAC

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	0.79	0.10	0.06	0.37	0.70	(0.89)	1.78	(1.42)	4.08
MAC	1.32	(0.07)	(0.04)	0.00	1.91	(1.22)	2.57	(2.79)	7.26
NNN	0.78	0.12	0.06	2.32	0.75	(0.84)	1.58	(1.32)	4.10
KIM	0.87	0.12	0.07	0.60	0.84	(0.97)	1.84	(1.54)	4.64
ADC	0.71	0.09	0.00	(0.30)	0.90	(0.72)	1.63	(1.83)	4.86
SPG	0.75	0.05	0.01	0.19	0.72	(0.91)	1.68	(1.52)	4.80
AKR	1.08	(0.02)	(0.04)	0.03	1.36	(1.14)	2.46	(2.19)	7.59
WSR	0.76	0.17	0.11	2.22	0.69	(0.85)	1.77	(1.35)	4.95
REG	0.83	0.12	0.07	0.74	0.73	(0.99)	2.10	(1.32)	3.69
NTST	1.01	0.16	0.06	(0.33)	1.00	(1.12)	2.25	(1.55)	5.29

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