Realty Income Correlations

RY6 Stock

EUR 52.05 0.40 0.77%

The current 90-days correlation between Realty Income and PENN NATL GAMING is 0.09 (i.e., Significant diversification). The correlation of Realty Income is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Realty Income Correlation With Market

Good diversification

The correlation between Realty Income and DJI is -0.05 (i.e., Good 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.

The ability to find closely correlated positions to Realty Income could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Realty Income when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Realty Income - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Realty Income to buy it.

Moving together with Realty Stock

0.62	KIC	Kimco Realty	Pair Corr
0.78	HMI	Herms International Socit	Pair Corr
0.69	E908	Lyxor 1	Pair Corr

Moving against Realty Stock

0.46	PEZ	PERENNIAL ENERGY	Pair Corr
0.42	KPR	Klpierre SA	Pair Corr
0.37	MMPI	CHAMPION IRON	Pair Corr
0.48	MOH	LVMH Mot Hennessy	Pair Corr
0.48	LTR	Loews Corp	Pair Corr
0.39	DBPD	Xtrackers ShortDAX	Pair Corr
0.38	RZH	SCOTT TECHNOLOGY	Pair Corr
0.37	HBC1	HSBC Holdings plc	Pair Corr
0.33	CFSL	Coca Cola FEMSA	Pair Corr

Related Correlations Analysis

	PN1	AY5	SL4	GIFN	7IG	DFA1	H3M
PN1		-0.37	0.71	0.79	0.64	-0.61	-0.45	PN1
AY5	-0.37		-0.34	-0.45	-0.28	0.44	0.21	AY5
SL4	0.71	-0.34		0.63	0.37	-0.45	-0.12	SL4
GIFN	0.79	-0.45	0.63		0.58	-0.66	-0.48	GIFN
7IG	0.64	-0.28	0.37	0.58		-0.8	-0.72	7IG
DFA1	-0.61	0.44	-0.45	-0.66	-0.8		0.77	DFA1
H3M	-0.45	0.21	-0.12	-0.48	-0.72	0.77		H3M
	PN1	AY5	SL4	GIFN	7IG	DFA1	H3M

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

GIFN	+ 0.79	PN1
H3M	+ 0.77	DFA1
SL4	+ 0.71	PN1
7IG	+ 0.64	PN1
GIFN	+ 0.63	SL4
7IG	+ 0.58	GIFN

High negative correlations

DFA1	- 0.8	7IG
H3M	- 0.72	7IG
DFA1	- 0.66	GIFN
DFA1	- 0.61	PN1
H3M	- 0.48	GIFN
DFA1	- 0.45	SL4

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
PN1	1.96	(0.32)	0.00	(1.28)	0.00	0.00	4.01	(4.77)	14.58
AY5	0.96	(0.02)	0.00	0.17	0.00	0.00	1.30	(1.28)	8.79
SL4	2.91	(0.15)	0.00	0.52	0.00	0.00	5.36	(5.61)	29.72
GIFN	1.60	(0.02)	0.00	0.13	0.00	0.00	2.46	(4.07)	25.57
7IG	1.14	(0.18)	0.00	0.77	0.00	0.00	3.65	(2.72)	8.11
DFA1	1.50	0.27	0.10	4.58	1.28	(2.12)	4.70	(2.63)	9.55
H3M	3.14	0.82	0.14	(0.69)	3.79	(3.58)	6.20	(5.42)	21.71

Be your own money manager

Our tools can tell you how much better you can do entering a position in Realty Income without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Realty Income Corporate Management

Elected by the shareholders, the Realty Income's board of directors comprises two types of representatives: Realty Income inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Realty. The board's role is to monitor Realty Income's management team and ensure that shareholders' interests are well served. Realty Income's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Realty Income's outside directors are responsible for providing unbiased perspectives on the board's policies.

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