PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX) Sharpe Ratio: 3.33

Mutual Fund · Currency in USD · Last updated Jun 17, 2026

The fund will invest at least 80% of its net assets (plus any borrowings for investment purposes) in Master Limited Partnerships ("MLPs") and Related Companies. It may invest up to 25% of its total assets directly in MLPs that are "qualified publicly traded partnerships" ("QPTPs"), which are treated as partnerships for U.S. federal income tax purposes and are defined more specifically in the provisions applicable to regulated investment companies ("RICs"). The fund may also invest up to 50% of its net assets in foreign securities. It is non-diversified.

MLOZX's Sharpe Ratio of 3.33 indicates that for each unit of volatility, it generates 3.33 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 17, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

MLOZX Sharpe Ratio Rank

MLOZX Sharpe Ratio Rank: 97.297
Exceptional

MLOZX ranks above 97.2% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

MLOZX Sharpe Ratio Market Positioning

The chart shows MLOZX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.37 or lower
  • Yellow zone (middle 50%): 1.37 to 2.36
  • Green zone (top 25%): 2.36 or higher
  • Top 1%: 4.38+
  • Median: 1.98 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Cohen & Steers MLP & Energy Opportunity Fund, Inc.'s Sharpe Ratio with other mutual funds in the Energy Equities category across multiple time periods, showing how MLOZX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 17, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
RSNYXVictory Global Energy Transition Fund Class Y3.96
RSNRXVictory Global Energy Transition Fund3.94
MLOZXCohen & Steers MLP & Energy Opportunity Fund, Inc.3.33
IEYYXDelaware Ivy Energy Fund2.93
FRNRXFranklin Natural Resources Fund2.70
OEPIXOil Equipment & Services UltraSector ProFund2.59
GOFIXGMO Resources Fund2.58
IGNAXDelaware Ivy Natural Resources Fund2.51
MGIFXMondrian Global Listed Infrastructure Fund2.46
RYVIXRydex Energy Services Fund2.36

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows MLOZX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when MLOZX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does MLOZX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio