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AOD vs. RQI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AOD and RQI is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

AOD vs. RQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abrdn Total Dynamic Dividend Fund (AOD) and Cohen & Steers Quality Income Realty Fund (RQI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
8.37%
10.03%
AOD
RQI

Key characteristics

Sharpe Ratio

AOD:

1.50

RQI:

0.60

Sortino Ratio

AOD:

2.04

RQI:

0.94

Omega Ratio

AOD:

1.27

RQI:

1.12

Calmar Ratio

AOD:

1.71

RQI:

0.44

Martin Ratio

AOD:

9.72

RQI:

2.22

Ulcer Index

AOD:

1.92%

RQI:

5.57%

Daily Std Dev

AOD:

12.45%

RQI:

20.51%

Max Drawdown

AOD:

-72.26%

RQI:

-91.64%

Current Drawdown

AOD:

-3.43%

RQI:

-14.01%

Fundamentals

Returns By Period

In the year-to-date period, AOD achieves a 17.19% return, which is significantly higher than RQI's 7.77% return. Both investments have delivered pretty close results over the past 10 years, with AOD having a 8.70% annualized return and RQI not far behind at 8.34%.


AOD

YTD

17.19%

1M

-1.38%

6M

8.38%

1Y

18.18%

5Y*

8.29%

10Y*

8.70%

RQI

YTD

7.77%

1M

-9.88%

6M

10.03%

1Y

11.32%

5Y*

4.33%

10Y*

8.34%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AOD vs. RQI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abrdn Total Dynamic Dividend Fund (AOD) and Cohen & Steers Quality Income Realty Fund (RQI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for AOD, currently valued at 1.50, compared to the broader market-4.00-2.000.002.001.500.60
The chart of Sortino ratio for AOD, currently valued at 2.04, compared to the broader market-4.00-2.000.002.004.002.040.94
The chart of Omega ratio for AOD, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.12
The chart of Calmar ratio for AOD, currently valued at 1.71, compared to the broader market0.002.004.006.001.710.44
The chart of Martin ratio for AOD, currently valued at 9.72, compared to the broader market-5.000.005.0010.0015.0020.0025.009.722.22
AOD
RQI

The current AOD Sharpe Ratio is 1.50, which is higher than the RQI Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of AOD and RQI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.50
0.60
AOD
RQI

Dividends

AOD vs. RQI - Dividend Comparison

AOD's dividend yield for the trailing twelve months is around 10.06%, more than RQI's 7.86% yield.


TTM20232022202120202019201820172016201520142013
AOD
Abrdn Total Dynamic Dividend Fund
10.06%8.64%8.92%6.81%7.86%7.78%9.65%7.35%9.18%9.01%8.06%8.40%
RQI
Cohen & Steers Quality Income Realty Fund
7.86%7.84%10.41%5.27%7.74%6.79%9.27%7.59%7.86%7.86%6.23%7.59%

Drawdowns

AOD vs. RQI - Drawdown Comparison

The maximum AOD drawdown since its inception was -72.26%, smaller than the maximum RQI drawdown of -91.64%. Use the drawdown chart below to compare losses from any high point for AOD and RQI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.43%
-14.01%
AOD
RQI

Volatility

AOD vs. RQI - Volatility Comparison

The current volatility for Abrdn Total Dynamic Dividend Fund (AOD) is 3.74%, while Cohen & Steers Quality Income Realty Fund (RQI) has a volatility of 6.22%. This indicates that AOD experiences smaller price fluctuations and is considered to be less risky than RQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.74%
6.22%
AOD
RQI

Financials

AOD vs. RQI - Financials Comparison

This section allows you to compare key financial metrics between Abrdn Total Dynamic Dividend Fund and Cohen & Steers Quality Income Realty Fund. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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