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BRIIX vs. CNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BRIIX and CNQ is 0.44, 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.

BRIIX vs. CNQ

Last updated May 31, 2025

Compare and contrast key facts about Baron Real Estate Income Fund (BRIIX) and Canadian Natural Resources Limited (CNQ).

BRIIX is managed by Baron Capital Group, Inc.. It was launched on Dec 29, 2017.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRIIX or CNQ.

Performance

BRIIX vs. CNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Real Estate Income Fund (BRIIX) and Canadian Natural Resources Limited (CNQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BRIIX:

1.13

CNQ:

-0.50

Sortino Ratio

BRIIX:

1.57

CNQ:

-0.61

Omega Ratio

BRIIX:

1.22

CNQ:

0.93

Calmar Ratio

BRIIX:

0.98

CNQ:

-0.49

Martin Ratio

BRIIX:

4.15

CNQ:

-1.22

Ulcer Index

BRIIX:

4.90%

CNQ:

14.44%

Daily Std Dev

BRIIX:

17.73%

CNQ:

31.69%

Max Drawdown

BRIIX:

-37.06%

CNQ:

-81.12%

Current Drawdown

BRIIX:

-6.78%

CNQ:

-22.50%

Returns By Period

In the year-to-date period, BRIIX achieves a -1.46% return, which is significantly lower than CNQ's -0.29% return.

BRIIX

YTD

-1.46%

1M

1.54%

6M

-6.57%

1Y

19.84%

3Y*

4.01%

5Y*

9.23%

10Y*

N/A

CNQ

YTD

-0.29%

1M

5.86%

6M

-7.85%

1Y

-15.81%

3Y*

2.40%

5Y*

34.14%

10Y*

12.11%

*Annualized

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Baron Real Estate Income Fund

Canadian Natural Resources Limited

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BRIIX vs. CNQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BRIIX
The Risk-Adjusted Performance Rank of BRIIX is 7979
Overall Rank
The Sharpe Ratio Rank of BRIIX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of BRIIX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of BRIIX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BRIIX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of BRIIX is 7979
Martin Ratio Rank
CNQ
The Risk-Adjusted Performance Rank of CNQ is 1919
Overall Rank
The Sharpe Ratio Rank of CNQ is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of CNQ is 1919
Sortino Ratio Rank
The Omega Ratio Rank of CNQ is 2020
Omega Ratio Rank
The Calmar Ratio Rank of CNQ is 1919
Calmar Ratio Rank
The Martin Ratio Rank of CNQ is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BRIIX vs. CNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Real Estate Income Fund (BRIIX) and Canadian Natural Resources Limited (CNQ). 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.

The current BRIIX Sharpe Ratio is 1.13, which is higher than the CNQ Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of BRIIX and CNQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BRIIX vs. CNQ - Dividend Comparison

BRIIX's dividend yield for the trailing twelve months is around 1.40%, less than CNQ's 5.16% yield.

TTM20242023202220212020201920182017201620152014
BRIIX
Baron Real Estate Income Fund		1.40%1.41%1.95%2.01%1.42%0.76%1.12%3.03%0.00%0.00%0.00%0.00%
CNQ
Canadian Natural Resources Limited		5.16%5.02%4.17%6.31%3.70%5.15%3.42%5.92%2.34%2.20%3.21%2.58%

Drawdowns

BRIIX vs. CNQ - Drawdown Comparison

The maximum BRIIX drawdown since its inception was -37.06%, smaller than the maximum CNQ drawdown of -81.12%. Use the drawdown chart below to compare losses from any high point for BRIIX and CNQ.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BRIIX vs. CNQ - Volatility Comparison

The current volatility for Baron Real Estate Income Fund (BRIIX) is 4.33%, while Canadian Natural Resources Limited (CNQ) has a volatility of 8.33%. This indicates that BRIIX experiences smaller price fluctuations and is considered to be less risky than CNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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