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CNS vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CNS and SPY is 0.59, 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.


-0.50.00.51.00.6

Performance

CNS vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers, Inc. (CNS) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,648.69%
710.40%
CNS
SPY

Key characteristics

Sharpe Ratio

CNS:

1.00

SPY:

2.21

Sortino Ratio

CNS:

1.53

SPY:

2.93

Omega Ratio

CNS:

1.19

SPY:

1.41

Calmar Ratio

CNS:

1.07

SPY:

3.26

Martin Ratio

CNS:

4.81

SPY:

14.43

Ulcer Index

CNS:

6.43%

SPY:

1.90%

Daily Std Dev

CNS:

30.99%

SPY:

12.41%

Max Drawdown

CNS:

-85.40%

SPY:

-55.19%

Current Drawdown

CNS:

-13.24%

SPY:

-2.74%

Returns By Period

The year-to-date returns for both stocks are quite close, with CNS having a 25.73% return and SPY slightly lower at 25.54%. Both investments have delivered pretty close results over the past 10 years, with CNS having a 13.02% annualized return and SPY not far behind at 12.97%.


CNS

YTD

25.73%

1M

-7.19%

6M

30.79%

1Y

29.79%

5Y*

11.21%

10Y*

13.02%

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

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

CNS vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers, Inc. (CNS) and SPDR S&P 500 ETF (SPY). 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 CNS, currently valued at 1.00, compared to the broader market-4.00-2.000.002.001.002.21
The chart of Sortino ratio for CNS, currently valued at 1.53, compared to the broader market-4.00-2.000.002.004.001.532.93
The chart of Omega ratio for CNS, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.41
The chart of Calmar ratio for CNS, currently valued at 1.07, compared to the broader market0.002.004.006.001.073.26
The chart of Martin ratio for CNS, currently valued at 4.81, compared to the broader market-5.000.005.0010.0015.0020.0025.004.8114.43
CNS
SPY

The current CNS Sharpe Ratio is 1.00, which is lower than the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of CNS and SPY, 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.00
2.21
CNS
SPY

Dividends

CNS vs. SPY - Dividend Comparison

CNS's dividend yield for the trailing twelve months is around 2.55%, more than SPY's 0.86% yield.


TTM20232022202120202019201820172016201520142013
CNS
Cohen & Steers, Inc.
2.55%3.01%3.41%2.81%2.92%4.91%11.13%4.48%4.58%4.92%4.47%4.49%
SPY
SPDR S&P 500 ETF
0.86%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

CNS vs. SPY - Drawdown Comparison

The maximum CNS drawdown since its inception was -85.40%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CNS and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.24%
-2.74%
CNS
SPY

Volatility

CNS vs. SPY - Volatility Comparison

Cohen & Steers, Inc. (CNS) has a higher volatility of 9.02% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that CNS's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
9.02%
3.72%
CNS
SPY
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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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