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

Correlation

The correlation between CNS and VOO is 0.60, 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.


Performance

CNS vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CNS:

0.50

VOO:

0.52

Sortino Ratio

CNS:

0.88

VOO:

0.89

Omega Ratio

CNS:

1.11

VOO:

1.13

Calmar Ratio

CNS:

0.43

VOO:

0.57

Martin Ratio

CNS:

1.02

VOO:

2.18

Ulcer Index

CNS:

14.24%

VOO:

4.85%

Daily Std Dev

CNS:

30.44%

VOO:

19.11%

Max Drawdown

CNS:

-85.40%

VOO:

-33.99%

Current Drawdown

CNS:

-24.70%

VOO:

-7.67%

Returns By Period

In the year-to-date period, CNS achieves a -13.07% return, which is significantly lower than VOO's -3.41% return. Both investments have delivered pretty close results over the past 10 years, with CNS having a 12.38% annualized return and VOO not far behind at 12.31%.


CNS

YTD

-13.07%

1M

8.33%

6M

-22.27%

1Y

14.98%

5Y*

8.90%

10Y*

12.38%

VOO

YTD

-3.41%

1M

5.73%

6M

-5.06%

1Y

9.79%

5Y*

16.35%

10Y*

12.31%

*Annualized

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Risk-Adjusted Performance

CNS vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CNS
The Risk-Adjusted Performance Rank of CNS is 6464
Overall Rank
The Sharpe Ratio Rank of CNS is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of CNS is 6363
Sortino Ratio Rank
The Omega Ratio Rank of CNS is 6060
Omega Ratio Rank
The Calmar Ratio Rank of CNS is 6767
Calmar Ratio Rank
The Martin Ratio Rank of CNS is 6262
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6868
Overall Rank
The Sharpe Ratio Rank of VOO is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6969
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.

CNS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers, Inc. (CNS) and Vanguard S&P 500 ETF (VOO). 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 CNS Sharpe Ratio is 0.50, which is comparable to the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of CNS and VOO, 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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Dividends

CNS vs. VOO - Dividend Comparison

CNS's dividend yield for the trailing twelve months is around 3.04%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
CNS
Cohen & Steers, Inc.
3.04%2.56%3.01%3.41%2.81%2.10%2.29%11.13%4.48%4.58%4.92%4.47%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

CNS vs. VOO - Drawdown Comparison

The maximum CNS drawdown since its inception was -85.40%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CNS and VOO. For additional features, visit the drawdowns tool.


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Volatility

CNS vs. VOO - Volatility Comparison

Cohen & Steers, Inc. (CNS) has a higher volatility of 8.42% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that CNS's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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