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CSPF vs. CSEN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSPF vs. CSEN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Preferred and Income Opportunities Active ETF (CSPF) and Cohen & Steers Future of Energy Active ETF (CSEN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CSPF

1D
0.02%
1M
0.33%
6M
2.45%
YTD
3.44%
1Y
7.69%
3Y*
5Y*
10Y*

CSEN

1D
-0.70%
1M
-1.06%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSPF vs. CSEN - Yearly Performance Comparison


Correlation

The correlation between CSPF and CSEN is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 15, 2026

0.11

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Return for Risk

CSPF vs. CSEN — Risk / Return Rank

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

CSPF
CSPF Risk / Return Rank: 7474
Overall Rank
CSPF Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CSPF Sortino Ratio Rank: 7777
Sortino Ratio Rank
CSPF Omega Ratio Rank: 7878
Omega Ratio Rank
CSPF Calmar Ratio Rank: 6363
Calmar Ratio Rank
CSPF Martin Ratio Rank: 7878
Martin Ratio Rank

CSEN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CSPF vs. CSEN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Preferred and Income Opportunities Active ETF (CSPF) and Cohen & Steers Future of Energy Active ETF (CSEN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CSPFCSENDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.52

Martin ratioReturn relative to average drawdown

11.63

CSPF vs. CSEN - Sharpe Ratio Comparison


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Drawdowns

CSPF vs. CSEN - Drawdown Comparison

The maximum CSPF drawdown since its inception was -3.06%, smaller than the maximum CSEN drawdown of -5.10%. Use the drawdown chart below to compare losses from any high point for CSPF and CSEN.


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Drawdown Indicators


CSPFCSENDifference

Max Drawdown

Largest peak-to-trough decline

-3.06%

-5.10%

+2.04%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

Current Drawdown

Current decline from peak

-0.54%

-2.35%

+1.81%

Average Drawdown

Average peak-to-trough decline

-0.43%

-2.69%

+2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

Volatility

CSPF vs. CSEN - Volatility Comparison


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Volatility by Period


CSPFCSENDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

Volatility (6M)

Calculated over the trailing 6-month period

3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

4.03%

15.07%

-11.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.15%

15.07%

-10.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.15%

15.07%

-10.92%

CSPF vs. CSEN - Expense Ratio Comparison

CSPF has a 0.59% expense ratio, which is lower than CSEN's 0.80% expense ratio.


Dividends

CSPF vs. CSEN - Dividend Comparison

CSPF's dividend yield for the trailing twelve months is around 5.27%, more than CSEN's 0.33% yield.


Frequently Asked Questions


CSPF and CSEN have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSPF is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSPF is cheaper with a 0.59% expense ratio, compared with 0.80% for CSEN.

CSPF has the higher dividend yield at 5.27%, compared with 0.33% for CSEN.

CSPF is categorized as Preferred Stock/Convertible Bonds, while CSEN is Energy Equities. Their fees differ too: 0.59% for CSPF and 0.80% for CSEN.

Portfolio Optimizer

Find the right allocation for CSPF and CSEN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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