CSRIX vs. SPY
Compare and contrast key facts about Cohen & Steers Institutional Realty Shares (CSRIX) and SPDR S&P 500 ETF (SPY).
CSRIX is managed by Cohen & Steers. It was launched on Feb 14, 2000. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSRIX or SPY.
Key characteristics
| CSRIX | SPY | |
|---|---|---|
| YTD Return | 13.67% | 27.04% |
| 1Y Return | 33.26% | 39.75% |
| 3Y Return (Ann) | -0.29% | 10.21% |
| 5Y Return (Ann) | 5.32% | 15.93% |
| 10Y Return (Ann) | 3.27% | 13.36% |
| Sharpe Ratio | 1.92 | 3.15 |
| Sortino Ratio | 2.72 | 4.19 |
| Omega Ratio | 1.34 | 1.59 |
| Calmar Ratio | 1.09 | 4.60 |
| Martin Ratio | 8.91 | 20.85 |
| Ulcer Index | 3.52% | 1.85% |
| Daily Std Dev | 16.31% | 12.29% |
| Max Drawdown | -76.32% | -55.19% |
| Current Drawdown | -5.07% | 0.00% |
Correlation
The correlation between CSRIX and SPY is 0.62, 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
CSRIX vs. SPY - Performance Comparison
In the year-to-date period, CSRIX achieves a 13.67% return, which is significantly lower than SPY's 27.04% return. Over the past 10 years, CSRIX has underperformed SPY with an annualized return of 3.27%, while SPY has yielded a comparatively higher 13.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CSRIX vs. SPY - Expense Ratio Comparison
CSRIX has a 0.76% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
CSRIX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Institutional Realty Shares (CSRIX) 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.
Dividends
CSRIX vs. SPY - Dividend Comparison
CSRIX's dividend yield for the trailing twelve months is around 2.81%, more than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSRIX Cohen & Steers Institutional Realty Shares | 2.81% | 3.04% | 3.22% | 1.66% | 2.72% | 2.70% | 3.97% | 2.85% | 3.31% | 2.94% | 2.48% | 2.74% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
CSRIX vs. SPY - Drawdown Comparison
The maximum CSRIX drawdown since its inception was -76.32%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CSRIX and SPY. For additional features, visit the drawdowns tool.
Volatility
CSRIX vs. SPY - Volatility Comparison
Cohen & Steers Institutional Realty Shares (CSRIX) has a higher volatility of 5.36% compared to SPDR S&P 500 ETF (SPY) at 3.95%. This indicates that CSRIX'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.