CSRSX vs. O
Compare and contrast key facts about Cohen & Steers Realty Shares Fund (CSRSX) and Realty Income Corporation (O).
CSRSX is managed by Cohen & Steers. It was launched on Jul 2, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSRSX or O.
Key characteristics
| CSRSX | O | |
|---|---|---|
| YTD Return | 12.30% | 3.81% |
| 1Y Return | 24.53% | 15.38% |
| 3Y Return (Ann) | -1.76% | -2.09% |
| 5Y Return (Ann) | 3.94% | -0.78% |
| 10Y Return (Ann) | 2.03% | 7.32% |
| Sharpe Ratio | 1.90 | 1.13 |
| Sortino Ratio | 2.69 | 1.68 |
| Omega Ratio | 1.34 | 1.21 |
| Calmar Ratio | 1.15 | 0.80 |
| Martin Ratio | 8.68 | 2.98 |
| Ulcer Index | 3.58% | 6.89% |
| Daily Std Dev | 16.37% | 18.15% |
| Max Drawdown | -77.14% | -48.45% |
| Current Drawdown | -9.18% | -14.24% |
Correlation
The correlation between CSRSX and O is 0.69, 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
CSRSX vs. O - Performance Comparison
In the year-to-date period, CSRSX achieves a 12.30% return, which is significantly higher than O's 3.81% return. Over the past 10 years, CSRSX has underperformed O with an annualized return of 2.03%, while O has yielded a comparatively higher 7.32% 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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Risk-Adjusted Performance
CSRSX vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Realty Shares Fund (CSRSX) and Realty Income Corporation (O). 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
CSRSX vs. O - Dividend Comparison
CSRSX's dividend yield for the trailing twelve months is around 2.69%, less than O's 5.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSRSX Cohen & Steers Realty Shares Fund | 2.69% | 2.95% | 3.32% | 1.59% | 2.54% | 2.63% | 3.89% | 2.70% | 3.09% | 3.84% | 2.29% | 2.50% |
O Realty Income Corporation | 5.48% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
Drawdowns
CSRSX vs. O - Drawdown Comparison
The maximum CSRSX drawdown since its inception was -77.14%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for CSRSX and O. For additional features, visit the drawdowns tool.
Volatility
CSRSX vs. O - Volatility Comparison
The current volatility for Cohen & Steers Realty Shares Fund (CSRSX) is 5.18%, while Realty Income Corporation (O) has a volatility of 6.21%. This indicates that CSRSX experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.