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MLOZX vs. RAPZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MLOZX vs. RAPZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX) and Cohen & Steers Real Assets Fund Inc (RAPZX). The values are adjusted to include any dividend payments, if applicable.

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MLOZX vs. RAPZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLOZX
Cohen & Steers MLP & Energy Opportunity Fund, Inc.
27.86%17.35%12.16%10.49%21.10%39.09%-26.70%12.62%-13.43%0.33%
RAPZX
Cohen & Steers Real Assets Fund Inc
10.26%11.96%4.35%3.88%-2.05%23.51%-0.84%17.77%-8.44%6.51%

Returns By Period

In the year-to-date period, MLOZX achieves a 27.86% return, which is significantly higher than RAPZX's 10.26% return. Over the past 10 years, MLOZX has outperformed RAPZX with an annualized return of 11.89%, while RAPZX has yielded a comparatively lower 7.09% annualized return.


MLOZX

1D
-0.56%
1M
7.55%
YTD
27.86%
6M
33.46%
1Y
50.75%
3Y*
22.70%
5Y*
21.24%
10Y*
11.89%

RAPZX

1D
0.25%
1M
-2.41%
YTD
10.26%
6M
7.91%
1Y
16.67%
3Y*
10.27%
5Y*
8.74%
10Y*
7.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MLOZX vs. RAPZX - Expense Ratio Comparison

MLOZX has a 0.90% expense ratio, which is higher than RAPZX's 0.80% expense ratio.


Return for Risk

MLOZX vs. RAPZX — Risk / Return Rank

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

MLOZX
MLOZX Risk / Return Rank: 9595
Overall Rank
MLOZX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
MLOZX Sortino Ratio Rank: 9595
Sortino Ratio Rank
MLOZX Omega Ratio Rank: 9595
Omega Ratio Rank
MLOZX Calmar Ratio Rank: 9494
Calmar Ratio Rank
MLOZX Martin Ratio Rank: 9595
Martin Ratio Rank

RAPZX
RAPZX Risk / Return Rank: 7878
Overall Rank
RAPZX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
RAPZX Sortino Ratio Rank: 7171
Sortino Ratio Rank
RAPZX Omega Ratio Rank: 7777
Omega Ratio Rank
RAPZX Calmar Ratio Rank: 8080
Calmar Ratio Rank
RAPZX Martin Ratio Rank: 8686
Martin Ratio Rank
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.

MLOZX vs. RAPZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX) and Cohen & Steers Real Assets Fund Inc (RAPZX). 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.


MLOZXRAPZXDifference

Sharpe ratio

Return per unit of total volatility

2.59

1.41

+1.18

Sortino ratio

Return per unit of downside risk

3.10

1.77

+1.33

Omega ratio

Gain probability vs. loss probability

1.51

1.30

+0.21

Calmar ratio

Return relative to maximum drawdown

3.05

1.94

+1.11

Martin ratio

Return relative to average drawdown

13.54

8.99

+4.55

MLOZX vs. RAPZX - Sharpe Ratio Comparison

The current MLOZX Sharpe Ratio is 2.59, which is higher than the RAPZX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of MLOZX and RAPZX, 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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Sharpe Ratios by Period


MLOZXRAPZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.59

1.41

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.17

0.68

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.56

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.34

-0.07

Correlation

The correlation between MLOZX and RAPZX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MLOZX vs. RAPZX - Dividend Comparison

MLOZX's dividend yield for the trailing twelve months is around 1.09%, less than RAPZX's 1.31% yield.


TTM20252024202320222021202020192018201720162015
MLOZX
Cohen & Steers MLP & Energy Opportunity Fund, Inc.
1.09%1.71%10.24%4.61%3.66%3.08%6.57%6.21%4.44%3.86%3.72%6.05%
RAPZX
Cohen & Steers Real Assets Fund Inc
1.31%1.44%3.20%2.71%3.08%9.61%1.71%2.85%2.06%1.76%2.83%2.00%

Drawdowns

MLOZX vs. RAPZX - Drawdown Comparison

The maximum MLOZX drawdown since its inception was -72.01%, which is greater than RAPZX's maximum drawdown of -30.69%. Use the drawdown chart below to compare losses from any high point for MLOZX and RAPZX.


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Drawdown Indicators


MLOZXRAPZXDifference

Max Drawdown

Largest peak-to-trough decline

-72.01%

-30.69%

-41.32%

Max Drawdown (1Y)

Largest decline over 1 year

-16.08%

-8.84%

-7.24%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

-19.31%

-1.53%

Max Drawdown (10Y)

Largest decline over 10 years

-64.94%

-30.69%

-34.25%

Current Drawdown

Current decline from peak

-0.56%

-2.88%

+2.32%

Average Drawdown

Average peak-to-trough decline

-20.92%

-8.16%

-12.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

1.90%

+1.72%

Volatility

MLOZX vs. RAPZX - Volatility Comparison

Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX) has a higher volatility of 4.54% compared to Cohen & Steers Real Assets Fund Inc (RAPZX) at 2.90%. This indicates that MLOZX's price experiences larger fluctuations and is considered to be riskier than RAPZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLOZXRAPZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

2.90%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

10.97%

9.10%

+1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

20.02%

12.24%

+7.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.26%

12.86%

+5.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.17%

12.81%

+11.36%