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MLOZX vs. RYVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MLOZX vs. RYVIX - Performance Comparison

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

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MLOZX vs. RYVIX - 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%
RYVIX
Rydex Energy Services Fund
39.66%2.29%-7.73%4.45%43.02%17.12%-36.94%-0.41%-45.58%-18.85%

Returns By Period

In the year-to-date period, MLOZX achieves a 27.86% return, which is significantly lower than RYVIX's 39.66% return. Over the past 10 years, MLOZX has outperformed RYVIX with an annualized return of 11.89%, while RYVIX has yielded a comparatively lower -1.93% 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%

RYVIX

1D
-3.33%
1M
1.26%
YTD
39.66%
6M
54.69%
1Y
54.54%
3Y*
14.95%
5Y*
14.00%
10Y*
-1.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MLOZX vs. RYVIX - Expense Ratio Comparison

MLOZX has a 0.90% expense ratio, which is lower than RYVIX's 1.36% expense ratio.


Return for Risk

MLOZX vs. RYVIX — 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

RYVIX
RYVIX Risk / Return Rank: 7474
Overall Rank
RYVIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
RYVIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
RYVIX Omega Ratio Rank: 7373
Omega Ratio Rank
RYVIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
RYVIX Martin Ratio Rank: 5757
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. RYVIX - Risk-Adjusted Trends Comparison

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


MLOZXRYVIXDifference

Sharpe ratio

Return per unit of total volatility

2.59

1.49

+1.11

Sortino ratio

Return per unit of downside risk

3.10

1.99

+1.11

Omega ratio

Gain probability vs. loss probability

1.51

1.28

+0.23

Calmar ratio

Return relative to maximum drawdown

3.05

1.99

+1.06

Martin ratio

Return relative to average drawdown

13.54

5.54

+8.00

MLOZX vs. RYVIX - Sharpe Ratio Comparison

The current MLOZX Sharpe Ratio is 2.59, which is higher than the RYVIX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of MLOZX and RYVIX, 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


MLOZXRYVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.59

1.49

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.17

0.39

+0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

-0.05

+0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.04

+0.23

Correlation

The correlation between MLOZX and RYVIX is 0.76, 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. RYVIX - Dividend Comparison

MLOZX's dividend yield for the trailing twelve months is around 1.09%, more than RYVIX's 0.39% 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%
RYVIX
Rydex Energy Services Fund
0.39%0.54%0.00%0.00%0.00%0.30%1.30%0.11%1.48%0.88%0.71%1.19%

Drawdowns

MLOZX vs. RYVIX - Drawdown Comparison

The maximum MLOZX drawdown since its inception was -72.01%, smaller than the maximum RYVIX drawdown of -94.06%. Use the drawdown chart below to compare losses from any high point for MLOZX and RYVIX.


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Drawdown Indicators


MLOZXRYVIXDifference

Max Drawdown

Largest peak-to-trough decline

-72.01%

-94.06%

+22.05%

Max Drawdown (1Y)

Largest decline over 1 year

-16.08%

-26.31%

+10.23%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

-43.86%

+23.02%

Max Drawdown (10Y)

Largest decline over 10 years

-64.94%

-88.04%

+23.10%

Current Drawdown

Current decline from peak

-0.56%

-69.90%

+69.34%

Average Drawdown

Average peak-to-trough decline

-20.92%

-46.04%

+25.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

9.44%

-5.82%

Volatility

MLOZX vs. RYVIX - Volatility Comparison

The current volatility for Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX) is 4.54%, while Rydex Energy Services Fund (RYVIX) has a volatility of 8.48%. This indicates that MLOZX experiences smaller price fluctuations and is considered to be less risky than RYVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLOZXRYVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

8.48%

-3.94%

Volatility (6M)

Calculated over the trailing 6-month period

10.97%

21.18%

-10.21%

Volatility (1Y)

Calculated over the trailing 1-year period

20.02%

37.17%

-17.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.26%

35.72%

-17.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.17%

40.45%

-16.28%