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PFF vs. RNP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFF and RNP is 0.52, 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.


-0.50.00.51.00.5

Performance

PFF vs. RNP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Preferred and Income Securities ETF (PFF) and Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
2.80%
0.94%
PFF
RNP

Key characteristics

Sharpe Ratio

PFF:

0.93

RNP:

0.94

Sortino Ratio

PFF:

1.33

RNP:

1.36

Omega Ratio

PFF:

1.17

RNP:

1.17

Calmar Ratio

PFF:

0.70

RNP:

0.84

Martin Ratio

PFF:

3.82

RNP:

3.35

Ulcer Index

PFF:

2.04%

RNP:

4.88%

Daily Std Dev

PFF:

8.37%

RNP:

17.40%

Max Drawdown

PFF:

-65.55%

RNP:

-87.10%

Current Drawdown

PFF:

-3.76%

RNP:

-10.71%

Returns By Period

In the year-to-date period, PFF achieves a 0.99% return, which is significantly lower than RNP's 1.78% return. Over the past 10 years, PFF has underperformed RNP with an annualized return of 3.38%, while RNP has yielded a comparatively higher 8.94% annualized return.


PFF

YTD

0.99%

1M

0.32%

6M

2.57%

1Y

7.27%

5Y*

1.94%

10Y*

3.38%

RNP

YTD

1.78%

1M

1.44%

6M

1.74%

1Y

15.63%

5Y*

5.71%

10Y*

8.94%

*Annualized

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Risk-Adjusted Performance

PFF vs. RNP — Risk-Adjusted Performance Rank

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

PFF
The Risk-Adjusted Performance Rank of PFF is 3434
Overall Rank
The Sharpe Ratio Rank of PFF is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of PFF is 3333
Sortino Ratio Rank
The Omega Ratio Rank of PFF is 3333
Omega Ratio Rank
The Calmar Ratio Rank of PFF is 3333
Calmar Ratio Rank
The Martin Ratio Rank of PFF is 3838
Martin Ratio Rank

RNP
The Risk-Adjusted Performance Rank of RNP is 7272
Overall Rank
The Sharpe Ratio Rank of RNP is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of RNP is 6868
Sortino Ratio Rank
The Omega Ratio Rank of RNP is 6565
Omega Ratio Rank
The Calmar Ratio Rank of RNP is 7676
Calmar Ratio Rank
The Martin Ratio Rank of RNP is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PFF vs. RNP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Preferred and Income Securities ETF (PFF) and Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP). 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.


Sharpe ratio
The chart of Sharpe ratio for PFF, currently valued at 0.93, compared to the broader market0.002.004.000.930.94
The chart of Sortino ratio for PFF, currently valued at 1.33, compared to the broader market0.005.0010.001.331.36
The chart of Omega ratio for PFF, currently valued at 1.17, compared to the broader market1.002.003.001.171.17
The chart of Calmar ratio for PFF, currently valued at 0.70, compared to the broader market0.005.0010.0015.0020.000.700.84
The chart of Martin ratio for PFF, currently valued at 3.82, compared to the broader market0.0020.0040.0060.0080.00100.003.823.35
PFF
RNP

The current PFF Sharpe Ratio is 0.93, which is comparable to the RNP Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of PFF and RNP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.93
0.94
PFF
RNP

Dividends

PFF vs. RNP - Dividend Comparison

PFF's dividend yield for the trailing twelve months is around 6.25%, less than RNP's 7.72% yield.


TTM20242023202220212020201920182017201620152014
PFF
iShares Preferred and Income Securities ETF
6.25%6.31%6.63%5.55%4.45%4.79%5.31%6.31%5.59%5.85%5.77%6.32%
RNP
Cohen & Steers REIT and Preferred Income Fund, Inc.
7.72%7.81%8.10%13.26%5.20%6.52%6.25%8.36%7.00%7.75%8.03%6.79%

Drawdowns

PFF vs. RNP - Drawdown Comparison

The maximum PFF drawdown since its inception was -65.55%, smaller than the maximum RNP drawdown of -87.10%. Use the drawdown chart below to compare losses from any high point for PFF and RNP. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.76%
-10.71%
PFF
RNP

Volatility

PFF vs. RNP - Volatility Comparison

The current volatility for iShares Preferred and Income Securities ETF (PFF) is 3.51%, while Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) has a volatility of 6.05%. This indicates that PFF experiences smaller price fluctuations and is considered to be less risky than RNP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
3.51%
6.05%
PFF
RNP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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