PFFR vs. RNP
Compare and contrast key facts about InfraCap REIT Preferred ETF (PFFR) and Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP).
PFFR is a passively managed fund by Virtus Investment Partners that tracks the performance of the Indxx REIT Preferred Stock Index. It was launched on Feb 7, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PFFR or RNP.
Performance
PFFR vs. RNP - Performance Comparison
Returns By Period
In the year-to-date period, PFFR achieves a 10.62% return, which is significantly lower than RNP's 17.95% return.
PFFR
10.62%
-3.10%
9.68%
19.84%
2.09%
N/A
RNP
17.95%
-5.95%
11.50%
33.86%
7.03%
10.30%
Key characteristics
| PFFR | RNP | |
|---|---|---|
| Sharpe Ratio | 2.45 | 1.90 |
| Sortino Ratio | 3.47 | 2.61 |
| Omega Ratio | 1.47 | 1.32 |
| Calmar Ratio | 1.26 | 1.31 |
| Martin Ratio | 13.03 | 11.15 |
| Ulcer Index | 1.63% | 3.08% |
| Daily Std Dev | 8.69% | 18.13% |
| Max Drawdown | -53.02% | -87.10% |
| Current Drawdown | -3.10% | -7.50% |
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Correlation
The correlation between PFFR and RNP is 0.41, 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.
Risk-Adjusted Performance
PFFR vs. RNP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for InfraCap REIT Preferred ETF (PFFR) 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.
Dividends
PFFR vs. RNP - Dividend Comparison
PFFR's dividend yield for the trailing twelve months is around 7.44%, more than RNP's 7.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFFR InfraCap REIT Preferred ETF | 7.44% | 7.72% | 9.65% | 6.08% | 6.11% | 5.77% | 6.48% | 5.12% | 0.00% | 0.00% | 0.00% | 0.00% |
RNP Cohen & Steers REIT and Preferred Income Fund, Inc. | 7.36% | 8.10% | 13.26% | 5.20% | 6.52% | 6.25% | 8.36% | 7.00% | 7.75% | 8.03% | 6.79% | 7.64% |
Drawdowns
PFFR vs. RNP - Drawdown Comparison
The maximum PFFR drawdown since its inception was -53.02%, smaller than the maximum RNP drawdown of -87.10%. Use the drawdown chart below to compare losses from any high point for PFFR and RNP. For additional features, visit the drawdowns tool.
Volatility
PFFR vs. RNP - Volatility Comparison
The current volatility for InfraCap REIT Preferred ETF (PFFR) is 1.97%, while Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) has a volatility of 5.85%. This indicates that PFFR 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.