QQQ vs. RLTY
QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while RLTY (Cohen & Steers Real Estate Opportunities & Income Fund) is a stock. Over the past 3 years, QQQ returned 27.01%/yr vs 14.37%/yr for RLTY. At a 0.35 correlation, their price movements are largely independent.
Performance
QQQ vs. RLTY - Performance Comparison
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Returns By Period
In the year-to-date period, QQQ achieves a 20.71% return, which is significantly higher than RLTY's 9.57% return.
QQQ
- 1D
- 2.51%
- 1M
- 3.22%
- YTD
- 20.71%
- 6M
- 20.33%
- 1Y
- 41.26%
- 3Y*
- 27.01%
- 5Y*
- 17.37%
- 10Y*
- 22.17%
RLTY
- 1D
- 0.19%
- 1M
- -1.27%
- YTD
- 9.57%
- 6M
- 11.78%
- 1Y
- 11.76%
- 3Y*
- 14.37%
- 5Y*
- —
- 10Y*
- —
QQQ vs. RLTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 20.71% | 20.77% | 25.58% | 54.86% | -18.57% |
RLTY Cohen & Steers Real Estate Opportunities & Income Fund | 9.57% | 8.56% | 15.40% | 14.05% | -28.45% |
Correlation
The correlation between QQQ and RLTY is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.35 |
The correlation between QQQ and RLTY shifts across timeframes, from 0.18 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QQQ vs. RLTY — Risk / Return Rank
QQQ
RLTY
QQQ vs. RLTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and Cohen & Steers Real Estate Opportunities & Income Fund (RLTY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QQQ | RLTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.42 | ||
| Sortino ratioReturn per unit of downside risk | +1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.16 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | 1.05 | +2.37 |
| Martin ratioReturn relative to average drawdown | 12.72 | 3.48 | +9.24 |
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Drawdowns
QQQ vs. RLTY - Drawdown Comparison
The maximum QQQ drawdown since its inception was -82.97%, which is greater than RLTY's maximum drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for QQQ and RLTY.
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Drawdown Indicators
| QQQ | RLTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.97% | -35.44% | -47.53% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -11.40% | -0.56% |
Max Drawdown (3Y)Largest decline over 3 years | -22.77% | -20.81% | -1.96% |
Max Drawdown (5Y)Largest decline over 5 years | -35.12% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.12% | — | — |
Current DrawdownCurrent decline from peak | -0.74% | -1.97% | +1.23% |
Average DrawdownAverage peak-to-trough decline | -32.73% | -13.62% | -19.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.43% | -0.22% |
Volatility
QQQ vs. RLTY - Volatility Comparison
Invesco QQQ ETF (QQQ) has a higher volatility of 8.58% compared to Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) at 3.99%. This indicates that QQQ's price experiences larger fluctuations and is considered to be riskier than RLTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QQQ | RLTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.58% | 3.99% | +4.59% |
Volatility (6M)Calculated over the trailing 6-month period | 14.34% | 10.30% | +4.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.64% | 13.32% | +4.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.63% | 22.67% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.42% | 22.67% | -0.25% |
Dividends
QQQ vs. RLTY - Dividend Comparison
QQQ's dividend yield for the trailing twelve months is around 0.38%, less than RLTY's 8.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 0.38% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
RLTY Cohen & Steers Real Estate Opportunities & Income Fund | 8.55% | 8.98% | 8.93% | 9.18% | 6.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QQQ and RLTY have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQ has higher volatility (8.58%) compared to RLTY (3.99%). In terms of maximum drawdown, QQQ dropped -82.97% vs RLTY's -35.44%.
QQQ currently has the higher Sharpe Ratio (2.32 vs 0.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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