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RLTY vs. BXSL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RLTY and BXSL is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

RLTY vs. BXSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) and Blackstone Secured Lending Fund (BXSL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RLTY:

0.94

BXSL:

-0.02

Sortino Ratio

RLTY:

1.35

BXSL:

-0.00

Omega Ratio

RLTY:

1.19

BXSL:

1.00

Calmar Ratio

RLTY:

0.97

BXSL:

-0.08

Martin Ratio

RLTY:

2.67

BXSL:

-0.37

Ulcer Index

RLTY:

7.59%

BXSL:

6.48%

Daily Std Dev

RLTY:

21.50%

BXSL:

21.86%

Max Drawdown

RLTY:

-35.45%

BXSL:

-41.26%

Current Drawdown

RLTY:

-8.82%

BXSL:

-17.32%

Fundamentals

Market Cap

RLTY:

$257.69M

BXSL:

$6.98B

EPS

RLTY:

$1.21

BXSL:

$3.45

PE Ratio

RLTY:

12.74

BXSL:

8.88

PS Ratio

RLTY:

12.17

BXSL:

5.26

PB Ratio

RLTY:

0.95

BXSL:

1.12

Returns By Period

In the year-to-date period, RLTY achieves a 5.88% return, which is significantly higher than BXSL's -3.68% return.


RLTY

YTD

5.88%

1M

9.58%

6M

-0.77%

1Y

19.99%

5Y*

N/A

10Y*

N/A

BXSL

YTD

-3.68%

1M

12.18%

6M

0.81%

1Y

-0.42%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

RLTY vs. BXSL — Risk-Adjusted Performance Rank

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

RLTY
The Risk-Adjusted Performance Rank of RLTY is 7878
Overall Rank
The Sharpe Ratio Rank of RLTY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of RLTY is 7474
Sortino Ratio Rank
The Omega Ratio Rank of RLTY is 7575
Omega Ratio Rank
The Calmar Ratio Rank of RLTY is 8383
Calmar Ratio Rank
The Martin Ratio Rank of RLTY is 7777
Martin Ratio Rank

BXSL
The Risk-Adjusted Performance Rank of BXSL is 4242
Overall Rank
The Sharpe Ratio Rank of BXSL is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of BXSL is 3535
Sortino Ratio Rank
The Omega Ratio Rank of BXSL is 3535
Omega Ratio Rank
The Calmar Ratio Rank of BXSL is 4545
Calmar Ratio Rank
The Martin Ratio Rank of BXSL is 4343
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.

RLTY vs. BXSL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) and Blackstone Secured Lending Fund (BXSL). 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.


The current RLTY Sharpe Ratio is 0.94, which is higher than the BXSL Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of RLTY and BXSL, 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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Dividends

RLTY vs. BXSL - Dividend Comparison

RLTY's dividend yield for the trailing twelve months is around 9.48%, less than BXSL's 9.90% yield.


TTM202420232022
RLTY
Cohen & Steers Real Estate Opportunities & Income Fund
9.48%8.93%9.18%6.94%
BXSL
Blackstone Secured Lending Fund
9.90%9.53%10.64%13.02%

Drawdowns

RLTY vs. BXSL - Drawdown Comparison

The maximum RLTY drawdown since its inception was -35.45%, smaller than the maximum BXSL drawdown of -41.26%. Use the drawdown chart below to compare losses from any high point for RLTY and BXSL. For additional features, visit the drawdowns tool.


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Volatility

RLTY vs. BXSL - Volatility Comparison

The current volatility for Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) is 4.93%, while Blackstone Secured Lending Fund (BXSL) has a volatility of 5.61%. This indicates that RLTY experiences smaller price fluctuations and is considered to be less risky than BXSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

RLTY vs. BXSL - Financials Comparison

This section allows you to compare key financial metrics between Cohen & Steers Real Estate Opportunities & Income Fund and Blackstone Secured Lending Fund. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


50.00M100.00M150.00M200.00M250.00M300.00MJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
164.77M
(RLTY) Total Revenue
(BXSL) Total Revenue
Values in USD except per share items