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RLTY vs. HYT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RLTY vs. HYT - Performance Comparison

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

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Returns By Period

In the year-to-date period, RLTY achieves a 11.56% return, which is significantly higher than HYT's 1.45% return.


RLTY

1D
-0.19%
1M
0.71%
YTD
11.56%
6M
12.17%
1Y
13.41%
3Y*
14.92%
5Y*
10Y*

HYT

1D
0.35%
1M
-0.14%
YTD
1.45%
6M
-2.59%
1Y
-2.23%
3Y*
10.05%
5Y*
2.52%
10Y*
7.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RLTY vs. HYT - Yearly Performance Comparison


2026 (YTD)2025202420232022
RLTY
Cohen & Steers Real Estate Opportunities & Income Fund
11.56%8.56%15.40%14.05%-28.45%
HYT
BlackRock Corporate High Yield Fund
1.45%0.06%14.43%19.92%-9.23%

Correlation

The correlation between RLTY and HYT is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2022

0.40

The correlation between RLTY and HYT shifts across timeframes, from 0.29 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

RLTY vs. HYT — Risk / Return Rank

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

RLTY
RLTY Risk / Return Rank: 6969
Overall Rank
RLTY Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
RLTY Sortino Ratio Rank: 6868
Sortino Ratio Rank
RLTY Omega Ratio Rank: 6666
Omega Ratio Rank
RLTY Calmar Ratio Rank: 6767
Calmar Ratio Rank
RLTY Martin Ratio Rank: 7373
Martin Ratio Rank

HYT
HYT Risk / Return Rank: 22
Overall Rank
HYT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
HYT Sortino Ratio Rank: 22
Sortino Ratio Rank
HYT Omega Ratio Rank: 22
Omega Ratio Rank
HYT Calmar Ratio Rank: 22
Calmar Ratio Rank
HYT Martin Ratio Rank: 22
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.

RLTY vs. HYT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) and BlackRock Corporate High Yield Fund (HYT). 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.


RLTYHYTDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+1.77

Omega ratioGain probability vs. loss probability

1.18

0.97

+0.21

Calmar ratioReturn relative to maximum drawdown

1.18

-0.22

+1.40

Martin ratioReturn relative to average drawdown

3.92

-0.53

+4.45

RLTY vs. HYT - Sharpe Ratio Comparison

The current RLTY Sharpe Ratio is 1.02, which is higher than the HYT Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of RLTY and HYT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RLTY vs. HYT - Drawdown Comparison

The maximum RLTY drawdown since its inception was -35.44%, smaller than the maximum HYT drawdown of -56.95%. Use the drawdown chart below to compare losses from any high point for RLTY and HYT.


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Drawdown Indicators


RLTYHYTDifference

Max Drawdown

Largest peak-to-trough decline

-35.44%

-56.95%

+21.51%

Max Drawdown (1Y)

Largest decline over 1 year

-11.40%

-10.17%

-1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-20.81%

-13.95%

-6.86%

Max Drawdown (5Y)

Largest decline over 5 years

-29.05%

Max Drawdown (10Y)

Largest decline over 10 years

-42.59%

Current Drawdown

Current decline from peak

-0.19%

-4.65%

+4.46%

Average Drawdown

Average peak-to-trough decline

-13.67%

-5.90%

-7.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

4.23%

-0.80%

Volatility

RLTY vs. HYT - Volatility Comparison

Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) has a higher volatility of 4.10% compared to BlackRock Corporate High Yield Fund (HYT) at 2.62%. This indicates that RLTY's price experiences larger fluctuations and is considered to be riskier than HYT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RLTYHYTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

2.62%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

10.11%

8.02%

+2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

13.18%

9.95%

+3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.69%

14.47%

+8.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.69%

16.93%

+5.76%

Dividends

RLTY vs. HYT - Dividend Comparison

RLTY's dividend yield for the trailing twelve months is around 8.40%, less than HYT's 10.84% yield.


PositionTTM20252024202320222021202020192018201720162015
HYT
BlackRock Corporate High Yield Fund
10.84%10.50%9.53%9.91%9.80%7.58%8.18%7.92%9.20%7.68%8.23%10.18%
RLTY
Cohen & Steers Real Estate Opportunities & Income Fund
8.40%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


RLTY and HYT have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RLTY has higher volatility (4.10%) compared to HYT (2.62%). In terms of maximum drawdown, RLTY dropped -35.44% vs HYT's -56.95%.

RLTY currently has the higher Sharpe Ratio (1.02 vs -0.23), 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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