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RLTY vs. IYRI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RLTY vs. IYRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) and NEOS Real Estate High Income ETF (IYRI). 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 13.69% return, which is significantly higher than IYRI's 9.45% return.


RLTY

1D
-0.38%
1M
0.75%
6M
10.52%
YTD
13.69%
1Y
13.10%
3Y*
12.56%
5Y*
10Y*
ALL TIME*
3.45%

IYRI

1D
-0.34%
1M
1.23%
6M
6.89%
YTD
9.45%
1Y
12.34%
3Y*
5Y*
10Y*
ALL TIME*
10.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.30M$3.47M$3.75M
$847.93K$984.15K$858.81K

RLTY vs. IYRI - Yearly Performance Comparison


Correlation

The correlation between RLTY and IYRI is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.71

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2025

0.72

The correlation between RLTY and IYRI has been stable across timeframes, ranging from 0.71 to 0.72 - a consistent structural relationship.

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Return for Risk

RLTY vs. IYRI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RLTY
RLTY Risk / Return Rank: 7272
Overall Rank
RLTY Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RLTY Sortino Ratio Rank: 7171
Sortino Ratio Rank
RLTY Omega Ratio Rank: 6969
Omega Ratio Rank
RLTY Calmar Ratio Rank: 6969
Calmar Ratio Rank
RLTY Martin Ratio Rank: 7575
Martin Ratio Rank

IYRI
IYRI Risk / Return Rank: 4444
Overall Rank
IYRI Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IYRI Sortino Ratio Rank: 4242
Sortino Ratio Rank
IYRI Omega Ratio Rank: 4242
Omega Ratio Rank
IYRI Calmar Ratio Rank: 4343
Calmar Ratio Rank
IYRI Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RLTY vs. IYRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) and NEOS Real Estate High Income ETF (IYRI). 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.


RLTYIYRIDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratioReturn relative to maximum drawdown

1.18

1.54

-0.36

Martin ratioReturn relative to average drawdown

3.93

5.62

-1.69

RLTY vs. IYRI - Sharpe Ratio Comparison

The current RLTY Sharpe Ratio is 1.03, which is comparable to the IYRI Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of RLTY and IYRI, 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. IYRI - Drawdown Comparison

The maximum RLTY drawdown since its inception was -35.44%, which is greater than IYRI's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for RLTY and IYRI.


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Drawdown Indicators


RLTYIYRIDifference

Max Drawdown

Largest peak-to-trough decline

-35.44%

-12.12%

-23.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.40%

-7.53%

-3.87%

Max Drawdown (3Y)

Largest decline over 3 years

-20.81%

Current Drawdown

Current decline from peak

-1.91%

-0.83%

-1.08%

Average Drawdown

Average peak-to-trough decline

-13.28%

-1.60%

-11.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

2.06%

+1.36%

Volatility

RLTY vs. IYRI - Volatility Comparison

Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) has a higher volatility of 3.27% compared to NEOS Real Estate High Income ETF (IYRI) at 2.97%. This indicates that RLTY's price experiences larger fluctuations and is considered to be riskier than IYRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RLTYIYRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

2.97%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

10.45%

8.17%

+2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

13.08%

10.77%

+2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.45%

13.01%

+9.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.45%

13.01%

+9.44%

Dividends

RLTY vs. IYRI - Dividend Comparison

RLTY's dividend yield for the trailing twelve months is around 8.30%, less than IYRI's 10.84% yield.


PositionTTM2025202420232022
IYRI
NEOS Real Estate High Income ETF
10.84%11.72%0.00%0.00%0.00%
RLTY
Cohen & Steers Real Estate Opportunities & Income Fund
8.30%8.98%8.93%9.18%6.94%

Frequently Asked Questions


RLTY and IYRI have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RLTY has higher volatility (3.27%) compared to IYRI (2.97%). In terms of maximum drawdown, RLTY dropped -35.44% vs IYRI's -12.12%.

IYRI currently has the higher Sharpe Ratio (1.08 vs 1.03), 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.

Portfolio Optimizer

Find the right allocation for RLTY and IYRI

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