RLTY vs. JBBB
RLTY (Cohen & Steers Real Estate Opportunities & Income Fund) is a stock, while JBBB (Janus Henderson B-BBB CLO ETF) is CLO fund actively managed by Janus Henderson. Over the past 3 years, RLTY returned 15.47%/yr vs 10.60%/yr for JBBB. At a 0.09 correlation, their price movements are largely independent.
Performance
RLTY vs. JBBB - Performance Comparison
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Returns By Period
In the year-to-date period, RLTY achieves a 9.65% return, which is significantly higher than JBBB's 1.86% return.
RLTY
- 1D
- 0.39%
- 1M
- -0.77%
- YTD
- 9.65%
- 6M
- 7.97%
- 1Y
- 12.42%
- 3Y*
- 15.47%
- 5Y*
- —
- 10Y*
- —
JBBB
- 1D
- 0.00%
- 1M
- 0.57%
- YTD
- 1.86%
- 6M
- 2.30%
- 1Y
- 5.54%
- 3Y*
- 10.60%
- 5Y*
- —
- 10Y*
- —
RLTY vs. JBBB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
RLTY Cohen & Steers Real Estate Opportunities & Income Fund | 9.65% | 8.56% | 15.40% | 14.05% | -27.73% |
JBBB Janus Henderson B-BBB CLO ETF | 1.86% | 5.43% | 12.50% | 17.63% | -5.82% |
Correlation
The correlation between RLTY and JBBB is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2022 | 0.09 |
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Return for Risk
RLTY vs. JBBB — Risk / Return Rank
RLTY
JBBB
RLTY vs. JBBB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) and Janus Henderson B-BBB CLO ETF (JBBB). 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.
| RLTY | JBBB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.36 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 2.26 | -1.16 |
| Martin ratioReturn relative to average drawdown | 3.63 | 7.66 | -4.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RLTY | JBBB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.67 | -0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 1.30 | -1.17 |
Drawdowns
RLTY vs. JBBB - Drawdown Comparison
The maximum RLTY drawdown since its inception was -35.44%, which is greater than JBBB's maximum drawdown of -10.57%. Use the drawdown chart below to compare losses from any high point for RLTY and JBBB.
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Drawdown Indicators
| RLTY | JBBB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.44% | -10.57% | -24.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -2.46% | -8.94% |
Max Drawdown (3Y)Largest decline over 3 years | -20.81% | -3.82% | -16.99% |
Current DrawdownCurrent decline from peak | -1.89% | 0.00% | -1.89% |
Average DrawdownAverage peak-to-trough decline | -13.75% | -1.58% | -12.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 0.72% | +2.71% |
Volatility
RLTY vs. JBBB - Volatility Comparison
Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) has a higher volatility of 3.86% compared to Janus Henderson B-BBB CLO ETF (JBBB) at 0.45%. This indicates that RLTY's price experiences larger fluctuations and is considered to be riskier than JBBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RLTY | JBBB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 0.45% | +3.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 2.76% | +7.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.10% | 3.34% | +9.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.74% | 5.26% | +17.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.74% | 5.26% | +17.48% |
Dividends
RLTY vs. JBBB - Dividend Comparison
RLTY's dividend yield for the trailing twelve months is around 8.49%, more than JBBB's 7.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JBBB Janus Henderson B-BBB CLO ETF | 7.13% | 8.41% | 9.24% | 8.71% | 5.71% |
RLTY Cohen & Steers Real Estate Opportunities & Income Fund | 8.49% | 8.98% | 8.93% | 9.18% | 6.94% |
Frequently Asked Questions
RLTY and JBBB have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RLTY has higher volatility (3.86%) compared to JBBB (0.45%). In terms of maximum drawdown, RLTY dropped -35.44% vs JBBB's -10.57%.
JBBB currently has the higher Sharpe Ratio (1.67 vs 0.95), 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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