RLTY vs. JRI

Last updated Jun 9, 2026

RLTY (Cohen & Steers Real Estate Opportunities & Income Fund) and JRI (Nuveen Real Asset Income and Growth Fund) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 3 years, RLTY returned 14.75%/yr vs 16.08%/yr for JRI. A 0.60 correlation means they provide meaningful diversification when combined.

Performance

RLTY vs. JRI - Performance Comparison

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

Returns By Period

In the year-to-date period, RLTY achieves a 10.21% return, which is significantly higher than JRI's -3.02% return.

RLTY

• 1D: -0.64%
• 1M: -0.89%
• YTD: 10.21%
• 6M: 9.62%
• 1Y: 12.63%
• 3Y*: 14.75%
• 5Y*: —
• 10Y*: —

JRI

• 1D: -1.11%
• 1M: -4.27%
• YTD: -3.02%
• 6M: -2.85%
• 1Y: 8.09%
• 3Y*: 16.08%
• 5Y*: 5.09%
• 10Y*: 6.69%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RLTY vs. JRI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
RLTY Cohen & Steers Real Estate Opportunities & Income Fund	10.21%	8.56%	15.40%	14.05%	-27.73%
JRI Nuveen Real Asset Income and Growth Fund	-3.02%	26.76%	16.27%	10.08%	-11.83%

Correlation

The correlation between RLTY and JRI is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (All Time) Calculated using the full available price history since Feb 25, 2022	0.60

The correlation between RLTY and JRI shifts across timeframes, from 0.45 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

Return for Risk

RLTY vs. JRI — Risk / Return Rank

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

RLTY

RLTY Risk / Return Rank: 67
RLTY Sharpe Ratio Rank: 71
RLTY Sortino Ratio Rank: 66
RLTY Omega Ratio Rank: 63
RLTY Calmar Ratio Rank: 65
RLTY Martin Ratio Rank: 71

JRI

JRI Risk / Return Rank: 57
JRI Sharpe Ratio Rank: 61
JRI Sortino Ratio Rank: 51
JRI Omega Ratio Rank: 53
JRI Calmar Ratio Rank: 57
JRI Martin Ratio Rank: 63

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. JRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) and Nuveen Real Asset Income and Growth Fund (JRI). 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	JRI	Difference
Sharpe ratio: Return per unit of total volatility	0.96	0.55	+0.41
Sortino ratio: Return per unit of downside risk	1.45	0.82	+0.63
Omega ratio: Gain probability vs. loss probability	1.17	1.12	+0.06
Calmar ratio: Return relative to maximum drawdown	1.11	0.63	+0.48
Martin ratio: Return relative to average drawdown	3.69	2.31	+1.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RLTY vs. JRI - Sharpe Ratio Comparison

The current RLTY Sharpe Ratio is 0.96, which is higher than the JRI Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of RLTY and JRI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RLTY	JRI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.96	0.55	+0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.29	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.32	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.36	-0.22

Drawdowns

RLTY vs. JRI - Drawdown Comparison

The maximum RLTY drawdown since its inception was -35.44%, smaller than the maximum JRI drawdown of -60.74%. Use the drawdown chart below to compare losses from any high point for RLTY and JRI.

Drawdown Indicators

	RLTY	JRI	Difference
Max Drawdown Largest peak-to-trough decline	-35.44%	-60.74%	+25.30%
Max Drawdown (1Y) Largest decline over 1 year	-11.40%	-12.92%	+1.52%
Max Drawdown (3Y) Largest decline over 3 years	-20.81%	-15.35%	-5.46%
Max Drawdown (5Y) Largest decline over 5 years	—	-29.40%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-60.74%	—
Current Drawdown Current decline from peak	-1.39%	-5.17%	+3.78%
Average Drawdown Average peak-to-trough decline	-13.73%	-9.04%	-4.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.43%	3.51%	-0.08%

Volatility

RLTY vs. JRI - Volatility Comparison

The current volatility for Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) is 3.95%, while Nuveen Real Asset Income and Growth Fund (JRI) has a volatility of 6.51%. This indicates that RLTY experiences smaller price fluctuations and is considered to be less risky than JRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RLTY	JRI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.95%	6.51%	-2.56%
Volatility (6M) Calculated over the trailing 6-month period	10.15%	12.65%	-2.50%
Volatility (1Y) Calculated over the trailing 1-year period	13.17%	14.69%	-1.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.73%	17.41%	+5.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.73%	21.30%	+1.43%

Dividends

RLTY vs. JRI - Dividend Comparison

RLTY's dividend yield for the trailing twelve months is around 8.45%, less than JRI's 12.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JRI Nuveen Real Asset Income and Growth Fund	12.80%	11.77%	11.83%	9.18%	9.90%	7.18%	9.06%	7.05%	9.33%	7.21%	8.57%	10.33%
RLTY Cohen & Steers Real Estate Opportunities & Income Fund	8.45%	8.98%	8.93%	9.18%	6.94%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both RLTY and JRI in my portfolio?

RLTY and JRI have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RLTY or JRI?

JRI has higher volatility (6.51%) compared to RLTY (3.95%). In terms of maximum drawdown, RLTY dropped -35.44% vs JRI's -60.74%.

Which has better risk-adjusted returns?

RLTY currently has the higher Sharpe Ratio (0.96 vs 0.55), 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.