RLTY vs. JRS

Last updated Jun 9, 2026

RLTY (Cohen & Steers Real Estate Opportunities & Income Fund) and JRS (Nuveen Real Estate Income 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 12.77%/yr for JRS. A 0.70 correlation means they provide meaningful diversification when combined.

Performance

RLTY vs. JRS - 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 Estate Income Fund (JRS). 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 JRS's 8.92% return.

RLTY

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

JRS

• 1D: -0.97%
• 1M: -1.33%
• YTD: 8.92%
• 6M: 11.06%
• 1Y: 11.60%
• 3Y*: 12.77%
• 5Y*: 1.86%
• 10Y*: 5.21%

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

RLTY vs. JRS - 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%
JRS Nuveen Real Estate Income Fund	8.92%	-3.38%	19.74%	13.42%	-24.82%

Correlation

The correlation between RLTY and JRS is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (All Time) Calculated using the full available price history since Feb 25, 2022	0.70

The correlation between RLTY and JRS has been stable across timeframes, ranging from 0.70 to 0.73 - a consistent structural relationship.

Return for Risk

RLTY vs. JRS — 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

JRS

JRS Risk / Return Rank: 65
JRS Sharpe Ratio Rank: 68
JRS Sortino Ratio Rank: 62
JRS Omega Ratio Rank: 60
JRS Calmar Ratio Rank: 64
JRS Martin Ratio Rank: 70

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. JRS - 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 Estate Income Fund (JRS). 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	JRS	Difference
Sharpe ratio: Return per unit of total volatility	0.96	0.82	+0.14
Sortino ratio: Return per unit of downside risk	1.45	1.28	+0.17
Omega ratio: Gain probability vs. loss probability	1.17	1.16	+0.02
Calmar ratio: Return relative to maximum drawdown	1.11	1.05	+0.06
Martin ratio: Return relative to average drawdown	3.69	3.40	+0.30
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. JRS - Sharpe Ratio Comparison

The current RLTY Sharpe Ratio is 0.96, which is comparable to the JRS Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of RLTY and JRS, 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	JRS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.96	0.82	+0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.09	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.22	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.23	-0.10

Drawdowns

RLTY vs. JRS - Drawdown Comparison

The maximum RLTY drawdown since its inception was -35.44%, smaller than the maximum JRS drawdown of -87.80%. Use the drawdown chart below to compare losses from any high point for RLTY and JRS.

Drawdown Indicators

	RLTY	JRS	Difference
Max Drawdown Largest peak-to-trough decline	-35.44%	-87.80%	+52.36%
Max Drawdown (1Y) Largest decline over 1 year	-11.40%	-11.10%	-0.30%
Max Drawdown (3Y) Largest decline over 3 years	-20.81%	-25.33%	+4.52%
Max Drawdown (5Y) Largest decline over 5 years	—	-45.57%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-54.64%	—
Current Drawdown Current decline from peak	-1.39%	-7.97%	+6.58%
Average Drawdown Average peak-to-trough decline	-13.73%	-19.06%	+5.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.43%	3.42%	+0.01%

Volatility

RLTY vs. JRS - Volatility Comparison

The current volatility for Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) is 3.95%, while Nuveen Real Estate Income Fund (JRS) has a volatility of 4.24%. This indicates that RLTY experiences smaller price fluctuations and is considered to be less risky than JRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RLTY	JRS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.95%	4.24%	-0.29%
Volatility (6M) Calculated over the trailing 6-month period	10.15%	10.94%	-0.79%
Volatility (1Y) Calculated over the trailing 1-year period	13.17%	14.23%	-1.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.73%	21.90%	+0.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.73%	24.31%	-1.58%

Dividends

RLTY vs. JRS - Dividend Comparison

RLTY's dividend yield for the trailing twelve months is around 8.45%, more than JRS's 8.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JRS Nuveen Real Estate Income Fund	8.33%	8.88%	7.88%	8.70%	11.06%	5.93%	9.00%	7.16%	9.99%	8.88%	9.10%	9.04%
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 JRS in my portfolio?

RLTY and JRS have a correlation of 0.70, 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 JRS?

JRS has higher volatility (4.24%) compared to RLTY (3.95%). In terms of maximum drawdown, RLTY dropped -35.44% vs JRS's -87.80%.

Which has better risk-adjusted returns?

RLTY currently has the higher Sharpe Ratio (0.96 vs 0.82), 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.