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RLTY vs. MAXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RLTY vs. MAXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) and Simplify Bitcoin Strategy PLUS Income ETF (MAXI). 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 9.57% return, which is significantly higher than MAXI's -35.86% return.


RLTY

1D
0.19%
1M
-1.27%
YTD
9.57%
6M
11.78%
1Y
11.76%
3Y*
14.37%
5Y*
10Y*

MAXI

1D
-1.94%
1M
-19.20%
YTD
-35.86%
6M
-37.09%
1Y
-57.63%
3Y*
10.98%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RLTY vs. MAXI - Yearly Performance Comparison


2026 (YTD)2025202420232022
RLTY
Cohen & Steers Real Estate Opportunities & Income Fund
9.57%8.56%15.40%14.05%3.48%
MAXI
Simplify Bitcoin Strategy PLUS Income ETF
-35.86%-28.59%92.92%144.12%-13.34%

Correlation

The correlation between RLTY and MAXI is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.20

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2022

0.22

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Return for Risk

RLTY vs. MAXI — Risk / Return Rank

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

RLTY
RLTY Risk / Return Rank: 6666
Overall Rank
RLTY Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
RLTY Sortino Ratio Rank: 6363
Sortino Ratio Rank
RLTY Omega Ratio Rank: 6161
Omega Ratio Rank
RLTY Calmar Ratio Rank: 6464
Calmar Ratio Rank
RLTY Martin Ratio Rank: 7070
Martin Ratio Rank

MAXI
MAXI Risk / Return Rank: 22
Overall Rank
MAXI Sharpe Ratio Rank: 22
Sharpe Ratio Rank
MAXI Sortino Ratio Rank: 22
Sortino Ratio Rank
MAXI Omega Ratio Rank: 22
Omega Ratio Rank
MAXI Calmar Ratio Rank: 22
Calmar Ratio Rank
MAXI 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. MAXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) and Simplify Bitcoin Strategy PLUS Income ETF (MAXI). 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.


RLTYMAXIDifference
Sharpe ratioReturn per unit of total volatility

+1.79

Sortino ratioReturn per unit of downside risk

+2.72

Omega ratioGain probability vs. loss probability

1.16

0.85

+0.31

Calmar ratioReturn relative to maximum drawdown

1.05

-0.85

+1.90

Martin ratioReturn relative to average drawdown

3.48

-1.30

+4.77

RLTY vs. MAXI - Sharpe Ratio Comparison

The current RLTY Sharpe Ratio is 0.90, which is higher than the MAXI Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of RLTY and MAXI, 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. MAXI - Drawdown Comparison

The maximum RLTY drawdown since its inception was -35.44%, smaller than the maximum MAXI drawdown of -68.91%. Use the drawdown chart below to compare losses from any high point for RLTY and MAXI.


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Drawdown Indicators


RLTYMAXIDifference

Max Drawdown

Largest peak-to-trough decline

-35.44%

-68.91%

+33.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.40%

-68.91%

+57.51%

Max Drawdown (3Y)

Largest decline over 3 years

-20.81%

-68.91%

+48.10%

Current Drawdown

Current decline from peak

-1.97%

-67.49%

+65.52%

Average Drawdown

Average peak-to-trough decline

-13.62%

-19.30%

+5.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

44.94%

-41.51%

Volatility

RLTY vs. MAXI - Volatility Comparison

The current volatility for Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) is 3.99%, while Simplify Bitcoin Strategy PLUS Income ETF (MAXI) has a volatility of 12.91%. This indicates that RLTY experiences smaller price fluctuations and is considered to be less risky than MAXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RLTYMAXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

12.91%

-8.92%

Volatility (6M)

Calculated over the trailing 6-month period

10.30%

44.45%

-34.15%

Volatility (1Y)

Calculated over the trailing 1-year period

13.32%

65.18%

-51.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.67%

63.64%

-40.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.67%

63.64%

-40.97%

Dividends

RLTY vs. MAXI - Dividend Comparison

RLTY's dividend yield for the trailing twelve months is around 8.55%, less than MAXI's 68.81% yield.


PositionTTM2025202420232022
MAXI
Simplify Bitcoin Strategy PLUS Income ETF
68.81%49.00%32.06%29.63%4.43%
RLTY
Cohen & Steers Real Estate Opportunities & Income Fund
8.55%8.98%8.93%9.18%6.94%

Frequently Asked Questions


RLTY and MAXI have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MAXI has higher volatility (12.91%) compared to RLTY (3.99%). In terms of maximum drawdown, RLTY dropped -35.44% vs MAXI's -68.91%.

RLTY currently has the higher Sharpe Ratio (0.90 vs -0.90), 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 MAXI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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