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RLTY vs. NPCT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RLTY vs. NPCT - 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 Core Plus Impact Fund (NPCT). 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 14.33% return, which is significantly higher than NPCT's 2.61% return.


RLTY

1D
-0.44%
1M
4.34%
6M
10.85%
YTD
14.33%
1Y
14.11%
3Y*
14.09%
5Y*
10Y*
ALL TIME*
3.61%

NPCT

1D
0.10%
1M
0.19%
6M
1.62%
YTD
2.61%
1Y
-1.24%
3Y*
11.48%
5Y*
-3.47%
10Y*
ALL TIME*
-3.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RLTY vs. NPCT - Yearly Performance Comparison


2026 (YTD)2025202420232022
RLTY
Cohen & Steers Real Estate Opportunities & Income Fund
14.33%8.56%15.40%14.05%-28.45%
NPCT
Nuveen Core Plus Impact Fund
2.61%9.87%17.23%7.78%-26.16%

Correlation

The correlation between RLTY and NPCT is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.41

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2022

0.39

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Return for Risk

RLTY vs. NPCT — Risk / Return Rank

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

RLTY
RLTY Risk / Return Rank: 7474
Overall Rank
RLTY Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RLTY Sortino Ratio Rank: 7373
Sortino Ratio Rank
RLTY Omega Ratio Rank: 7171
Omega Ratio Rank
RLTY Calmar Ratio Rank: 7171
Calmar Ratio Rank
RLTY Martin Ratio Rank: 7777
Martin Ratio Rank

NPCT
NPCT Risk / Return Rank: 22
Overall Rank
NPCT Sharpe Ratio Rank: 33
Sharpe Ratio Rank
NPCT Sortino Ratio Rank: 22
Sortino Ratio Rank
NPCT Omega Ratio Rank: 22
Omega Ratio Rank
NPCT Calmar Ratio Rank: 22
Calmar Ratio Rank
NPCT 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. NPCT - 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 Core Plus Impact Fund (NPCT). 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.


RLTYNPCTDifference
Sharpe ratioReturn per unit of total volatility

+1.22

Sortino ratioReturn per unit of downside risk

+1.74

Omega ratioGain probability vs. loss probability

1.20

0.99

+0.21

Calmar ratioReturn relative to maximum drawdown

1.24

-0.18

+1.43

Martin ratioReturn relative to average drawdown

4.14

-0.41

+4.55

RLTY vs. NPCT - Sharpe Ratio Comparison

The current RLTY Sharpe Ratio is 1.09, which is higher than the NPCT Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of RLTY and NPCT, 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. NPCT - Drawdown Comparison

The maximum RLTY drawdown since its inception was -35.44%, smaller than the maximum NPCT drawdown of -46.77%. Use the drawdown chart below to compare losses from any high point for RLTY and NPCT.


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Drawdown Indicators


RLTYNPCTDifference

Max Drawdown

Largest peak-to-trough decline

-35.44%

-46.77%

+11.33%

Max Drawdown (1Y)

Largest decline over 1 year

-11.40%

-6.79%

-4.61%

Max Drawdown (3Y)

Largest decline over 3 years

-20.81%

-12.42%

-8.39%

Max Drawdown (5Y)

Largest decline over 5 years

-46.50%

Current Drawdown

Current decline from peak

-0.44%

-16.70%

+16.26%

Average Drawdown

Average peak-to-trough decline

-13.38%

-25.00%

+11.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

3.05%

+0.37%

Volatility

RLTY vs. NPCT - Volatility Comparison

Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) has a higher volatility of 3.18% compared to Nuveen Core Plus Impact Fund (NPCT) at 2.40%. This indicates that RLTY's price experiences larger fluctuations and is considered to be riskier than NPCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RLTYNPCTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

2.40%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

10.55%

7.50%

+3.05%

Volatility (1Y)

Calculated over the trailing 1-year period

13.05%

9.32%

+3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.51%

13.09%

+9.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.51%

12.98%

+9.53%

Dividends

RLTY vs. NPCT - Dividend Comparison

RLTY's dividend yield for the trailing twelve months is around 8.26%, less than NPCT's 12.30% yield.


PositionTTM20252024202320222021
NPCT
Nuveen Core Plus Impact Fund
12.30%13.15%12.20%10.28%11.93%3.94%
RLTY
Cohen & Steers Real Estate Opportunities & Income Fund
8.26%8.98%8.93%9.18%6.94%0.00%

Frequently Asked Questions


RLTY and NPCT have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RLTY has higher volatility (3.18%) compared to NPCT (2.40%). In terms of maximum drawdown, RLTY dropped -35.44% vs NPCT's -46.77%.

RLTY currently has the higher Sharpe Ratio (1.09 vs -0.13), 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 NPCT

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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