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RLTY vs. RNP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RLTY and RNP is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

RLTY vs. RNP - Performance Comparison

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

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Key characteristics

Sharpe Ratio

RLTY:

0.94

RNP:

0.72

Sortino Ratio

RLTY:

1.35

RNP:

1.13

Omega Ratio

RLTY:

1.19

RNP:

1.16

Calmar Ratio

RLTY:

0.97

RNP:

0.90

Martin Ratio

RLTY:

2.67

RNP:

2.26

Ulcer Index

RLTY:

7.59%

RNP:

6.54%

Daily Std Dev

RLTY:

21.50%

RNP:

19.30%

Max Drawdown

RLTY:

-35.45%

RNP:

-87.10%

Current Drawdown

RLTY:

-8.82%

RNP:

-6.86%

Fundamentals

Returns By Period

The year-to-date returns for both investments are quite close, with RLTY having a 5.88% return and RNP slightly higher at 6.17%.


RLTY

YTD

5.88%

1M

9.58%

6M

-0.77%

1Y

19.99%

5Y*

N/A

10Y*

N/A

RNP

YTD

6.17%

1M

7.28%

6M

-0.87%

1Y

13.73%

5Y*

14.75%

10Y*

9.75%

*Annualized

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Risk-Adjusted Performance

RLTY vs. RNP — Risk-Adjusted Performance Rank

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

RLTY
The Risk-Adjusted Performance Rank of RLTY is 7878
Overall Rank
The Sharpe Ratio Rank of RLTY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of RLTY is 7474
Sortino Ratio Rank
The Omega Ratio Rank of RLTY is 7575
Omega Ratio Rank
The Calmar Ratio Rank of RLTY is 8383
Calmar Ratio Rank
The Martin Ratio Rank of RLTY is 7777
Martin Ratio Rank

RNP
The Risk-Adjusted Performance Rank of RNP is 7474
Overall Rank
The Sharpe Ratio Rank of RNP is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of RNP is 6969
Sortino Ratio Rank
The Omega Ratio Rank of RNP is 7070
Omega Ratio Rank
The Calmar Ratio Rank of RNP is 8282
Calmar Ratio Rank
The Martin Ratio Rank of RNP is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RLTY vs. RNP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) and Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP). 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.


The current RLTY Sharpe Ratio is 0.94, which is higher than the RNP Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of RLTY and RNP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

RLTY vs. RNP - Dividend Comparison

RLTY's dividend yield for the trailing twelve months is around 9.48%, more than RNP's 8.23% yield.


TTM20242023202220212020201920182017201620152014
RLTY
Cohen & Steers Real Estate Opportunities & Income Fund
9.48%8.93%9.18%6.94%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RNP
Cohen & Steers REIT and Preferred Income Fund, Inc.
8.23%7.81%8.10%13.26%5.20%6.52%6.25%8.36%7.00%7.75%8.03%6.79%

Drawdowns

RLTY vs. RNP - Drawdown Comparison

The maximum RLTY drawdown since its inception was -35.45%, smaller than the maximum RNP drawdown of -87.10%. Use the drawdown chart below to compare losses from any high point for RLTY and RNP. For additional features, visit the drawdowns tool.


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Volatility

RLTY vs. RNP - Volatility Comparison

Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) has a higher volatility of 4.93% compared to Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) at 3.92%. This indicates that RLTY's price experiences larger fluctuations and is considered to be riskier than RNP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

RLTY vs. RNP - Financials Comparison

This section allows you to compare key financial metrics between Cohen & Steers Real Estate Opportunities & Income Fund and Cohen & Steers REIT and Preferred Income Fund, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


(RLTY) Total Revenue
(RNP) Total Revenue
Values in USD except per share items