RMT vs. RNP
Compare and contrast key facts about Royce Micro-Cap Trust, Inc. (RMT) and Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RMT or RNP.
Key characteristics
| RMT | RNP | |
|---|---|---|
| YTD Return | 16.81% | 19.82% |
| 1Y Return | 39.07% | 44.59% |
| 3Y Return (Ann) | 2.59% | 2.56% |
| 5Y Return (Ann) | 13.41% | 7.41% |
| 10Y Return (Ann) | 9.38% | 10.50% |
| Sharpe Ratio | 1.90 | 2.36 |
| Sortino Ratio | 2.62 | 3.27 |
| Omega Ratio | 1.32 | 1.41 |
| Calmar Ratio | 1.73 | 1.46 |
| Martin Ratio | 10.56 | 14.86 |
| Ulcer Index | 3.78% | 2.99% |
| Daily Std Dev | 21.00% | 18.79% |
| Max Drawdown | -73.93% | -87.10% |
| Current Drawdown | -1.35% | -6.04% |
Fundamentals
| RMT | RNP |
|---|
Correlation
The correlation between RMT and RNP is 0.51, 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
RMT vs. RNP - Performance Comparison
In the year-to-date period, RMT achieves a 16.81% return, which is significantly lower than RNP's 19.82% return. Over the past 10 years, RMT has underperformed RNP with an annualized return of 9.38%, while RNP has yielded a comparatively higher 10.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RMT vs. RNP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Micro-Cap Trust, Inc. (RMT) 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.
Dividends
RMT vs. RNP - Dividend Comparison
RMT's dividend yield for the trailing twelve months is around 7.35%, less than RNP's 7.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RMT Royce Micro-Cap Trust, Inc. | 7.35% | 8.01% | 10.94% | 7.27% | 6.03% | 7.96% | 10.11% | 7.31% | 7.84% | 17.36% | 28.77% | 10.94% |
RNP Cohen & Steers REIT and Preferred Income Fund, Inc. | 7.85% | 8.10% | 13.26% | 5.20% | 6.52% | 6.25% | 8.36% | 7.00% | 7.75% | 8.03% | 6.79% | 7.64% |
Drawdowns
RMT vs. RNP - Drawdown Comparison
The maximum RMT drawdown since its inception was -73.93%, smaller than the maximum RNP drawdown of -87.10%. Use the drawdown chart below to compare losses from any high point for RMT and RNP. For additional features, visit the drawdowns tool.
Volatility
RMT vs. RNP - Volatility Comparison
Royce Micro-Cap Trust, Inc. (RMT) has a higher volatility of 6.97% compared to Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) at 5.87%. This indicates that RMT'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.
Financials
RMT vs. RNP - Financials Comparison
This section allows you to compare key financial metrics between Royce Micro-Cap Trust, Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities