RNP vs. PDI
Compare and contrast key facts about Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) and PIMCO Dynamic Income Fund (PDI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RNP or PDI.
Key characteristics
| RNP | PDI | |
|---|---|---|
| YTD Return | 19.82% | 23.13% |
| 1Y Return | 44.59% | 33.43% |
| 3Y Return (Ann) | 2.56% | 4.03% |
| 5Y Return (Ann) | 7.41% | 2.03% |
| 10Y Return (Ann) | 10.50% | 7.81% |
| Sharpe Ratio | 2.36 | 2.87 |
| Sortino Ratio | 3.27 | 3.38 |
| Omega Ratio | 1.41 | 1.68 |
| Calmar Ratio | 1.46 | 1.50 |
| Martin Ratio | 14.86 | 16.67 |
| Ulcer Index | 2.99% | 1.84% |
| Daily Std Dev | 18.79% | 10.68% |
| Max Drawdown | -87.10% | -46.47% |
| Current Drawdown | -6.04% | -4.46% |
Fundamentals
| RNP | PDI |
|---|
Correlation
The correlation between RNP and PDI is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
RNP vs. PDI - Performance Comparison
In the year-to-date period, RNP achieves a 19.82% return, which is significantly lower than PDI's 23.13% return. Over the past 10 years, RNP has outperformed PDI with an annualized return of 10.50%, while PDI has yielded a comparatively lower 7.81% 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
RNP vs. PDI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) and PIMCO Dynamic Income Fund (PDI). 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
RNP vs. PDI - Dividend Comparison
RNP's dividend yield for the trailing twelve months is around 7.85%, less than PDI's 13.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PDI PIMCO Dynamic Income Fund | 13.60% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 15.08% | 13.43% | 11.59% |
Drawdowns
RNP vs. PDI - Drawdown Comparison
The maximum RNP drawdown since its inception was -87.10%, which is greater than PDI's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for RNP and PDI. For additional features, visit the drawdowns tool.
Volatility
RNP vs. PDI - Volatility Comparison
Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) has a higher volatility of 5.87% compared to PIMCO Dynamic Income Fund (PDI) at 5.47%. This indicates that RNP's price experiences larger fluctuations and is considered to be riskier than PDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
RNP vs. PDI - Financials Comparison
This section allows you to compare key financial metrics between Cohen & Steers REIT and Preferred Income Fund, Inc. and PIMCO Dynamic Income Fund. 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