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RNP vs. PFF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RNP vs. PFF - Performance Comparison

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

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RNP vs. PFF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RNP
Cohen & Steers REIT and Preferred Income Fund, Inc.
1.47%2.57%11.88%7.73%-19.95%32.84%3.31%43.14%-9.46%19.65%
PFF
iShares Preferred and Income Securities ETF
-1.42%4.87%7.24%9.22%-18.19%7.15%7.89%15.93%-4.64%8.10%

Returns By Period

In the year-to-date period, RNP achieves a 1.47% return, which is significantly higher than PFF's -1.42% return. Over the past 10 years, RNP has outperformed PFF with an annualized return of 8.61%, while PFF has yielded a comparatively lower 3.24% annualized return.


RNP

1D
1.49%
1M
-8.40%
YTD
1.47%
6M
-8.58%
1Y
-3.31%
3Y*
8.75%
5Y*
4.03%
10Y*
8.61%

PFF

1D
0.66%
1M
-3.37%
YTD
-1.42%
6M
-1.65%
1Y
4.61%
3Y*
5.39%
5Y*
1.02%
10Y*
3.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

RNP vs. PFF — Risk / Return Rank

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

RNP
RNP Risk / Return Rank: 3131
Overall Rank
RNP Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
RNP Sortino Ratio Rank: 2727
Sortino Ratio Rank
RNP Omega Ratio Rank: 2727
Omega Ratio Rank
RNP Calmar Ratio Rank: 3636
Calmar Ratio Rank
RNP Martin Ratio Rank: 3535
Martin Ratio Rank

PFF
PFF Risk / Return Rank: 3131
Overall Rank
PFF Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PFF Sortino Ratio Rank: 3030
Sortino Ratio Rank
PFF Omega Ratio Rank: 2828
Omega Ratio Rank
PFF Calmar Ratio Rank: 3535
Calmar Ratio Rank
PFF Martin Ratio Rank: 2929
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.

RNP vs. PFF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) and iShares Preferred and Income Securities ETF (PFF). 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.


RNPPFFDifference

Sharpe ratio

Return per unit of total volatility

-0.20

0.56

-0.76

Sortino ratio

Return per unit of downside risk

-0.16

0.82

-0.99

Omega ratio

Gain probability vs. loss probability

0.98

1.11

-0.13

Calmar ratio

Return relative to maximum drawdown

-0.21

0.80

-1.01

Martin ratio

Return relative to average drawdown

-0.48

2.28

-2.76

RNP vs. PFF - Sharpe Ratio Comparison

The current RNP Sharpe Ratio is -0.20, which is lower than the PFF Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of RNP and PFF, 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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Sharpe Ratios by Period


RNPPFFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

0.56

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.10

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.26

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.20

+0.10

Correlation

The correlation between RNP and PFF is 0.52, 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.


Dividends

RNP vs. PFF - Dividend Comparison

RNP's dividend yield for the trailing twelve months is around 8.26%, more than PFF's 5.97% yield.


TTM20252024202320222021202020192018201720162015
RNP
Cohen & Steers REIT and Preferred Income Fund, Inc.
8.26%8.22%7.81%8.10%13.26%5.20%6.52%6.25%8.36%7.00%7.75%8.03%
PFF
iShares Preferred and Income Securities ETF
5.97%6.30%6.32%6.63%6.01%4.45%4.79%5.31%6.32%5.59%5.85%5.76%

Drawdowns

RNP vs. PFF - Drawdown Comparison

The maximum RNP drawdown since its inception was -86.93%, which is greater than PFF's maximum drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for RNP and PFF.


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Drawdown Indicators


RNPPFFDifference

Max Drawdown

Largest peak-to-trough decline

-86.93%

-65.55%

-21.38%

Max Drawdown (1Y)

Largest decline over 1 year

-12.94%

-5.28%

-7.66%

Max Drawdown (5Y)

Largest decline over 5 years

-36.19%

-21.05%

-15.14%

Max Drawdown (10Y)

Largest decline over 10 years

-56.68%

-34.10%

-22.58%

Current Drawdown

Current decline from peak

-8.93%

-4.65%

-4.28%

Average Drawdown

Average peak-to-trough decline

-13.20%

-5.81%

-7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.72%

1.84%

+3.88%

Volatility

RNP vs. PFF - Volatility Comparison

Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) has a higher volatility of 5.09% compared to iShares Preferred and Income Securities ETF (PFF) at 2.59%. This indicates that RNP's price experiences larger fluctuations and is considered to be riskier than PFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RNPPFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

2.59%

+2.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

5.10%

+4.73%

Volatility (1Y)

Calculated over the trailing 1-year period

16.66%

8.32%

+8.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.82%

10.26%

+10.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.20%

12.63%

+11.57%