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RNP vs. PFFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RNP and PFFR is 0.38, 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. PFFR - 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 InfraCap REIT Preferred ETF (PFFR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RNP:

0.59

PFFR:

0.91

Sortino Ratio

RNP:

1.00

PFFR:

1.36

Omega Ratio

RNP:

1.14

PFFR:

1.18

Calmar Ratio

RNP:

0.79

PFFR:

0.74

Martin Ratio

RNP:

1.96

PFFR:

2.12

Ulcer Index

RNP:

6.56%

PFFR:

3.92%

Daily Std Dev

RNP:

19.37%

PFFR:

8.79%

Max Drawdown

RNP:

-87.10%

PFFR:

-53.02%

Current Drawdown

RNP:

-8.56%

PFFR:

-5.14%

Returns By Period

In the year-to-date period, RNP achieves a 4.24% return, which is significantly higher than PFFR's 1.10% return.


RNP

YTD

4.24%

1M

3.94%

6M

-2.93%

1Y

11.31%

5Y*

14.71%

10Y*

9.55%

PFFR

YTD

1.10%

1M

5.37%

6M

-1.85%

1Y

7.99%

5Y*

6.20%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

RNP vs. PFFR — Risk-Adjusted Performance Rank

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

RNP
The Risk-Adjusted Performance Rank of RNP is 7171
Overall Rank
The Sharpe Ratio Rank of RNP is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of RNP is 6565
Sortino Ratio Rank
The Omega Ratio Rank of RNP is 6565
Omega Ratio Rank
The Calmar Ratio Rank of RNP is 8080
Calmar Ratio Rank
The Martin Ratio Rank of RNP is 7272
Martin Ratio Rank

PFFR
The Risk-Adjusted Performance Rank of PFFR is 7272
Overall Rank
The Sharpe Ratio Rank of PFFR is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFR is 7878
Sortino Ratio Rank
The Omega Ratio Rank of PFFR is 7474
Omega Ratio Rank
The Calmar Ratio Rank of PFFR is 7070
Calmar Ratio Rank
The Martin Ratio Rank of PFFR is 5858
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.

RNP vs. PFFR - 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 InfraCap REIT Preferred ETF (PFFR). 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 RNP Sharpe Ratio is 0.59, which is lower than the PFFR Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of RNP and PFFR, 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

RNP vs. PFFR - Dividend Comparison

RNP's dividend yield for the trailing twelve months is around 7.74%, less than PFFR's 7.90% yield.


TTM20242023202220212020201920182017201620152014
RNP
Cohen & Steers REIT and Preferred Income Fund, Inc.
7.74%7.81%8.10%13.26%5.20%6.52%6.25%8.36%7.00%7.75%8.03%6.79%
PFFR
InfraCap REIT Preferred ETF
7.90%7.78%7.72%9.65%6.08%6.11%5.77%6.48%5.12%0.00%0.00%0.00%

Drawdowns

RNP vs. PFFR - Drawdown Comparison

The maximum RNP drawdown since its inception was -87.10%, which is greater than PFFR's maximum drawdown of -53.02%. Use the drawdown chart below to compare losses from any high point for RNP and PFFR. For additional features, visit the drawdowns tool.


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Volatility

RNP vs. PFFR - Volatility Comparison

Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) has a higher volatility of 4.33% compared to InfraCap REIT Preferred ETF (PFFR) at 1.75%. This indicates that RNP's price experiences larger fluctuations and is considered to be riskier than PFFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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