RNP vs. RMT
Compare and contrast key facts about Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) and Royce Micro-Cap Trust, Inc. (RMT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RNP or RMT.
Key characteristics
| RNP | RMT | |
|---|---|---|
| YTD Return | 20.13% | 15.66% |
| 1Y Return | 37.49% | 33.19% |
| 3Y Return (Ann) | 2.64% | 2.25% |
| 5Y Return (Ann) | 7.44% | 13.02% |
| 10Y Return (Ann) | 10.52% | 9.27% |
| Sharpe Ratio | 2.39 | 1.79 |
| Sortino Ratio | 3.30 | 2.49 |
| Omega Ratio | 1.41 | 1.30 |
| Calmar Ratio | 1.69 | 1.78 |
| Martin Ratio | 14.94 | 9.96 |
| Ulcer Index | 3.01% | 3.78% |
| Daily Std Dev | 18.79% | 21.02% |
| Max Drawdown | -87.10% | -73.93% |
| Current Drawdown | -5.79% | -2.32% |
Fundamentals
| RNP | RMT |
|---|
Correlation
The correlation between RNP and RMT 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
RNP vs. RMT - Performance Comparison
In the year-to-date period, RNP achieves a 20.13% return, which is significantly higher than RMT's 15.66% return. Over the past 10 years, RNP has outperformed RMT with an annualized return of 10.52%, while RMT has yielded a comparatively lower 9.27% 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. RMT - 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 Royce Micro-Cap Trust, Inc. (RMT). 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. RMT - Dividend Comparison
RNP's dividend yield for the trailing twelve months is around 7.23%, less than RMT's 7.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RNP Cohen & Steers REIT and Preferred Income Fund, Inc. | 7.23% | 8.10% | 13.26% | 5.20% | 6.52% | 6.25% | 8.36% | 7.00% | 7.75% | 8.03% | 6.79% | 7.64% |
RMT Royce Micro-Cap Trust, Inc. | 7.43% | 8.01% | 10.94% | 7.27% | 6.03% | 7.96% | 10.11% | 7.31% | 7.84% | 17.36% | 28.77% | 10.94% |
Drawdowns
RNP vs. RMT - Drawdown Comparison
The maximum RNP drawdown since its inception was -87.10%, which is greater than RMT's maximum drawdown of -73.93%. Use the drawdown chart below to compare losses from any high point for RNP and RMT. For additional features, visit the drawdowns tool.
Volatility
RNP vs. RMT - Volatility Comparison
The current volatility for Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) is 5.68%, while Royce Micro-Cap Trust, Inc. (RMT) has a volatility of 7.03%. This indicates that RNP experiences smaller price fluctuations and is considered to be less risky than RMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
RNP vs. RMT - Financials Comparison
This section allows you to compare key financial metrics between Cohen & Steers REIT and Preferred Income Fund, Inc. and Royce Micro-Cap Trust, 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