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RNP vs. RQI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RNP and RQI is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

RNP vs. RQI - 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 Cohen & Steers Quality Income Realty Fund (RQI). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
545.17%
535.96%
RNP
RQI

Key characteristics

Sharpe Ratio

RNP:

0.81

RQI:

0.60

Sortino Ratio

RNP:

1.20

RQI:

0.94

Omega Ratio

RNP:

1.15

RQI:

1.12

Calmar Ratio

RNP:

0.74

RQI:

0.44

Martin Ratio

RNP:

3.77

RQI:

2.25

Ulcer Index

RNP:

3.79%

RQI:

5.51%

Daily Std Dev

RNP:

17.64%

RQI:

20.49%

Max Drawdown

RNP:

-87.10%

RQI:

-91.64%

Current Drawdown

RNP:

-11.98%

RQI:

-14.22%

Fundamentals

Returns By Period

In the year-to-date period, RNP achieves a 12.24% return, which is significantly higher than RQI's 7.51% return. Over the past 10 years, RNP has outperformed RQI with an annualized return of 9.31%, while RQI has yielded a comparatively lower 8.35% annualized return.


RNP

YTD

12.24%

1M

-6.69%

6M

8.33%

1Y

14.57%

5Y*

6.17%

10Y*

9.31%

RQI

YTD

7.51%

1M

-7.73%

6M

10.92%

1Y

12.09%

5Y*

4.44%

10Y*

8.35%

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Risk-Adjusted Performance

RNP vs. RQI - 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 Cohen & Steers Quality Income Realty Fund (RQI). 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.


Sharpe ratio
The chart of Sharpe ratio for RNP, currently valued at 0.81, compared to the broader market-4.00-2.000.002.000.810.60
The chart of Sortino ratio for RNP, currently valued at 1.20, compared to the broader market-4.00-2.000.002.004.001.200.94
The chart of Omega ratio for RNP, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.12
The chart of Calmar ratio for RNP, currently valued at 0.74, compared to the broader market0.002.004.006.000.740.44
The chart of Martin ratio for RNP, currently valued at 3.77, compared to the broader market-5.000.005.0010.0015.0020.0025.003.772.25
RNP
RQI

The current RNP Sharpe Ratio is 0.81, which is higher than the RQI Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of RNP and RQI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.81
0.60
RNP
RQI

Dividends

RNP vs. RQI - Dividend Comparison

RNP's dividend yield for the trailing twelve months is around 7.78%, less than RQI's 7.88% yield.


TTM20232022202120202019201820172016201520142013
RNP
Cohen & Steers REIT and Preferred Income Fund, Inc.
7.78%8.10%13.26%5.20%6.52%6.25%8.36%7.00%7.75%8.03%6.79%7.64%
RQI
Cohen & Steers Quality Income Realty Fund
7.88%7.84%10.41%5.27%7.74%6.79%9.27%7.59%7.86%7.86%6.23%7.59%

Drawdowns

RNP vs. RQI - Drawdown Comparison

The maximum RNP drawdown since its inception was -87.10%, roughly equal to the maximum RQI drawdown of -91.64%. Use the drawdown chart below to compare losses from any high point for RNP and RQI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.98%
-14.22%
RNP
RQI

Volatility

RNP vs. RQI - Volatility Comparison

The current volatility for Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) is 5.29%, while Cohen & Steers Quality Income Realty Fund (RQI) has a volatility of 6.42%. This indicates that RNP experiences smaller price fluctuations and is considered to be less risky than RQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.29%
6.42%
RNP
RQI

Financials

RNP vs. RQI - Financials Comparison

This section allows you to compare key financial metrics between Cohen & Steers REIT and Preferred Income Fund, Inc. and Cohen & Steers Quality Income Realty 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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