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

Correlation

The correlation between RNP and VNQ is 0.55, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

RNP vs. VNQ - 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 Vanguard Real Estate ETF (VNQ). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%550.00%NovemberDecember2025FebruaryMarchApril
502.17%
325.43%
RNP
VNQ

Key characteristics

Sharpe Ratio

RNP:

0.68

VNQ:

0.70

Sortino Ratio

RNP:

1.02

VNQ:

1.05

Omega Ratio

RNP:

1.14

VNQ:

1.14

Calmar Ratio

RNP:

0.79

VNQ:

0.51

Martin Ratio

RNP:

2.10

VNQ:

2.38

Ulcer Index

RNP:

6.33%

VNQ:

5.31%

Daily Std Dev

RNP:

19.68%

VNQ:

18.16%

Max Drawdown

RNP:

-87.10%

VNQ:

-73.07%

Current Drawdown

RNP:

-9.52%

VNQ:

-14.68%

Returns By Period

In the year-to-date period, RNP achieves a 3.14% return, which is significantly higher than VNQ's -1.32% return. Over the past 10 years, RNP has outperformed VNQ with an annualized return of 9.34%, while VNQ has yielded a comparatively lower 4.91% annualized return.


RNP

YTD

3.14%

1M

-2.87%

6M

-6.82%

1Y

14.57%

5Y*

12.54%

10Y*

9.34%

VNQ

YTD

-1.32%

1M

-3.14%

6M

-7.30%

1Y

13.04%

5Y*

6.98%

10Y*

4.91%

*Annualized

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Risk-Adjusted Performance

RNP vs. VNQ — 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 7373
Overall Rank
The Sharpe Ratio Rank of RNP is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of RNP is 6767
Sortino Ratio Rank
The Omega Ratio Rank of RNP is 6767
Omega Ratio Rank
The Calmar Ratio Rank of RNP is 8181
Calmar Ratio Rank
The Martin Ratio Rank of RNP is 7474
Martin Ratio Rank

VNQ
The Risk-Adjusted Performance Rank of VNQ is 6767
Overall Rank
The Sharpe Ratio Rank of VNQ is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQ is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VNQ is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VNQ is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VNQ is 6767
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. VNQ - 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 Vanguard Real Estate ETF (VNQ). 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 chart of Sharpe ratio for RNP, currently valued at 0.68, compared to the broader market-2.00-1.000.001.002.003.00
RNP: 0.68
VNQ: 0.70
The chart of Sortino ratio for RNP, currently valued at 1.02, compared to the broader market-6.00-4.00-2.000.002.004.00
RNP: 1.02
VNQ: 1.05
The chart of Omega ratio for RNP, currently valued at 1.14, compared to the broader market0.501.001.502.00
RNP: 1.14
VNQ: 1.14
The chart of Calmar ratio for RNP, currently valued at 0.79, compared to the broader market0.001.002.003.004.005.00
RNP: 0.79
VNQ: 0.51
The chart of Martin ratio for RNP, currently valued at 2.10, compared to the broader market-5.000.005.0010.0015.0020.00
RNP: 2.10
VNQ: 2.38

The current RNP Sharpe Ratio is 0.68, which is comparable to the VNQ Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of RNP and VNQ, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.68
0.70
RNP
VNQ

Dividends

RNP vs. VNQ - Dividend Comparison

RNP's dividend yield for the trailing twelve months is around 7.77%, more than VNQ's 4.18% yield.


TTM20242023202220212020201920182017201620152014
RNP
Cohen & Steers REIT and Preferred Income Fund, Inc.
7.77%7.81%8.10%13.26%5.20%6.52%6.25%8.36%7.00%7.75%8.03%6.79%
VNQ
Vanguard Real Estate ETF
4.18%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%

Drawdowns

RNP vs. VNQ - Drawdown Comparison

The maximum RNP drawdown since its inception was -87.10%, which is greater than VNQ's maximum drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for RNP and VNQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-9.52%
-14.68%
RNP
VNQ

Volatility

RNP vs. VNQ - Volatility Comparison

Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) has a higher volatility of 11.42% compared to Vanguard Real Estate ETF (VNQ) at 10.36%. This indicates that RNP's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.42%
10.36%
RNP
VNQ