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

Correlation

The correlation between RNP and VOO 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.


-0.50.00.51.00.5

Performance

RNP vs. VOO - 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 S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

400.00%450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
419.95%
602.93%
RNP
VOO

Key characteristics

Sharpe Ratio

RNP:

0.81

VOO:

2.25

Sortino Ratio

RNP:

1.20

VOO:

2.98

Omega Ratio

RNP:

1.15

VOO:

1.42

Calmar Ratio

RNP:

0.74

VOO:

3.31

Martin Ratio

RNP:

3.77

VOO:

14.77

Ulcer Index

RNP:

3.79%

VOO:

1.90%

Daily Std Dev

RNP:

17.64%

VOO:

12.46%

Max Drawdown

RNP:

-87.10%

VOO:

-33.99%

Current Drawdown

RNP:

-11.98%

VOO:

-2.47%

Returns By Period

In the year-to-date period, RNP achieves a 12.24% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, RNP has underperformed VOO with an annualized return of 9.31%, while VOO has yielded a comparatively higher 13.08% annualized return.


RNP

YTD

12.24%

1M

-6.69%

6M

8.33%

1Y

14.57%

5Y*

6.17%

10Y*

9.31%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

RNP vs. VOO - 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 S&P 500 ETF (VOO). 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-4.00-2.000.002.000.812.25
The chart of Sortino ratio for RNP, currently valued at 1.20, compared to the broader market-4.00-2.000.002.004.001.202.98
The chart of Omega ratio for RNP, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.42
The chart of Calmar ratio for RNP, currently valued at 0.74, compared to the broader market0.002.004.006.000.743.31
The chart of Martin ratio for RNP, currently valued at 3.77, compared to the broader market-5.000.005.0010.0015.0020.0025.003.7714.77
RNP
VOO

The current RNP Sharpe Ratio is 0.81, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of RNP and VOO, 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
0.81
2.25
RNP
VOO

Dividends

RNP vs. VOO - Dividend Comparison

RNP's dividend yield for the trailing twelve months is around 7.78%, more than VOO's 0.91% 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%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

RNP vs. VOO - Drawdown Comparison

The maximum RNP drawdown since its inception was -87.10%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RNP and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.98%
-2.47%
RNP
VOO

Volatility

RNP vs. VOO - Volatility Comparison

Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) has a higher volatility of 5.29% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that RNP's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.29%
3.75%
RNP
VOO
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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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