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

Correlation

The correlation between RQI and AOD is 0.54, 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

RQI vs. AOD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Quality Income Realty Fund (RQI) and Abrdn Total Dynamic Dividend Fund (AOD). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
11.77%
9.63%
RQI
AOD

Key characteristics

Sharpe Ratio

RQI:

0.53

AOD:

1.52

Sortino Ratio

RQI:

0.85

AOD:

2.08

Omega Ratio

RQI:

1.11

AOD:

1.28

Calmar Ratio

RQI:

0.39

AOD:

1.74

Martin Ratio

RQI:

1.92

AOD:

9.83

Ulcer Index

RQI:

5.68%

AOD:

1.93%

Daily Std Dev

RQI:

20.43%

AOD:

12.44%

Max Drawdown

RQI:

-91.64%

AOD:

-72.26%

Current Drawdown

RQI:

-12.88%

AOD:

-2.19%

Fundamentals

Returns By Period

In the year-to-date period, RQI achieves a 9.19% return, which is significantly lower than AOD's 18.69% return. Over the past 10 years, RQI has underperformed AOD with an annualized return of 8.39%, while AOD has yielded a comparatively higher 8.86% annualized return.


RQI

YTD

9.19%

1M

-8.96%

6M

11.76%

1Y

8.74%

5Y*

4.45%

10Y*

8.39%

AOD

YTD

18.69%

1M

0.23%

6M

9.63%

1Y

18.66%

5Y*

8.37%

10Y*

8.86%

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Risk-Adjusted Performance

RQI vs. AOD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Quality Income Realty Fund (RQI) and Abrdn Total Dynamic Dividend Fund (AOD). 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 RQI, currently valued at 0.53, compared to the broader market-4.00-2.000.002.000.531.52
The chart of Sortino ratio for RQI, currently valued at 0.85, compared to the broader market-4.00-2.000.002.004.000.852.08
The chart of Omega ratio for RQI, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.28
The chart of Calmar ratio for RQI, currently valued at 0.39, compared to the broader market0.002.004.006.000.391.74
The chart of Martin ratio for RQI, currently valued at 1.92, compared to the broader market0.0010.0020.001.929.83
RQI
AOD

The current RQI Sharpe Ratio is 0.53, which is lower than the AOD Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of RQI and AOD, 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
0.53
1.52
RQI
AOD

Dividends

RQI vs. AOD - Dividend Comparison

RQI's dividend yield for the trailing twelve months is around 7.76%, less than AOD's 9.93% yield.


TTM20232022202120202019201820172016201520142013
RQI
Cohen & Steers Quality Income Realty Fund
7.76%7.84%10.41%5.27%7.74%6.79%9.27%7.59%7.86%7.86%6.23%7.59%
AOD
Abrdn Total Dynamic Dividend Fund
9.93%8.64%8.92%6.81%7.86%7.78%9.65%7.35%9.18%9.01%8.06%8.40%

Drawdowns

RQI vs. AOD - Drawdown Comparison

The maximum RQI drawdown since its inception was -91.64%, which is greater than AOD's maximum drawdown of -72.26%. Use the drawdown chart below to compare losses from any high point for RQI and AOD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.88%
-2.19%
RQI
AOD

Volatility

RQI vs. AOD - Volatility Comparison

Cohen & Steers Quality Income Realty Fund (RQI) has a higher volatility of 6.16% compared to Abrdn Total Dynamic Dividend Fund (AOD) at 3.81%. This indicates that RQI's price experiences larger fluctuations and is considered to be riskier than AOD 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%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.16%
3.81%
RQI
AOD

Financials

RQI vs. AOD - Financials Comparison

This section allows you to compare key financial metrics between Cohen & Steers Quality Income Realty Fund and Abrdn Total Dynamic Dividend 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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