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

Key characteristics


RQIARCC
YTD Return15.11%15.25%
1Y Return44.06%20.64%
3Y Return (Ann)-0.41%11.19%
5Y Return (Ann)6.24%13.32%
10Y Return (Ann)9.66%13.09%
Sharpe Ratio1.971.81
Sortino Ratio2.752.55
Omega Ratio1.351.33
Calmar Ratio1.182.96
Martin Ratio8.6912.55
Ulcer Index4.94%1.64%
Daily Std Dev21.74%11.38%
Max Drawdown-91.64%-79.36%
Current Drawdown-8.15%-0.87%

Fundamentals


RQIARCC

Correlation

-0.50.00.51.00.4

The correlation between RQI and ARCC is 0.43, 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

RQI vs. ARCC - Performance Comparison

The year-to-date returns for both investments are quite close, with RQI having a 15.11% return and ARCC slightly higher at 15.25%. Over the past 10 years, RQI has underperformed ARCC with an annualized return of 9.66%, while ARCC has yielded a comparatively higher 13.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
18.86%
6.12%
RQI
ARCC

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Risk-Adjusted Performance

RQI vs. ARCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Quality Income Realty Fund (RQI) and Ares Capital Corporation (ARCC). 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.


RQI
Sharpe ratio
The chart of Sharpe ratio for RQI, currently valued at 1.97, compared to the broader market-4.00-2.000.002.004.001.97
Sortino ratio
The chart of Sortino ratio for RQI, currently valued at 2.75, compared to the broader market-4.00-2.000.002.004.006.002.75
Omega ratio
The chart of Omega ratio for RQI, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for RQI, currently valued at 1.18, compared to the broader market0.002.004.006.001.18
Martin ratio
The chart of Martin ratio for RQI, currently valued at 8.69, compared to the broader market0.0010.0020.0030.008.69
ARCC
Sharpe ratio
The chart of Sharpe ratio for ARCC, currently valued at 1.81, compared to the broader market-4.00-2.000.002.004.001.81
Sortino ratio
The chart of Sortino ratio for ARCC, currently valued at 2.55, compared to the broader market-4.00-2.000.002.004.006.002.55
Omega ratio
The chart of Omega ratio for ARCC, currently valued at 1.33, compared to the broader market0.501.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ARCC, currently valued at 2.96, compared to the broader market0.002.004.006.002.96
Martin ratio
The chart of Martin ratio for ARCC, currently valued at 12.55, compared to the broader market0.0010.0020.0030.0012.55

RQI vs. ARCC - Sharpe Ratio Comparison

The current RQI Sharpe Ratio is 1.97, which is comparable to the ARCC Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of RQI and ARCC, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.97
1.81
RQI
ARCC

Dividends

RQI vs. ARCC - Dividend Comparison

RQI's dividend yield for the trailing twelve months is around 7.93%, less than ARCC's 8.92% yield.


TTM20232022202120202019201820172016201520142013
RQI
Cohen & Steers Quality Income Realty Fund
7.93%7.84%10.41%5.27%7.74%6.79%9.27%7.59%7.86%7.86%6.23%7.59%
ARCC
Ares Capital Corporation
8.92%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%10.06%8.84%

Drawdowns

RQI vs. ARCC - Drawdown Comparison

The maximum RQI drawdown since its inception was -91.64%, which is greater than ARCC's maximum drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for RQI and ARCC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.15%
-0.87%
RQI
ARCC

Volatility

RQI vs. ARCC - Volatility Comparison

Cohen & Steers Quality Income Realty Fund (RQI) has a higher volatility of 7.05% compared to Ares Capital Corporation (ARCC) at 3.27%. This indicates that RQI's price experiences larger fluctuations and is considered to be riskier than ARCC 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%JuneJulyAugustSeptemberOctoberNovember
7.05%
3.27%
RQI
ARCC

Financials

RQI vs. ARCC - Financials Comparison

This section allows you to compare key financial metrics between Cohen & Steers Quality Income Realty Fund and Ares Capital Corporation. 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