RQI vs. HQH
RQI (Cohen & Steers Quality Income Realty Fund) and HQH (Tekla Healthcare Investors) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, RQI returned 7.83%/yr vs 8.60%/yr for HQH. At a 0.40 correlation, their price movements are largely independent.
Performance
RQI vs. HQH - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RQI achieves a 12.82% return, which is significantly lower than HQH's 15.08% return. Over the past 10 years, RQI has underperformed HQH with an annualized return of 7.83%, while HQH has yielded a comparatively higher 8.60% annualized return.
RQI
- 1D
- 0.49%
- 1M
- -6.65%
- YTD
- 12.82%
- 6M
- 13.49%
- 1Y
- 8.43%
- 3Y*
- 12.66%
- 5Y*
- 3.69%
- 10Y*
- 7.83%
HQH
- 1D
- 1.29%
- 1M
- 5.19%
- YTD
- 15.08%
- 6M
- 13.64%
- 1Y
- 53.16%
- 3Y*
- 19.40%
- 5Y*
- 6.69%
- 10Y*
- 8.60%
RQI vs. HQH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RQI Cohen & Steers Quality Income Realty Fund | 12.82% | 2.07% | 8.04% | 15.74% | -31.07% | 56.64% | -9.28% | 54.62% | -11.11% | 11.73% |
HQH Tekla Healthcare Investors | 15.08% | 34.12% | 10.22% | 1.22% | -17.27% | 7.99% | 24.82% | 26.80% | -13.08% | 15.97% |
Correlation
The correlation between RQI and HQH is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2002 | 0.40 |
The correlation between RQI and HQH shifts across timeframes, from 0.31 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
RQI:
$1.09
HQH:
$6.05
RQI:
11.38
HQH:
3.38
RQI:
4.61
HQH:
34.56
RQI:
$360.06M
HQH:
$32.46M
RQI:
$283.39M
HQH:
$27.34M
RQI:
$130.74M
HQH:
$173.45M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RQI vs. HQH — Risk / Return Rank
RQI
HQH
RQI vs. HQH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Quality Income Realty Fund (RQI) and Tekla Healthcare Investors (HQH). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RQI | HQH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.41 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 4.11 | -3.38 |
| Martin ratioReturn relative to average drawdown | 2.04 | 14.32 | -12.28 |
Loading charts...
Drawdowns
RQI vs. HQH - Drawdown Comparison
The maximum RQI drawdown since its inception was -91.59%, which is greater than HQH's maximum drawdown of -62.36%. Use the drawdown chart below to compare losses from any high point for RQI and HQH.
Loading charts...
Drawdown Indicators
| RQI | HQH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.59% | -62.36% | -29.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -13.01% | +1.27% |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | -21.14% | -1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -41.06% | -37.55% | -3.51% |
Max Drawdown (10Y)Largest decline over 10 years | -59.12% | -37.55% | -21.57% |
Current DrawdownCurrent decline from peak | -8.10% | 0.00% | -8.10% |
Average DrawdownAverage peak-to-trough decline | -17.90% | -21.02% | +3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.13% | 3.72% | +0.41% |
Volatility
RQI vs. HQH - Volatility Comparison
Cohen & Steers Quality Income Realty Fund (RQI) and Tekla Healthcare Investors (HQH) have volatilities of 6.20% and 5.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| RQI | HQH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 5.96% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 12.87% | 14.82% | -1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.91% | 20.49% | -4.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.01% | 19.62% | +3.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.98% | 21.51% | +5.47% |
Dividends
RQI vs. HQH - Dividend Comparison
RQI's dividend yield for the trailing twelve months is around 9.31%, less than HQH's 11.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HQH Tekla Healthcare Investors | 11.33% | 11.56% | 14.21% | 9.66% | 9.50% | 8.59% | 7.97% | 8.24% | 10.75% | 8.78% | 9.80% | 11.97% |
RQI Cohen & Steers Quality Income Realty Fund | 9.31% | 9.54% | 7.84% | 7.84% | 10.41% | 5.27% | 7.74% | 6.79% | 9.27% | 7.59% | 7.86% | 7.86% |
Financials
RQI vs. HQH - Financials Comparison
This section allows you to compare key financial metrics between Cohen & Steers Quality Income Realty Fund and Tekla Healthcare Investors. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
RQI and HQH have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RQI has higher volatility (6.20%) compared to HQH (5.96%). In terms of maximum drawdown, RQI dropped -91.59% vs HQH's -62.36%.
HQH currently has the higher Sharpe Ratio (2.61 vs 0.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for RQI and HQH
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer