RQI vs. O
RQI (Cohen & Steers Quality Income Realty Fund) and O (Realty Income Corporation) are both stocks. RQI operates in Asset Management (Financial Services), while O operates in REIT - Retail (Real Estate). Over the past 10 years, RQI returned 8.63%/yr vs 4.43%/yr for O. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
RQI vs. O - Performance Comparison
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Returns By Period
In the year-to-date period, RQI achieves a 20.21% return, which is significantly higher than O's 8.78% return. Over the past 10 years, RQI has outperformed O with an annualized return of 8.63%, while O has yielded a comparatively lower 4.43% annualized return.
RQI
- 1D
- -2.07%
- 1M
- -0.67%
- YTD
- 20.21%
- 6M
- 20.31%
- 1Y
- 16.20%
- 3Y*
- 14.43%
- 5Y*
- 4.39%
- 10Y*
- 8.63%
O
- 1D
- -1.36%
- 1M
- -2.66%
- YTD
- 8.78%
- 6M
- 7.49%
- 1Y
- 13.14%
- 3Y*
- 5.19%
- 5Y*
- 2.41%
- 10Y*
- 4.43%
RQI vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RQI Cohen & Steers Quality Income Realty Fund | 20.21% | 2.07% | 8.04% | 15.74% | -31.07% | 56.64% | -9.28% | 54.62% | -11.11% | 11.73% |
O Realty Income Corporation | 8.78% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
Correlation
The correlation between RQI and O is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2002 | 0.54 |
The correlation between RQI and O shifts across timeframes, from 0.54 (all time) to 0.65 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
RQI:
$1.09
O:
$1.17
RQI:
12.21
O:
51.10
RQI:
4.95
O:
6.91
RQI:
$360.06M
O:
$5.92B
RQI:
$283.39M
O:
$3.89B
RQI:
$130.74M
O:
$3.93B
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Return for Risk
RQI vs. O — Risk / Return Rank
RQI
O
RQI vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Quality Income Realty Fund (RQI) and Realty Income Corporation (O). 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 | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.14 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.19 | +0.20 |
| Martin ratioReturn relative to average drawdown | 4.12 | 2.93 | +1.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RQI | O | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.82 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.13 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.17 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.48 | -0.20 |
Drawdowns
RQI vs. O - Drawdown Comparison
The maximum RQI drawdown since its inception was -91.59%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for RQI and O.
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Drawdown Indicators
| RQI | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.59% | -48.45% | -43.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -11.10% | -0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | -26.49% | +4.06% |
Max Drawdown (5Y)Largest decline over 5 years | -41.06% | -34.48% | -6.58% |
Max Drawdown (10Y)Largest decline over 10 years | -59.12% | -48.28% | -10.84% |
Current DrawdownCurrent decline from peak | -2.07% | -10.00% | +7.93% |
Average DrawdownAverage peak-to-trough decline | -17.92% | -9.21% | -8.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.94% | 4.50% | -0.56% |
Volatility
RQI vs. O - Volatility Comparison
Cohen & Steers Quality Income Realty Fund (RQI) and Realty Income Corporation (O) have volatilities of 4.95% and 4.81%, 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.
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Volatility by Period
| RQI | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 4.81% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.95% | 11.89% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.23% | 16.10% | -0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.99% | 18.89% | +4.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.95% | 25.64% | +1.31% |
Dividends
RQI vs. O - Dividend Comparison
RQI's dividend yield for the trailing twelve months is around 8.60%, more than O's 5.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 5.39% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
RQI Cohen & Steers Quality Income Realty Fund | 8.60% | 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. O - Financials Comparison
This section allows you to compare key financial metrics between Cohen & Steers Quality Income Realty Fund and Realty Income 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.
Total Revenue: Total amount of money received from sales and other business activities
RQI vs. O - Profitability Comparison
RQI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cohen & Steers Quality Income Realty Fund reported a gross profit of 43.68M and revenue of 55.28M. Therefore, the gross margin over that period was 79.0%.
O - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported a gross profit of 0.00 and revenue of 1.55B. Therefore, the gross margin over that period was 0.0%.
RQI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cohen & Steers Quality Income Realty Fund reported an operating income of -10.03M and revenue of 55.28M, resulting in an operating margin of -18.2%.
O - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported an operating income of 0.00 and revenue of 1.55B, resulting in an operating margin of 0.0%.
RQI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cohen & Steers Quality Income Realty Fund reported a net income of -27.67M and revenue of 55.28M, resulting in a net margin of -50.1%.
O - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported a net income of -9.17M and revenue of 1.55B, resulting in a net margin of -0.6%.
Frequently Asked Questions
RQI and O have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RQI has higher volatility (4.95%) compared to O (4.81%). In terms of maximum drawdown, RQI dropped -91.59% vs O's -48.45%.
RQI currently has the higher Sharpe Ratio (1.07 vs 0.82), 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.
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