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

Correlation

The correlation between RQI and RLTY is 0.49, 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. RLTY - Performance Comparison

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

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Key characteristics

Sharpe Ratio

RQI:

0.66

RLTY:

0.88

Sortino Ratio

RQI:

1.11

RLTY:

1.36

Omega Ratio

RQI:

1.15

RLTY:

1.19

Calmar Ratio

RQI:

0.62

RLTY:

0.99

Martin Ratio

RQI:

2.18

RLTY:

2.69

Ulcer Index

RQI:

7.45%

RLTY:

7.63%

Daily Std Dev

RQI:

21.17%

RLTY:

21.57%

Max Drawdown

RQI:

-91.64%

RLTY:

-35.45%

Current Drawdown

RQI:

-10.71%

RLTY:

-8.40%

Fundamentals

Returns By Period

In the year-to-date period, RQI achieves a 3.58% return, which is significantly lower than RLTY's 6.37% return.


RQI

YTD

3.58%

1M

5.91%

6M

-1.59%

1Y

13.86%

5Y*

16.08%

10Y*

8.73%

RLTY

YTD

6.37%

1M

6.56%

6M

0.57%

1Y

18.72%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

RQI vs. RLTY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RQI
The Risk-Adjusted Performance Rank of RQI is 7272
Overall Rank
The Sharpe Ratio Rank of RQI is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of RQI is 6969
Sortino Ratio Rank
The Omega Ratio Rank of RQI is 6868
Omega Ratio Rank
The Calmar Ratio Rank of RQI is 7676
Calmar Ratio Rank
The Martin Ratio Rank of RQI is 7474
Martin Ratio Rank

RLTY
The Risk-Adjusted Performance Rank of RLTY is 7878
Overall Rank
The Sharpe Ratio Rank of RLTY is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of RLTY is 7474
Sortino Ratio Rank
The Omega Ratio Rank of RLTY is 7575
Omega Ratio Rank
The Calmar Ratio Rank of RLTY is 8383
Calmar Ratio Rank
The Martin Ratio Rank of RLTY is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RQI vs. RLTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Quality Income Realty Fund (RQI) and Cohen & Steers Real Estate Opportunities & Income Fund (RLTY). 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.


The current RQI Sharpe Ratio is 0.66, which is comparable to the RLTY Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of RQI and RLTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

RQI vs. RLTY - Dividend Comparison

RQI's dividend yield for the trailing twelve months is around 7.82%, less than RLTY's 8.71% yield.


TTM20242023202220212020201920182017201620152014
RQI
Cohen & Steers Quality Income Realty Fund
7.82%7.84%7.84%10.41%5.27%7.74%6.79%9.27%7.59%7.86%7.86%6.23%
RLTY
Cohen & Steers Real Estate Opportunities & Income Fund
8.71%8.93%9.18%6.94%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RQI vs. RLTY - Drawdown Comparison

The maximum RQI drawdown since its inception was -91.64%, which is greater than RLTY's maximum drawdown of -35.45%. Use the drawdown chart below to compare losses from any high point for RQI and RLTY. For additional features, visit the drawdowns tool.


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Volatility

RQI vs. RLTY - Volatility Comparison

Cohen & Steers Quality Income Realty Fund (RQI) has a higher volatility of 5.12% compared to Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) at 4.75%. This indicates that RQI's price experiences larger fluctuations and is considered to be riskier than RLTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

RQI vs. RLTY - Financials Comparison

This section allows you to compare key financial metrics between Cohen & Steers Quality Income Realty Fund and Cohen & Steers Real Estate Opportunities & Income 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


(RQI) Total Revenue
(RLTY) Total Revenue
Values in USD except per share items