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

Key characteristics


RQIRNP
YTD Return15.11%19.82%
1Y Return44.06%44.59%
3Y Return (Ann)-0.41%2.56%
5Y Return (Ann)6.24%7.41%
10Y Return (Ann)9.66%10.50%
Sharpe Ratio1.972.36
Sortino Ratio2.753.27
Omega Ratio1.351.41
Calmar Ratio1.181.46
Martin Ratio8.6914.86
Ulcer Index4.94%2.99%
Daily Std Dev21.74%18.79%
Max Drawdown-91.64%-87.10%
Current Drawdown-8.15%-6.04%

Fundamentals


RQIRNP

Correlation

-0.50.00.51.00.7

The correlation between RQI and RNP is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

RQI vs. RNP - Performance Comparison

In the year-to-date period, RQI achieves a 15.11% return, which is significantly lower than RNP's 19.82% return. Over the past 10 years, RQI has underperformed RNP with an annualized return of 9.66%, while RNP has yielded a comparatively higher 10.50% 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%
14.37%
RQI
RNP

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Risk-Adjusted Performance

RQI vs. RNP - 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 REIT and Preferred Income Fund, Inc. (RNP). 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
RNP
Sharpe ratio
The chart of Sharpe ratio for RNP, currently valued at 2.36, compared to the broader market-4.00-2.000.002.004.002.36
Sortino ratio
The chart of Sortino ratio for RNP, currently valued at 3.27, compared to the broader market-4.00-2.000.002.004.006.003.27
Omega ratio
The chart of Omega ratio for RNP, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for RNP, currently valued at 1.46, compared to the broader market0.002.004.006.001.46
Martin ratio
The chart of Martin ratio for RNP, currently valued at 14.86, compared to the broader market0.0010.0020.0030.0014.86

RQI vs. RNP - Sharpe Ratio Comparison

The current RQI Sharpe Ratio is 1.97, which is comparable to the RNP Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of RQI and RNP, 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
2.36
RQI
RNP

Dividends

RQI vs. RNP - Dividend Comparison

RQI's dividend yield for the trailing twelve months is around 7.93%, more than RNP's 7.85% 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%
RNP
Cohen & Steers REIT and Preferred Income Fund, Inc.
7.85%8.10%13.26%5.20%6.52%6.25%8.36%7.00%7.75%8.03%6.79%7.64%

Drawdowns

RQI vs. RNP - Drawdown Comparison

The maximum RQI drawdown since its inception was -91.64%, which is greater than RNP's maximum drawdown of -87.10%. Use the drawdown chart below to compare losses from any high point for RQI and RNP. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.15%
-6.04%
RQI
RNP

Volatility

RQI vs. RNP - Volatility Comparison

Cohen & Steers Quality Income Realty Fund (RQI) has a higher volatility of 7.05% compared to Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) at 5.87%. This indicates that RQI's price experiences larger fluctuations and is considered to be riskier than RNP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.05%
5.87%
RQI
RNP

Financials

RQI vs. RNP - Financials Comparison

This section allows you to compare key financial metrics between Cohen & Steers Quality Income Realty Fund and Cohen & Steers REIT and Preferred Income Fund, Inc.. 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