PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RQI vs. SDIV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RQI and SDIV is 0.55, 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.


-0.50.00.51.00.6

Performance

RQI vs. SDIV - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
11.49%
-0.20%
RQI
SDIV

Key characteristics

Sharpe Ratio

RQI:

0.61

SDIV:

0.14

Sortino Ratio

RQI:

0.95

SDIV:

0.28

Omega Ratio

RQI:

1.12

SDIV:

1.03

Calmar Ratio

RQI:

0.44

SDIV:

0.04

Martin Ratio

RQI:

2.22

SDIV:

0.46

Ulcer Index

RQI:

5.63%

SDIV:

4.40%

Daily Std Dev

RQI:

20.49%

SDIV:

14.28%

Max Drawdown

RQI:

-91.64%

SDIV:

-56.90%

Current Drawdown

RQI:

-13.09%

SDIV:

-39.94%

Returns By Period

In the year-to-date period, RQI achieves a 8.92% return, which is significantly higher than SDIV's 1.69% return. Over the past 10 years, RQI has outperformed SDIV with an annualized return of 8.45%, while SDIV has yielded a comparatively lower -3.38% annualized return.


RQI

YTD

8.92%

1M

-8.92%

6M

12.37%

1Y

12.51%

5Y*

4.41%

10Y*

8.45%

SDIV

YTD

1.69%

1M

-3.00%

6M

-0.56%

1Y

2.04%

5Y*

-8.30%

10Y*

-3.38%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

RQI vs. SDIV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Quality Income Realty Fund (RQI) and Global X SuperDividend ETF (SDIV). 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.


Sharpe ratio
The chart of Sharpe ratio for RQI, currently valued at 0.61, compared to the broader market-4.00-2.000.002.000.610.14
The chart of Sortino ratio for RQI, currently valued at 0.95, compared to the broader market-4.00-2.000.002.004.000.950.28
The chart of Omega ratio for RQI, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.03
The chart of Calmar ratio for RQI, currently valued at 0.44, compared to the broader market0.002.004.006.000.440.04
The chart of Martin ratio for RQI, currently valued at 2.22, compared to the broader market0.0010.0020.002.220.46
RQI
SDIV

The current RQI Sharpe Ratio is 0.61, which is higher than the SDIV Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of RQI and SDIV, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.61
0.14
RQI
SDIV

Dividends

RQI vs. SDIV - Dividend Comparison

RQI's dividend yield for the trailing twelve months is around 7.78%, less than SDIV's 11.30% yield.


TTM20232022202120202019201820172016201520142013
RQI
Cohen & Steers Quality Income Realty Fund
7.78%7.84%10.41%5.27%7.74%6.79%9.27%7.59%7.86%7.86%6.23%7.59%
SDIV
Global X SuperDividend ETF
11.30%11.73%14.17%8.95%7.96%8.74%9.22%6.66%6.95%7.33%6.45%6.89%

Drawdowns

RQI vs. SDIV - Drawdown Comparison

The maximum RQI drawdown since its inception was -91.64%, which is greater than SDIV's maximum drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for RQI and SDIV. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.09%
-39.94%
RQI
SDIV

Volatility

RQI vs. SDIV - Volatility Comparison

Cohen & Steers Quality Income Realty Fund (RQI) has a higher volatility of 6.15% compared to Global X SuperDividend ETF (SDIV) at 3.92%. This indicates that RQI's price experiences larger fluctuations and is considered to be riskier than SDIV 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%JulyAugustSeptemberOctoberNovemberDecember
6.15%
3.92%
RQI
SDIV
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab