RQI vs. UTG
RQI (Cohen & Steers Quality Income Realty Fund) and UTG (Reaves Utility Income Trust) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, RQI returned 8.63%/yr vs 10.17%/yr for UTG. At a 0.45 correlation, their price movements are largely independent.
Performance
RQI vs. UTG - 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 UTG's 12.62% return. Over the past 10 years, RQI has underperformed UTG with an annualized return of 8.63%, while UTG has yielded a comparatively higher 10.17% 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%
UTG
- 1D
- -1.44%
- 1M
- -4.42%
- YTD
- 12.62%
- 6M
- 12.10%
- 1Y
- 23.24%
- 3Y*
- 22.14%
- 5Y*
- 10.59%
- 10Y*
- 10.17%
RQI vs. UTG - 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% |
UTG Reaves Utility Income Trust | 12.62% | 23.24% | 28.10% | 2.84% | -13.38% | 14.26% | -5.25% | 33.65% | 1.84% | 6.74% |
Correlation
The correlation between RQI and UTG is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2004 | 0.45 |
The correlation between RQI and UTG shifts across timeframes, from 0.39 (1 year) to 0.57 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
RQI:
$1.78B
UTG:
$3.63B
RQI:
$1.09
UTG:
$18.20
RQI:
12.21
UTG:
2.22
RQI:
4.95
UTG:
6.91
RQI:
1.10
UTG:
1.03
RQI:
$360.06M
UTG:
$525.39M
RQI:
$283.39M
UTG:
$228.88M
RQI:
$130.74M
UTG:
$1.71B
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Return for Risk
RQI vs. UTG — Risk / Return Rank
RQI
UTG
RQI vs. UTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Quality Income Realty Fund (RQI) and Reaves Utility Income Trust (UTG). 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 | UTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.24 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.39 | 2.01 | -0.63 |
| Martin ratioReturn relative to average drawdown | 4.12 | 4.46 | -0.35 |
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 | UTG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.39 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.63 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.47 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.48 | -0.19 |
Drawdowns
RQI vs. UTG - Drawdown Comparison
The maximum RQI drawdown since its inception was -91.59%, which is greater than UTG's maximum drawdown of -67.77%. Use the drawdown chart below to compare losses from any high point for RQI and UTG.
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Drawdown Indicators
| RQI | UTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.59% | -67.77% | -23.82% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -11.59% | -0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | -15.03% | -7.40% |
Max Drawdown (5Y)Largest decline over 5 years | -41.06% | -26.54% | -14.52% |
Max Drawdown (10Y)Largest decline over 10 years | -59.12% | -47.91% | -11.21% |
Current DrawdownCurrent decline from peak | -2.07% | -7.00% | +4.93% |
Average DrawdownAverage peak-to-trough decline | -17.92% | -8.74% | -9.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.94% | 5.22% | -1.28% |
Volatility
RQI vs. UTG - Volatility Comparison
The current volatility for Cohen & Steers Quality Income Realty Fund (RQI) is 4.95%, while Reaves Utility Income Trust (UTG) has a volatility of 6.24%. This indicates that RQI experiences smaller price fluctuations and is considered to be less risky than UTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RQI | UTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 6.24% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 11.95% | 12.95% | -1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.23% | 16.83% | -1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.99% | 16.84% | +6.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.95% | 21.61% | +5.34% |
Dividends
RQI vs. UTG - Dividend Comparison
RQI's dividend yield for the trailing twelve months is around 8.60%, more than UTG's 5.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UTG Reaves Utility Income Trust | 5.91% | 6.42% | 7.19% | 8.53% | 8.07% | 6.35% | 6.59% | 5.69% | 6.86% | 6.21% | 9.02% | 6.86% |
Financials
RQI vs. UTG - Financials Comparison
This section allows you to compare key financial metrics between Cohen & Steers Quality Income Realty Fund and Reaves Utility Income Trust. 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 UTG have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UTG has higher volatility (6.24%) compared to RQI (4.95%). In terms of maximum drawdown, RQI dropped -91.59% vs UTG's -67.77%.
UTG currently has the higher Sharpe Ratio (1.39 vs 1.07), 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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