EPR vs RQI: Correlation
Measured on weekly returns over the past three years, EPR Properties (EPR) and Cohen & Steers Quality Income Realty Fund Inc (RQI) carry a correlation of 0.68, a strong link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are EPR and RQI?
Across a 3-year window, the weekly returns of EPR and RQI correlate at 0.68, strong. Recent behaviour matches the longer record: 0.68 over 1 year against 0.68 over 3. Stretching to 5 years gives 0.64, with an annualized covariance of 351.5 %².
By 3-year correlation, RQI places #5 of the 12 assets tracked against EPR. Over the last 12 months EPR came out ahead by 7.3 percentage points (+15.9% against +8.6%).
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
EPR vs RQI: side by side
| EPR (EPR Properties) | RQI (Cohen & Steers Quality Income Realty Fund Inc) | |
|---|---|---|
| 1-year return | +15.9% | +8.6% |
| 5-year return | +67.8% | +16.3% |
| Volatility (ann.) | 24.0% | 21.6% |
| Beta vs S&P 500 | 0.62 | 0.77 |
| Max drawdown (3Y) | -19.5% | -21.0% |
| Market cap | $4.6B | $1.7B |
| P/E (trailing) | 19.2 | 35.2 |
| Dividend yield | 6.00% | 7.74% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | EPR | RQI |
|---|---|---|
| 2022 | -14.6% | -31.1% |
| 2023 | +38.8% | +15.7% |
| 2024 | -1.3% | +8.0% |
| 2025 | +20.5% | +2.1% |
| 2026 | +24.0% | +14.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are EPR and RQI good diversifiers for each other?
Only partially. A correlation of 0.68 means EPR and RQI share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
FAQ
What is the correlation between EPR and RQI?
As of 2026-08-27, the correlation of weekly returns between EPR and RQI is 0.68 over 3 years, 0.68 over 1 year and 0.64 over 5 years.
Is RQI a good diversifier for EPR?
Only partially. A correlation of 0.68 means EPR and RQI share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.68 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/epr-vs-rqi.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/epr-vs-rqi/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: EPR correlations · RQI correlations
