RFI vs TRT: Correlation
Cohen & Steers Total Return Realty Fund, Inc. (RFI) and Trio-Tech International (TRT) show a negative relationship: their 3-year correlation of weekly returns is -0.18.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are RFI and TRT?
Over the past 3 years, RFI and TRT moved with a correlation of -0.18, which is negative, meaning they tend to move in opposite directions. Lately the two have drifted apart, with the 1-year correlation at -0.38 versus -0.18 over 3 years. Over 5 years the correlation is -0.02, and the annualized covariance of weekly returns is -355.8 %².
Out of 39 assets tracked against RFI, TRT lands near the bottom at #37. Correlation aside, the last 12 months split them widely, with TRT ahead by 291.8 points (+3.7% versus +295.5%). Note the risk asymmetry: TRT runs 5.9 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
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.
RFI vs TRT: side by side
| RFI (Cohen & Steers Total Return Realty Fund, Inc.) | TRT (Trio-Tech International) | |
|---|---|---|
| 1-year return | +3.7% | +295.5% |
| 5-year return | +5.1% | +365.8% |
| Volatility (ann.) | 18.1% | 107.4% |
| Beta vs S&P 500 | 0.57 | 0.18 |
| Max drawdown (3Y) | -16.2% | -54.6% |
| Market cap | – | – |
| P/E (trailing) | 27.1 | 209.6 |
| Dividend yield | 8.41% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | RFI | TRT |
|---|---|---|
| 2022 | -22.1% | -66.5% |
| 2023 | +4.4% | +12.7% |
| 2024 | +6.6% | +14.6% |
| 2025 | +3.6% | +127.9% |
| 2026 | +8.9% | +58.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are RFI and TRT good diversifiers for each other?
Yes: at -0.18, the two have gone their own ways historically, which is what genuine diversification looks like.
FAQ
What is the correlation between RFI and TRT?
The RFI/TRT correlation stands at -0.18 on a 3-year window (1 year: -0.38, 5 years: -0.02), computed from weekly returns as of 2026-08-27.
Is TRT a good diversifier for RFI?
Yes: at -0.18, the two have gone their own ways historically, which is what genuine diversification looks like.
What does a correlation of -0.18 mean?
A reading of -0.18 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/rfi-vs-trt.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/rfi-vs-trt/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: RFI correlations · TRT correlations
