RFI vs VTR: Correlation
How closely do Cohen & Steers Total Return Realty Fund, Inc. (RFI) and Ventas (VTR) trade together? Their weekly returns over three years give a correlation of 0.55, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are RFI and VTR?
On 3 years of weekly data the RFI/VTR correlation comes out at 0.55, moderate. The relationship has been stable: the 1-year correlation (0.53) sits close to the 3-year figure. The 5-year figure is 0.51, and annualized covariance runs at 213.9 %².
By 3-year correlation, VTR places #24 of the 39 assets tracked against RFI. Correlation aside, the last 12 months split them widely, with VTR ahead by 36.7 points (+3.7% versus +40.4%).
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 VTR: side by side
| RFI (Cohen & Steers Total Return Realty Fund, Inc.) | VTR (Ventas) | |
|---|---|---|
| 1-year return | +3.7% | +40.4% |
| 5-year return | +5.1% | +98.1% |
| Volatility (ann.) | 18.1% | 21.5% |
| Beta vs S&P 500 | 0.57 | 0.25 |
| Max drawdown (3Y) | -16.2% | -16.7% |
| Market cap | – | $47.6B |
| P/E (trailing) | 27.1 | 168.9 |
| Dividend yield | 8.41% | 2.14% |
| Sector / category | US Listed | Real Estate |
Year-by-year returns
| Year | RFI | VTR |
|---|---|---|
| 2022 | -22.1% | -8.5% |
| 2023 | +4.4% | +15.1% |
| 2024 | +6.6% | +22.2% |
| 2025 | +3.6% | +35.1% |
| 2026 | +8.9% | +21.5% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are RFI and VTR good diversifiers for each other?
Somewhat, no more. With 0.55 correlation, most large moves hit both names, and the diversification benefit stays modest.
FAQ
What is the correlation between RFI and VTR?
The RFI/VTR correlation stands at 0.55 on a 3-year window (1 year: 0.53, 5 years: 0.51), computed from weekly returns as of 2026-08-27.
Is VTR a good diversifier for RFI?
Somewhat, no more. With 0.55 correlation, most large moves hit both names, and the diversification benefit stays modest.
What does a correlation of 0.55 mean?
On the −1 to +1 scale, 0.55 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
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Related comparisons
Hubs: RFI correlations · VTR correlations
