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BYM vs. NAD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BYM vs. NAD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Municipal Income Quality Trust (BYM) and Nuveen Quality Municipal Income Fund (NAD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BYM

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

NAD

1D
-0.59%
1M
2.42%
YTD
0.93%
6M
0.60%
1Y
13.87%
3Y*
9.13%
5Y*
-0.08%
10Y*
2.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BYM vs. NAD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BYM
BlackRock Municipal Income Quality Trust
2.02%7.27%2.29%3.11%-23.42%7.62%12.74%17.64%-7.54%7.71%
NAD
Nuveen Quality Municipal Income Fund
0.93%11.29%8.74%1.26%-22.85%9.70%10.33%21.92%-6.10%6.37%

Correlation

The correlation between BYM and NAD is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2002

0.45

The correlation between BYM and NAD shifts across timeframes, from 0.33 (1 year) to 0.58 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BYM:

$286.23M

NAD:

$2.75B

EPS

BYM:

-$0.14

NAD:

$2.47

PS Ratio

BYM:

6.24

NAD:

6.70

PB Ratio

BYM:

0.97

NAD:

0.96

Total Revenue (TTM)

BYM:

$45.89M

NAD:

$410.48M

Gross Profit (TTM)

BYM:

$41.83M

NAD:

$385.55M

EBITDA (TTM)

BYM:

$11.98M

NAD:

$744.52M

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Return for Risk

BYM vs. NAD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BYM

NAD
NAD Risk / Return Rank: 7575
Overall Rank
NAD Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
NAD Sortino Ratio Rank: 7373
Sortino Ratio Rank
NAD Omega Ratio Rank: 7474
Omega Ratio Rank
NAD Calmar Ratio Rank: 7171
Calmar Ratio Rank
NAD Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BYM vs. NAD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Municipal Income Quality Trust (BYM) and Nuveen Quality Municipal Income Fund (NAD). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BYM vs. NAD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BYMNADDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

Drawdowns

BYM vs. NAD - Drawdown Comparison


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Drawdown Indicators


BYMNADDifference

Max Drawdown

Largest peak-to-trough decline

-44.65%

Max Drawdown (1Y)

Largest decline over 1 year

-8.08%

Max Drawdown (3Y)

Largest decline over 3 years

-14.69%

Max Drawdown (5Y)

Largest decline over 5 years

-35.58%

Max Drawdown (10Y)

Largest decline over 10 years

-35.58%

Current Drawdown

Current decline from peak

-5.09%

Average Drawdown

Average peak-to-trough decline

-7.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

Volatility

BYM vs. NAD - Volatility Comparison


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Volatility by Period


BYMNADDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

Volatility (1Y)

Calculated over the trailing 1-year period

10.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.93%

Dividends

BYM vs. NAD - Dividend Comparison

BYM's dividend yield for the trailing twelve months is around 4.52%, less than NAD's 7.31% yield.


PositionTTM20252024202320222021202020192018201720162015
BYM
BlackRock Municipal Income Quality Trust
4.52%6.09%5.89%4.20%5.74%4.46%3.99%4.27%5.23%5.33%5.84%5.77%
NAD
Nuveen Quality Municipal Income Fund
7.31%7.37%6.63%4.13%5.58%4.43%4.41%4.40%5.37%5.42%6.05%5.96%

Financials

BYM vs. NAD - Financials Comparison

This section allows you to compare key financial metrics between BlackRock Municipal Income Quality Trust and Nuveen Quality Municipal Income Fund. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00M100.00M150.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
11.76M
148.14M
(BYM) Total Revenue
(NAD) Total Revenue
Values in USD except per share items

Frequently Asked Questions


BYM and NAD have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for BYM and NAD

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