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CSSD vs. NPFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSSD vs. NPFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Short Duration Preferred and Income Active ETF (CSSD) and Nuveen Preferred And Income ETF (NPFI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSSD achieves a 3.03% return, which is significantly higher than NPFI's 1.83% return.


CSSD

1D
0.16%
1M
-0.07%
6M
1.93%
YTD
3.03%
1Y
3Y*
5Y*
10Y*
ALL TIME*

NPFI

1D
0.12%
1M
-0.48%
6M
1.20%
YTD
1.83%
1Y
5.72%
3Y*
5Y*
10Y*
ALL TIME*
7.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$135.14K$635.62K$292.35K
$434.98K$466.60K$460.13K

CSSD vs. NPFI - Yearly Performance Comparison


Correlation

The correlation between CSSD and NPFI is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 10, 2025

0.66

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Return for Risk

CSSD vs. NPFI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CSSD

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


NPFI
NPFI Risk / Return Rank: 7676
Overall Rank
NPFI Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
NPFI Sortino Ratio Rank: 8787
Sortino Ratio Rank
NPFI Omega Ratio Rank: 9191
Omega Ratio Rank
NPFI Calmar Ratio Rank: 5151
Calmar Ratio Rank
NPFI Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CSSD vs. NPFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Short Duration Preferred and Income Active ETF (CSSD) and Nuveen Preferred And Income ETF (NPFI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CSSDNPFIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

1.81

Martin ratioReturn relative to average drawdown

8.58

CSSD vs. NPFI - Sharpe Ratio Comparison


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Drawdowns

CSSD vs. NPFI - Drawdown Comparison

The maximum CSSD drawdown since its inception was -2.32%, smaller than the maximum NPFI drawdown of -3.18%. Use the drawdown chart below to compare losses from any high point for CSSD and NPFI.


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Drawdown Indicators


CSSDNPFIDifference

Max Drawdown

Largest peak-to-trough decline

-2.32%

-3.18%

+0.86%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

Current Drawdown

Current decline from peak

-0.25%

-0.65%

+0.40%

Average Drawdown

Average peak-to-trough decline

-0.28%

-0.33%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

Volatility

CSSD vs. NPFI - Volatility Comparison


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Volatility by Period


CSSDNPFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

Volatility (6M)

Calculated over the trailing 6-month period

2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

2.96%

2.93%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.96%

2.91%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.96%

2.91%

+0.05%

CSSD vs. NPFI - Expense Ratio Comparison

CSSD has a 0.49% expense ratio, which is lower than NPFI's 0.55% expense ratio.


Dividends

CSSD vs. NPFI - Dividend Comparison

CSSD's dividend yield for the trailing twelve months is around 3.63%, less than NPFI's 6.48% yield.


Frequently Asked Questions


CSSD and NPFI have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSSD is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSSD is cheaper with a 0.49% expense ratio, compared with 0.55% for NPFI.

NPFI has the higher dividend yield at 5.93%, compared with 3.63% for CSSD.

They also come from different issuers: Cohen & Steers and Nuveen. Their fees differ too: 0.49% for CSSD and 0.55% for NPFI.

Portfolio Optimizer

Find the right allocation for CSSD and NPFI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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