DNP vs. JRS
DNP (DNP Select Income Fund Inc.) and JRS (Nuveen Real Estate Income Fund) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, DNP returned 8.12%/yr vs 5.59%/yr for JRS. At a 0.29 correlation, their price movements are largely independent.
Performance
DNP vs. JRS - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with DNP having a 10.38% return and JRS slightly lower at 10.12%. Over the past 10 years, DNP has outperformed JRS with an annualized return of 8.12%, while JRS has yielded a comparatively lower 5.59% annualized return.
DNP
- 1D
- 0.47%
- 1M
- 0.42%
- YTD
- 10.38%
- 6M
- 9.78%
- 1Y
- 19.10%
- 3Y*
- 10.26%
- 5Y*
- 8.47%
- 10Y*
- 8.12%
JRS
- 1D
- 1.60%
- 1M
- 1.54%
- YTD
- 10.12%
- 6M
- 10.84%
- 1Y
- 13.40%
- 3Y*
- 13.85%
- 5Y*
- 2.58%
- 10Y*
- 5.59%
DNP vs. JRS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DNP DNP Select Income Fund Inc. | 10.38% | 22.61% | 13.36% | -18.56% | 10.96% | 14.05% | -13.67% | 31.00% | 3.53% | 13.29% |
JRS Nuveen Real Estate Income Fund | 10.12% | -3.38% | 19.74% | 13.42% | -35.61% | 62.86% | -12.66% | 34.92% | -18.07% | 14.38% |
Correlation
The correlation between DNP and JRS is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2001 | 0.29 |
The correlation between DNP and JRS shifts across timeframes, from 0.29 (all time) to 0.42 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
DNP:
$4.02B
JRS:
$238.36M
DNP:
$3.39
JRS:
$0.73
DNP:
3.15
JRS:
11.35
DNP:
0.41
JRS:
0.34
DNP:
8.25
JRS:
6.10
DNP:
1.15
JRS:
1.00
DNP:
$487.07M
JRS:
$39.07M
DNP:
$127.31M
JRS:
$34.33M
DNP:
$775.91M
JRS:
$39.91M
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Return for Risk
DNP vs. JRS — Risk / Return Rank
DNP
JRS
DNP vs. JRS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DNP Select Income Fund Inc. (DNP) and Nuveen Real Estate Income Fund (JRS). 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.
| DNP | JRS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.18 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 1.21 | +1.78 |
| Martin ratioReturn relative to average drawdown | 12.58 | 3.93 | +8.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DNP | JRS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 0.95 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.12 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.23 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.23 | +0.10 |
Drawdowns
DNP vs. JRS - Drawdown Comparison
The maximum DNP drawdown since its inception was -48.49%, smaller than the maximum JRS drawdown of -87.80%. Use the drawdown chart below to compare losses from any high point for DNP and JRS.
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Drawdown Indicators
| DNP | JRS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.49% | -87.80% | +39.31% |
Max Drawdown (1Y)Largest decline over 1 year | -6.42% | -11.10% | +4.68% |
Max Drawdown (3Y)Largest decline over 3 years | -18.29% | -25.33% | +7.04% |
Max Drawdown (5Y)Largest decline over 5 years | -24.31% | -45.57% | +21.26% |
Max Drawdown (10Y)Largest decline over 10 years | -39.56% | -54.64% | +15.08% |
Current DrawdownCurrent decline from peak | -1.24% | -6.96% | +5.72% |
Average DrawdownAverage peak-to-trough decline | -8.52% | -19.07% | +10.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 3.42% | -1.90% |
Volatility
DNP vs. JRS - Volatility Comparison
The current volatility for DNP Select Income Fund Inc. (DNP) is 3.05%, while Nuveen Real Estate Income Fund (JRS) has a volatility of 4.35%. This indicates that DNP experiences smaller price fluctuations and is considered to be less risky than JRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DNP | JRS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 4.35% | -1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 7.79% | 10.92% | -3.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.77% | 14.22% | -4.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.51% | 21.90% | -7.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.12% | 24.30% | -7.18% |
Dividends
DNP vs. JRS - Dividend Comparison
DNP's dividend yield for the trailing twelve months is around 7.30%, less than JRS's 8.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DNP DNP Select Income Fund Inc. | 7.30% | 7.81% | 8.84% | 9.20% | 6.93% | 7.18% | 7.60% | 6.11% | 7.50% | 7.22% | 7.62% | 8.71% |
JRS Nuveen Real Estate Income Fund | 8.24% | 8.88% | 7.88% | 8.70% | 11.06% | 5.93% | 9.00% | 7.16% | 9.99% | 8.88% | 9.10% | 9.04% |
Financials
DNP vs. JRS - Financials Comparison
This section allows you to compare key financial metrics between DNP Select Income Fund Inc. and Nuveen Real Estate 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
DNP and JRS have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JRS has higher volatility (4.35%) compared to DNP (3.05%). In terms of maximum drawdown, DNP dropped -48.49% vs JRS's -87.80%.
DNP currently has the higher Sharpe Ratio (1.98 vs 0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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