JPC vs. NPFD

Last updated Apr 2, 2026

Compare and contrast key facts about Nuveen Preferred and Income Opportunities Fund (JPC) and Nuveen Preferred and Income Securities Fund (NPFD).

JPC is managed by Nuveen. It was launched on Mar 26, 2003.

Performance

JPC vs. NPFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Preferred and Income Opportunities Fund (JPC) and Nuveen Preferred and Income Securities Fund (NPFD). The values are adjusted to include any dividend payments, if applicable.

JPC vs. NPFD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
JPC Nuveen Preferred and Income Opportunities Fund	-1.70%	14.00%	27.58%	0.75%	-19.18%	4.39%
NPFD Nuveen Preferred and Income Securities Fund	4.21%	15.94%	23.52%	-1.10%	-25.33%	1.40%

Returns By Period

JPC

• 1D: 3.32%
• 1M: -4.72%
• YTD: -1.70%
• 6M: -0.77%
• 1Y: 8.19%
• 3Y*: 16.06%
• 5Y*: 4.68%
• 10Y*: 6.41%

NPFD

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JPC vs. NPFD - Expense Ratio Comparison

JPC

Nuveen Preferred and Income Opportunities Fund

Return for Risk

JPC vs. NPFD — Risk / Return Rank

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

JPC

JPC Risk / Return Rank: 20
JPC Sharpe Ratio Rank: 17
JPC Sortino Ratio Rank: 15
JPC Omega Ratio Rank: 23
JPC Calmar Ratio Rank: 19
JPC Martin Ratio Rank: 25

NPFD

NPFD Risk / Return Rank: 62
NPFD Sharpe Ratio Rank: 63
NPFD Sortino Ratio Rank: 59
NPFD Omega Ratio Rank: 63
NPFD Calmar Ratio Rank: 53
NPFD Martin Ratio Rank: 71

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.

JPC vs. NPFD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Preferred and Income Opportunities Fund (JPC) and Nuveen Preferred and Income Securities Fund (NPFD). 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.

	JPC	NPFD	Difference
Sharpe ratio Return per unit of total volatility	0.54	—	—
Sortino ratio Return per unit of downside risk	0.80	—	—
Omega ratio Gain probability vs. loss probability	1.15	—	—
Calmar ratio Return relative to maximum drawdown	0.69	—	—
Martin ratio Return relative to average drawdown	3.19	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	JPC	NPFD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.54	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.31	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	—	—

Correlation

The correlation between JPC and NPFD is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

JPC vs. NPFD - Dividend Comparison

JPC's dividend yield for the trailing twelve months is around 10.04%, which matches NPFD's 10.11% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JPC Nuveen Preferred and Income Opportunities Fund	10.04%	9.79%	8.94%	8.00%	8.74%	6.52%	6.95%	7.00%	9.02%	7.50%	8.14%	8.65%
NPFD Nuveen Preferred and Income Securities Fund	8.40%	10.50%	9.57%	6.61%	8.33%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	JPC	NPFD	Difference
Max Drawdown Largest peak-to-trough decline	-76.07%	-39.18%	-36.89%
Max Drawdown (1Y) Largest decline over 1 year	-11.43%	-9.15%	-2.28%
Max Drawdown (5Y) Largest decline over 5 years	-32.26%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-52.53%	—	—
Current Drawdown Current decline from peak	-4.83%	-0.46%	-4.37%
Average Drawdown Average peak-to-trough decline	-10.00%	-18.61%	+8.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.48%	1.86%	+0.62%

Volatility

Volatility by Period

	JPC	NPFD	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.15%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.49%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.14%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.40%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.67%	—	—