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JPC vs. PSF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPC vs. PSF - Performance Comparison

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

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JPC vs. PSF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPC
Nuveen Preferred and Income Opportunities Fund
-1.70%14.00%27.58%0.75%-19.18%9.75%-2.09%35.25%-12.70%13.35%
PSF
Cohen & Steers Select Preferred and Income Fund
-0.57%10.63%12.84%9.88%-24.55%3.89%-3.78%42.60%-9.01%16.79%

Returns By Period

In the year-to-date period, JPC achieves a -1.70% return, which is significantly lower than PSF's -0.57% return. Over the past 10 years, JPC has outperformed PSF with an annualized return of 6.41%, while PSF has yielded a comparatively lower 5.66% annualized return.


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%

PSF

1D
2.06%
1M
-2.32%
YTD
-0.57%
6M
-1.97%
1Y
6.95%
3Y*
11.41%
5Y*
1.18%
10Y*
5.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPC vs. PSF - Expense Ratio Comparison

JPC has a 0.01% expense ratio, which is lower than PSF's 4.28% expense ratio.


Return for Risk

JPC vs. PSF — Risk / Return Rank

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

JPC
JPC Risk / Return Rank: 2020
Overall Rank
JPC Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
JPC Sortino Ratio Rank: 1515
Sortino Ratio Rank
JPC Omega Ratio Rank: 2323
Omega Ratio Rank
JPC Calmar Ratio Rank: 1919
Calmar Ratio Rank
JPC Martin Ratio Rank: 2525
Martin Ratio Rank

PSF
PSF Risk / Return Rank: 1818
Overall Rank
PSF Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
PSF Sortino Ratio Rank: 1515
Sortino Ratio Rank
PSF Omega Ratio Rank: 2121
Omega Ratio Rank
PSF Calmar Ratio Rank: 1717
Calmar Ratio Rank
PSF Martin Ratio Rank: 2020
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.

JPC vs. PSF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Preferred and Income Opportunities Fund (JPC) and Cohen & Steers Select Preferred and Income Fund (PSF). 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.


JPCPSFDifference

Sharpe ratio

Return per unit of total volatility

0.54

0.61

-0.07

Sortino ratio

Return per unit of downside risk

0.80

0.84

-0.04

Omega ratio

Gain probability vs. loss probability

1.15

1.15

0.00

Calmar ratio

Return relative to maximum drawdown

0.69

0.72

-0.02

Martin ratio

Return relative to average drawdown

3.19

2.80

+0.39

JPC vs. PSF - Sharpe Ratio Comparison

The current JPC Sharpe Ratio is 0.54, which is comparable to the PSF Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of JPC and PSF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JPCPSFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.61

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.08

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.27

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.38

-0.12

Correlation

The correlation between JPC and PSF is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JPC vs. PSF - Dividend Comparison

JPC's dividend yield for the trailing twelve months is around 10.04%, more than PSF's 7.64% yield.


TTM20252024202320222021202020192018201720162015
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%
PSF
Cohen & Steers Select Preferred and Income Fund
7.64%7.46%7.65%8.29%8.65%9.08%7.02%6.55%8.68%7.70%9.35%8.81%

Drawdowns

JPC vs. PSF - Drawdown Comparison

The maximum JPC drawdown since its inception was -76.07%, which is greater than PSF's maximum drawdown of -55.01%. Use the drawdown chart below to compare losses from any high point for JPC and PSF.


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Drawdown Indicators


JPCPSFDifference

Max Drawdown

Largest peak-to-trough decline

-76.07%

-55.01%

-21.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-9.42%

-2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-32.26%

-40.80%

+8.54%

Max Drawdown (10Y)

Largest decline over 10 years

-52.53%

-55.01%

+2.48%

Current Drawdown

Current decline from peak

-4.83%

-9.62%

+4.79%

Average Drawdown

Average peak-to-trough decline

-10.00%

-10.00%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.41%

+0.07%

Volatility

JPC vs. PSF - Volatility Comparison

Nuveen Preferred and Income Opportunities Fund (JPC) has a higher volatility of 8.15% compared to Cohen & Steers Select Preferred and Income Fund (PSF) at 5.14%. This indicates that JPC's price experiences larger fluctuations and is considered to be riskier than PSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPCPSFDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

5.14%

+3.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

6.54%

+2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

15.14%

11.37%

+3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.40%

14.60%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.67%

21.11%

-0.44%