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JQC vs. TCPC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JQC and TCPC is 0.25, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

JQC vs. TCPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Credit Strategies Income Fund (JQC) and BlackRock TCP Capital Corp. (TCPC). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
97.54%
77.99%
JQC
TCPC

Key characteristics

Sharpe Ratio

JQC:

0.33

TCPC:

-0.75

Sortino Ratio

JQC:

0.54

TCPC:

-0.90

Omega Ratio

JQC:

1.08

TCPC:

0.87

Calmar Ratio

JQC:

0.32

TCPC:

-0.61

Martin Ratio

JQC:

1.41

TCPC:

-1.38

Ulcer Index

JQC:

3.48%

TCPC:

16.35%

Daily Std Dev

JQC:

14.92%

TCPC:

30.22%

Max Drawdown

JQC:

-75.18%

TCPC:

-69.08%

Current Drawdown

JQC:

-11.26%

TCPC:

-33.87%

Returns By Period

In the year-to-date period, JQC achieves a -8.37% return, which is significantly higher than TCPC's -19.55% return. Over the past 10 years, JQC has outperformed TCPC with an annualized return of 4.51%, while TCPC has yielded a comparatively lower 1.95% annualized return.


JQC

YTD

-8.37%

1M

-5.52%

6M

-7.46%

1Y

3.93%

5Y*

8.49%

10Y*

4.51%

TCPC

YTD

-19.55%

1M

-12.05%

6M

-12.34%

1Y

-23.69%

5Y*

9.79%

10Y*

1.95%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

JQC vs. TCPC — Risk-Adjusted Performance Rank

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

JQC
The Risk-Adjusted Performance Rank of JQC is 5555
Overall Rank
The Sharpe Ratio Rank of JQC is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of JQC is 5252
Sortino Ratio Rank
The Omega Ratio Rank of JQC is 5353
Omega Ratio Rank
The Calmar Ratio Rank of JQC is 5858
Calmar Ratio Rank
The Martin Ratio Rank of JQC is 5656
Martin Ratio Rank

TCPC
The Risk-Adjusted Performance Rank of TCPC is 1515
Overall Rank
The Sharpe Ratio Rank of TCPC is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of TCPC is 1717
Sortino Ratio Rank
The Omega Ratio Rank of TCPC is 1515
Omega Ratio Rank
The Calmar Ratio Rank of TCPC is 1515
Calmar Ratio Rank
The Martin Ratio Rank of TCPC is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JQC vs. TCPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Credit Strategies Income Fund (JQC) and BlackRock TCP Capital Corp. (TCPC). 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.


Sharpe ratio
The chart of Sharpe ratio for JQC, currently valued at 0.33, compared to the broader market-1.000.001.002.003.00
JQC: 0.33
TCPC: -0.75
The chart of Sortino ratio for JQC, currently valued at 0.54, compared to the broader market-2.000.002.004.006.008.00
JQC: 0.54
TCPC: -0.90
The chart of Omega ratio for JQC, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
JQC: 1.08
TCPC: 0.87
The chart of Calmar ratio for JQC, currently valued at 0.32, compared to the broader market0.002.004.006.008.0010.00
JQC: 0.32
TCPC: -0.61
The chart of Martin ratio for JQC, currently valued at 1.41, compared to the broader market0.0010.0020.0030.0040.0050.00
JQC: 1.41
TCPC: -1.38

The current JQC Sharpe Ratio is 0.33, which is higher than the TCPC Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of JQC and TCPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.33
-0.75
JQC
TCPC

Dividends

JQC vs. TCPC - Dividend Comparison

JQC's dividend yield for the trailing twelve months is around 12.93%, less than TCPC's 18.70% yield.


TTM20242023202220212020201920182017201620152014
JQC
Nuveen Credit Strategies Income Fund
12.93%11.39%11.42%9.71%10.03%16.11%16.14%6.53%7.42%6.99%7.51%6.51%
TCPC
BlackRock TCP Capital Corp.
18.70%15.61%11.70%9.81%8.88%11.74%10.25%11.04%9.42%8.52%10.34%9.18%

Drawdowns

JQC vs. TCPC - Drawdown Comparison

The maximum JQC drawdown since its inception was -75.18%, which is greater than TCPC's maximum drawdown of -69.08%. Use the drawdown chart below to compare losses from any high point for JQC and TCPC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.26%
-33.87%
JQC
TCPC

Volatility

JQC vs. TCPC - Volatility Comparison

The current volatility for Nuveen Credit Strategies Income Fund (JQC) is 11.02%, while BlackRock TCP Capital Corp. (TCPC) has a volatility of 16.74%. This indicates that JQC experiences smaller price fluctuations and is considered to be less risky than TCPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
11.02%
16.74%
JQC
TCPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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