JRS vs. JNK
Compare and contrast key facts about Nuveen Real Estate Income Fund (JRS) and SPDR Barclays High Yield Bond ETF (JNK).
JNK is a passively managed fund by State Street that tracks the performance of the Barclays Capital High Yield Very Liquid Index. It was launched on Nov 28, 2007.
Performance
JRS vs. JNK - Performance Comparison
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JRS vs. JNK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JRS Nuveen Real Estate Income Fund | 2.24% | -3.38% | 19.74% | 13.42% | -35.61% | 62.86% | -12.66% | 34.92% | -18.07% | 14.38% |
JNK SPDR Barclays High Yield Bond ETF | -0.14% | 8.76% | 7.71% | 12.42% | -12.19% | 4.00% | 4.95% | 14.88% | -3.28% | 6.49% |
Returns By Period
In the year-to-date period, JRS achieves a 2.24% return, which is significantly higher than JNK's -0.14% return. Both investments have delivered pretty close results over the past 10 years, with JRS having a 5.09% annualized return and JNK not far ahead at 5.25%.
JRS
- 1D
- 2.68%
- 1M
- -5.16%
- YTD
- 2.24%
- 6M
- -2.35%
- 1Y
- 1.33%
- 3Y*
- 9.92%
- 5Y*
- 3.87%
- 10Y*
- 5.09%
JNK
- 1D
- 0.29%
- 1M
- -0.71%
- YTD
- -0.14%
- 6M
- 1.02%
- 1Y
- 7.32%
- 3Y*
- 8.05%
- 5Y*
- 3.56%
- 10Y*
- 5.25%
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Return for Risk
JRS vs. JNK — Risk / Return Rank
JRS
JNK
JRS vs. JNK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Real Estate Income Fund (JRS) and SPDR Barclays High Yield Bond ETF (JNK). 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.
| JRS | JNK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.07 | 1.29 | -1.22 |
Sortino ratioReturn per unit of downside risk | 0.23 | 1.92 | -1.69 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.30 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 1.82 | -1.74 |
Martin ratioReturn relative to average drawdown | 0.27 | 9.34 | -9.07 |
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
| JRS | JNK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.07 | 1.29 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.47 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.63 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.42 | -0.19 |
Correlation
The correlation between JRS and JNK is 0.45, 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
JRS vs. JNK - Dividend Comparison
JRS's dividend yield for the trailing twelve months is around 8.88%, more than JNK's 6.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JRS Nuveen Real Estate Income Fund | 8.88% | 8.88% | 7.88% | 8.70% | 11.06% | 5.93% | 9.00% | 7.16% | 9.99% | 8.88% | 9.10% | 9.04% |
JNK SPDR Barclays High Yield Bond ETF | 6.67% | 6.54% | 6.63% | 6.38% | 6.06% | 4.27% | 5.11% | 5.44% | 5.90% | 5.60% | 6.06% | 6.59% |
Drawdowns
JRS vs. JNK - Drawdown Comparison
The maximum JRS drawdown since its inception was -87.80%, which is greater than JNK's maximum drawdown of -38.48%. Use the drawdown chart below to compare losses from any high point for JRS and JNK.
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Drawdown Indicators
| JRS | JNK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.80% | -38.48% | -49.32% |
Max Drawdown (1Y)Largest decline over 1 year | -16.63% | -4.17% | -12.46% |
Max Drawdown (5Y)Largest decline over 5 years | -45.57% | -16.67% | -28.90% |
Max Drawdown (10Y)Largest decline over 10 years | -54.64% | -22.89% | -31.75% |
Current DrawdownCurrent decline from peak | -13.61% | -1.13% | -12.48% |
Average DrawdownAverage peak-to-trough decline | -19.14% | -3.73% | -15.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.95% | 0.81% | +4.14% |
Volatility
JRS vs. JNK - Volatility Comparison
Nuveen Real Estate Income Fund (JRS) has a higher volatility of 7.33% compared to SPDR Barclays High Yield Bond ETF (JNK) at 2.27%. This indicates that JRS's price experiences larger fluctuations and is considered to be riskier than JNK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRS | JNK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.33% | 2.27% | +5.06% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 2.95% | +7.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.83% | 5.72% | +14.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.08% | 7.53% | +14.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.30% | 8.34% | +15.96% |