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JRS vs. STAG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JRS and STAG is 0.54, 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.


-0.50.00.51.00.5

Performance

JRS vs. STAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Real Estate Income Fund (JRS) and STAG Industrial, Inc. (STAG). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
139.41%
485.00%
JRS
STAG

Key characteristics

Sharpe Ratio

JRS:

1.01

STAG:

-0.40

Sortino Ratio

JRS:

1.42

STAG:

-0.44

Omega Ratio

JRS:

1.18

STAG:

0.95

Calmar Ratio

JRS:

0.60

STAG:

-0.36

Martin Ratio

JRS:

4.83

STAG:

-1.10

Ulcer Index

JRS:

3.96%

STAG:

7.07%

Daily Std Dev

JRS:

19.00%

STAG:

19.72%

Max Drawdown

JRS:

-87.89%

STAG:

-45.08%

Current Drawdown

JRS:

-15.79%

STAG:

-20.08%

Fundamentals

Returns By Period

In the year-to-date period, JRS achieves a 15.30% return, which is significantly higher than STAG's -10.35% return. Over the past 10 years, JRS has underperformed STAG with an annualized return of 5.38%, while STAG has yielded a comparatively higher 8.51% annualized return.


JRS

YTD

15.30%

1M

-8.38%

6M

15.95%

1Y

19.11%

5Y*

3.86%

10Y*

5.38%

STAG

YTD

-10.35%

1M

-5.72%

6M

-2.42%

1Y

-9.12%

5Y*

6.30%

10Y*

8.51%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

JRS vs. STAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Real Estate Income Fund (JRS) and STAG Industrial, Inc. (STAG). 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 JRS, currently valued at 1.01, compared to the broader market-4.00-2.000.002.001.01-0.40
The chart of Sortino ratio for JRS, currently valued at 1.42, compared to the broader market-4.00-2.000.002.004.001.42-0.44
The chart of Omega ratio for JRS, currently valued at 1.18, compared to the broader market0.501.001.502.001.180.95
The chart of Calmar ratio for JRS, currently valued at 0.60, compared to the broader market0.002.004.006.000.60-0.36
The chart of Martin ratio for JRS, currently valued at 4.83, compared to the broader market-5.000.005.0010.0015.0020.0025.004.83-1.10
JRS
STAG

The current JRS Sharpe Ratio is 1.01, which is higher than the STAG Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of JRS and STAG, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.01
-0.40
JRS
STAG

Dividends

JRS vs. STAG - Dividend Comparison

JRS's dividend yield for the trailing twelve months is around 8.18%, more than STAG's 4.36% yield.


TTM20232022202120202019201820172016201520142013
JRS
Nuveen Real Estate Income Fund
8.18%8.70%11.06%5.93%9.00%7.16%9.99%8.88%9.10%9.04%7.83%9.93%
STAG
STAG Industrial, Inc.
4.36%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%5.27%5.89%

Drawdowns

JRS vs. STAG - Drawdown Comparison

The maximum JRS drawdown since its inception was -87.89%, which is greater than STAG's maximum drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for JRS and STAG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-15.79%
-20.08%
JRS
STAG

Volatility

JRS vs. STAG - Volatility Comparison

Nuveen Real Estate Income Fund (JRS) has a higher volatility of 7.29% compared to STAG Industrial, Inc. (STAG) at 6.91%. This indicates that JRS's price experiences larger fluctuations and is considered to be riskier than STAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.29%
6.91%
JRS
STAG

Financials

JRS vs. STAG - Financials Comparison

This section allows you to compare key financial metrics between Nuveen Real Estate Income Fund and STAG Industrial, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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