PortfoliosLab logoPortfoliosLab logo
JRS vs. UTF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

JRS vs. UTF - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, JRS achieves a 13.72% return, which is significantly lower than UTF's 17.84% return. Over the past 10 years, JRS has underperformed UTF with an annualized return of 5.70%, while UTF has yielded a comparatively higher 11.75% annualized return.


JRS

1D
0.23%
1M
6.23%
YTD
13.72%
6M
14.62%
1Y
17.30%
3Y*
14.20%
5Y*
2.51%
10Y*
5.70%

UTF

1D
0.59%
1M
2.71%
YTD
17.84%
6M
19.68%
1Y
14.41%
3Y*
16.65%
5Y*
6.94%
10Y*
11.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRS vs. UTF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JRS
Nuveen Real Estate Income Fund
13.72%-3.38%19.74%13.42%-35.61%62.86%-12.66%34.92%-18.07%14.38%
UTF
Cohen & Steers Infrastructure Fund, Inc
17.84%9.93%22.37%-3.83%-9.60%17.91%6.93%42.74%-9.87%34.10%

Correlation

The correlation between JRS and UTF is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since May 11, 2004

0.46

The correlation between JRS and UTF has been stable across timeframes, ranging from 0.46 to 0.54 - a consistent structural relationship.

Fundamentals

Market Cap

JRS:

$246.16M

UTF:

$2.65B

EPS

JRS:

$0.73

UTF:

$6.79

PE Ratio

JRS:

11.73

UTF:

4.03

PEG Ratio

JRS:

0.35

UTF:

0.03

PS Ratio

JRS:

6.30

UTF:

6.85

PB Ratio

JRS:

1.04

UTF:

0.93

Total Revenue (TTM)

JRS:

$39.07M

UTF:

$387.16M

Gross Profit (TTM)

JRS:

$34.33M

UTF:

$388.42M

EBITDA (TTM)

JRS:

$39.91M

UTF:

$765.72M

Compare stocks, funds, or ETFs

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


Return for Risk

JRS vs. UTF — Risk / Return Rank

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

JRS
JRS Risk / Return Rank: 7272
Overall Rank
JRS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
JRS Sortino Ratio Rank: 7070
Sortino Ratio Rank
JRS Omega Ratio Rank: 6868
Omega Ratio Rank
JRS Calmar Ratio Rank: 6969
Calmar Ratio Rank
JRS Martin Ratio Rank: 7575
Martin Ratio Rank

UTF
UTF Risk / Return Rank: 7070
Overall Rank
UTF Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
UTF Sortino Ratio Rank: 7070
Sortino Ratio Rank
UTF Omega Ratio Rank: 6868
Omega Ratio Rank
UTF Calmar Ratio Rank: 6969
Calmar Ratio Rank
UTF Martin Ratio Rank: 6767
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.

JRS vs. UTF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Real Estate Income Fund (JRS) and Cohen & Steers Infrastructure Fund, Inc (UTF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JRSUTFDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.20

1.20

0.00

Calmar ratioReturn relative to maximum drawdown

1.39

1.37

+0.02

Martin ratioReturn relative to average drawdown

4.52

2.79

+1.73

JRS vs. UTF - Sharpe Ratio Comparison

The current JRS Sharpe Ratio is 1.06, which is comparable to the UTF Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of JRS and UTF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

JRS vs. UTF - Drawdown Comparison

The maximum JRS drawdown since its inception was -87.80%, which is greater than UTF's maximum drawdown of -72.62%. Use the drawdown chart below to compare losses from any high point for JRS and UTF.


Loading charts...

Drawdown Indicators


JRSUTFDifference

Max Drawdown

Largest peak-to-trough decline

-87.80%

-72.62%

-15.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.10%

-10.33%

-0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-25.33%

-21.06%

-4.27%

Max Drawdown (5Y)

Largest decline over 5 years

-45.57%

-30.28%

-15.29%

Max Drawdown (10Y)

Largest decline over 10 years

-54.64%

-52.53%

-2.11%

Current Drawdown

Current decline from peak

-3.91%

0.00%

-3.91%

Average Drawdown

Average peak-to-trough decline

-19.05%

-10.36%

-8.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

5.05%

-1.63%

Volatility

JRS vs. UTF - Volatility Comparison

Nuveen Real Estate Income Fund (JRS) has a higher volatility of 5.26% compared to Cohen & Steers Infrastructure Fund, Inc (UTF) at 2.43%. This indicates that JRS's price experiences larger fluctuations and is considered to be riskier than UTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JRSUTFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

2.43%

+2.83%

Volatility (6M)

Calculated over the trailing 6-month period

11.27%

8.40%

+2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

14.52%

12.40%

+2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.93%

18.33%

+3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.32%

23.34%

+0.98%

Dividends

JRS vs. UTF - Dividend Comparison

JRS's dividend yield for the trailing twelve months is around 7.98%, more than UTF's 6.87% yield.


PositionTTM20252024202320222021202020192018201720162015
JRS
Nuveen Real Estate Income Fund
5.99%8.88%7.88%8.70%11.06%5.93%9.00%7.16%9.99%8.88%9.10%9.04%
UTF
Cohen & Steers Infrastructure Fund, Inc
6.87%7.62%7.74%8.76%7.75%6.53%7.20%7.10%10.12%7.37%10.51%8.39%

Financials

JRS vs. UTF - Financials Comparison

This section allows you to compare key financial metrics between Nuveen Real Estate Income Fund and Cohen & Steers Infrastructure Fund, 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


0.0050.00M100.00M150.00M20212022202320242025
11.14M
144.46M
(JRS) Total Revenue
(UTF) Total Revenue
Values in USD except per share items

Frequently Asked Questions


JRS and UTF have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JRS has higher volatility (5.26%) compared to UTF (2.43%). In terms of maximum drawdown, JRS dropped -87.80% vs UTF's -72.62%.

UTF currently has the higher Sharpe Ratio (1.14 vs 1.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for JRS and UTF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer