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MUA vs. NPV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUA vs. NPV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock MuniAssets Fund (MUA) and Nuveen Virginia Quality Municipal Income Fund (NPV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MUA achieves a 1.91% return, which is significantly lower than NPV's 6.88% return. Over the past 10 years, MUA has underperformed NPV with an annualized return of 1.68%, while NPV has yielded a comparatively higher 2.37% annualized return.


MUA

1D
-0.65%
1M
1.95%
YTD
1.91%
6M
2.15%
1Y
10.62%
3Y*
7.80%
5Y*
-3.08%
10Y*
1.68%

NPV

1D
-0.17%
1M
0.83%
YTD
6.88%
6M
5.78%
1Y
10.67%
3Y*
8.26%
5Y*
-1.49%
10Y*
2.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUA vs. NPV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MUA
BlackRock MuniAssets Fund
1.91%3.26%10.44%2.94%-22.43%6.23%1.28%23.23%-9.69%16.48%
NPV
Nuveen Virginia Quality Municipal Income Fund
6.88%-5.91%24.61%0.42%-31.53%10.93%13.15%29.60%-4.42%3.20%

Correlation

The correlation between MUA and NPV is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.41

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

0.37

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

0.33

Correlation (All Time)
Calculated using the full available price history since Oct 28, 1994

0.21

Over the past year, MUA and NPV have become more correlated (0.42) than their long-term average of 0.21, meaning their price movements have been converging.

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Return for Risk

MUA vs. NPV — Risk / Return Rank

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

MUA
MUA Risk / Return Rank: 1111
Overall Rank
MUA Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
MUA Sortino Ratio Rank: 1212
Sortino Ratio Rank
MUA Omega Ratio Rank: 1212
Omega Ratio Rank
MUA Calmar Ratio Rank: 1111
Calmar Ratio Rank
MUA Martin Ratio Rank: 88
Martin Ratio Rank

NPV
NPV Risk / Return Rank: 3232
Overall Rank
NPV Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
NPV Sortino Ratio Rank: 3131
Sortino Ratio Rank
NPV Omega Ratio Rank: 3030
Omega Ratio Rank
NPV Calmar Ratio Rank: 4343
Calmar Ratio Rank
NPV Martin Ratio Rank: 2626
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.

MUA vs. NPV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock MuniAssets Fund (MUA) and Nuveen Virginia Quality Municipal Income Fund (NPV). 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.


MUANPVDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

1.17

1.28

-0.11

Calmar ratioReturn relative to maximum drawdown

1.05

2.49

-1.43

Martin ratioReturn relative to average drawdown

2.05

6.26

-4.22

MUA vs. NPV - Sharpe Ratio Comparison

The current MUA Sharpe Ratio is 0.87, which is lower than the NPV Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of MUA and NPV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MUANPVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.55

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

-0.11

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.18

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.29

+0.05

Drawdowns

MUA vs. NPV - Drawdown Comparison

The maximum MUA drawdown since its inception was -43.03%, roughly equal to the maximum NPV drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for MUA and NPV.


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Drawdown Indicators


MUANPVDifference

Max Drawdown

Largest peak-to-trough decline

-43.03%

-44.25%

+1.22%

Max Drawdown (1Y)

Largest decline over 1 year

-10.11%

-4.31%

-5.80%

Max Drawdown (3Y)

Largest decline over 3 years

-20.01%

-18.29%

-1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-43.03%

-44.25%

+1.22%

Max Drawdown (10Y)

Largest decline over 10 years

-43.03%

-44.25%

+1.22%

Current Drawdown

Current decline from peak

-18.80%

-15.72%

-3.08%

Average Drawdown

Average peak-to-trough decline

-9.68%

-10.18%

+0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

1.71%

+3.49%

Volatility

MUA vs. NPV - Volatility Comparison

BlackRock MuniAssets Fund (MUA) has a higher volatility of 3.06% compared to Nuveen Virginia Quality Municipal Income Fund (NPV) at 1.83%. This indicates that MUA's price experiences larger fluctuations and is considered to be riskier than NPV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUANPVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

1.83%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

5.05%

+3.45%

Volatility (1Y)

Calculated over the trailing 1-year period

12.31%

6.93%

+5.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

13.48%

+2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.38%

13.19%

+3.19%

MUA vs. NPV - Expense Ratio Comparison

MUA has a 1.96% expense ratio, which is higher than NPV's 1.51% expense ratio.


Dividends

MUA vs. NPV - Dividend Comparison

MUA's dividend yield for the trailing twelve months is around 6.26%, less than NPV's 6.97% yield.


PositionTTM20252024202320222021202020192018201720162015
MUA
BlackRock MuniAssets Fund
6.26%6.22%6.03%4.84%6.72%5.06%4.35%4.37%5.12%4.61%5.24%5.25%
NPV
Nuveen Virginia Quality Municipal Income Fund
6.97%7.55%5.63%3.89%5.08%3.42%3.49%3.58%4.62%4.40%4.87%5.25%

Frequently Asked Questions


MUA and NPV have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUA has higher volatility (3.06%) compared to NPV (1.83%). In terms of maximum drawdown, MUA dropped -43.03% vs NPV's -44.25%.

NPV currently has the higher Sharpe Ratio (1.55 vs 0.87), 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

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