NAD vs. EPD
NAD (Nuveen Quality Municipal Income Fund) and EPD (Enterprise Products Partners L.P.) are both stocks. NAD operates in Asset Management (Financial Services), while EPD operates in Oil & Gas Midstream (Energy). Over the past 10 years, NAD returned 2.62%/yr vs 10.45%/yr for EPD. At a 0.12 correlation, their price movements are largely independent.
Performance
NAD vs. EPD - Performance Comparison
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Returns By Period
In the year-to-date period, NAD achieves a 0.07% return, which is significantly lower than EPD's 20.66% return. Over the past 10 years, NAD has underperformed EPD with an annualized return of 2.62%, while EPD has yielded a comparatively higher 10.45% annualized return.
NAD
- 1D
- -0.51%
- 1M
- -1.67%
- YTD
- 0.07%
- 6M
- -0.34%
- 1Y
- 12.30%
- 3Y*
- 8.43%
- 5Y*
- -0.34%
- 10Y*
- 2.62%
EPD
- 1D
- -0.77%
- 1M
- 0.89%
- YTD
- 20.66%
- 6M
- 18.26%
- 1Y
- 27.33%
- 3Y*
- 21.14%
- 5Y*
- 16.72%
- 10Y*
- 10.45%
NAD vs. EPD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NAD Nuveen Quality Municipal Income Fund | 0.07% | 11.29% | 8.74% | 1.26% | -22.85% | 9.70% | 10.33% | 21.92% | -6.10% | 6.37% |
EPD Enterprise Products Partners L.P. | 20.66% | 9.45% | 28.00% | 17.71% | 18.32% | 21.40% | -23.61% | 21.88% | -1.32% | 4.24% |
Correlation
The correlation between NAD and EPD is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since May 27, 1999 | 0.12 |
The correlation between NAD and EPD shifts across timeframes, from -0.06 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
NAD:
$2.73B
EPD:
$82.06B
NAD:
$2.47
EPD:
$2.69
NAD:
4.73
EPD:
13.93
NAD:
0.02
EPD:
2.24
NAD:
6.64
EPD:
1.59
NAD:
$410.48M
EPD:
$51.57B
NAD:
$385.55M
EPD:
$7.31B
NAD:
$744.52M
EPD:
$10.11B
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Return for Risk
NAD vs. EPD — Risk / Return Rank
NAD
EPD
NAD vs. EPD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Quality Municipal Income Fund (NAD) and Enterprise Products Partners L.P. (EPD). 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.
| NAD | EPD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.31 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 3.63 | -2.10 |
| Martin ratioReturn relative to average drawdown | 6.03 | 11.00 | -4.98 |
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
| NAD | EPD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.74 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.98 | -1.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.43 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.54 | -0.16 |
Drawdowns
NAD vs. EPD - Drawdown Comparison
The maximum NAD drawdown since its inception was -44.65%, smaller than the maximum EPD drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for NAD and EPD.
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Drawdown Indicators
| NAD | EPD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.65% | -58.78% | +14.13% |
Max Drawdown (1Y)Largest decline over 1 year | -8.08% | -7.56% | -0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -14.69% | -15.40% | +0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -35.58% | -18.06% | -17.52% |
Max Drawdown (10Y)Largest decline over 10 years | -35.58% | -58.04% | +22.46% |
Current DrawdownCurrent decline from peak | -5.89% | -5.73% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -7.82% | -10.13% | +2.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 2.49% | -0.44% |
Volatility
NAD vs. EPD - Volatility Comparison
The current volatility for Nuveen Quality Municipal Income Fund (NAD) is 3.22%, while Enterprise Products Partners L.P. (EPD) has a volatility of 6.17%. This indicates that NAD experiences smaller price fluctuations and is considered to be less risky than EPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NAD | EPD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 6.17% | -2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 9.26% | 13.16% | -3.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.88% | 15.81% | -4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.61% | 17.23% | -5.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.93% | 24.16% | -12.23% |
Dividends
NAD vs. EPD - Dividend Comparison
NAD's dividend yield for the trailing twelve months is around 7.37%, more than EPD's 5.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 5.84% | 6.74% | 6.63% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% |
NAD Nuveen Quality Municipal Income Fund | 7.37% | 7.37% | 6.63% | 4.13% | 5.58% | 4.43% | 4.41% | 4.40% | 5.37% | 5.42% | 6.05% | 5.96% |
Financials
NAD vs. EPD - Financials Comparison
This section allows you to compare key financial metrics between Nuveen Quality Municipal Income Fund and Enterprise Products Partners L.P.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
NAD and EPD have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPD has higher volatility (6.17%) compared to NAD (3.22%). In terms of maximum drawdown, NAD dropped -44.65% vs EPD's -58.78%.
EPD currently has the higher Sharpe Ratio (1.74 vs 1.14), 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.
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