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NAD vs. NEA
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

NAD vs. NEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Quality Municipal Income Fund (NAD) and Nuveen AMT-Free Quality Municipal Income Fund (NEA). The values are adjusted to include any dividend payments, if applicable.

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NAD vs. NEA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NAD
Nuveen Quality Municipal Income Fund
-2.64%11.29%8.74%1.26%-22.85%9.70%10.33%21.92%-6.10%6.37%
NEA
Nuveen AMT-Free Quality Municipal Income Fund
-1.74%11.31%9.50%0.75%-23.32%8.16%10.07%22.42%-5.72%8.77%

Fundamentals

Market Cap

NAD:

$2.68B

NEA:

$3.36B

EPS

NAD:

$2.47

NEA:

$2.18

PE Ratio

NAD:

4.66

NEA:

5.14

PEG Ratio

NAD:

0.02

NEA:

0.01

PS Ratio

NAD:

6.54

NEA:

4.07

PB Ratio

NAD:

0.94

NEA:

0.95

Total Revenue (TTM)

NAD:

$410.48M

NEA:

$824.80M

Gross Profit (TTM)

NAD:

$385.55M

NEA:

$779.17M

EBITDA (TTM)

NAD:

$744.52M

NEA:

$732.48M

Returns By Period

In the year-to-date period, NAD achieves a -2.64% return, which is significantly lower than NEA's -1.74% return. Both investments have delivered pretty close results over the past 10 years, with NAD having a 2.89% annualized return and NEA not far ahead at 3.01%.


NAD

1D
2.31%
1M
-5.72%
YTD
-2.64%
6M
1.90%
1Y
7.58%
3Y*
6.52%
5Y*
0.20%
10Y*
2.89%

NEA

1D
2.28%
1M
-4.67%
YTD
-1.74%
6M
2.13%
1Y
8.05%
3Y*
6.92%
5Y*
0.07%
10Y*
3.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NAD vs. NEA — Risk / Return Rank

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

NAD
NAD Risk / Return Rank: 6464
Overall Rank
NAD Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
NAD Sortino Ratio Rank: 5555
Sortino Ratio Rank
NAD Omega Ratio Rank: 5858
Omega Ratio Rank
NAD Calmar Ratio Rank: 6565
Calmar Ratio Rank
NAD Martin Ratio Rank: 7575
Martin Ratio Rank

NEA
NEA Risk / Return Rank: 6565
Overall Rank
NEA Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
NEA Sortino Ratio Rank: 5858
Sortino Ratio Rank
NEA Omega Ratio Rank: 6060
Omega Ratio Rank
NEA Calmar Ratio Rank: 6565
Calmar Ratio Rank
NEA Martin Ratio Rank: 7474
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.

NAD vs. NEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Quality Municipal Income Fund (NAD) and Nuveen AMT-Free Quality Municipal Income Fund (NEA). 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.


NADNEADifference

Sharpe ratio

Return per unit of total volatility

0.67

0.72

-0.04

Sortino ratio

Return per unit of downside risk

0.96

1.04

-0.08

Omega ratio

Gain probability vs. loss probability

1.15

1.15

-0.01

Calmar ratio

Return relative to maximum drawdown

1.05

1.02

+0.03

Martin ratio

Return relative to average drawdown

4.47

4.27

+0.20

NAD vs. NEA - Sharpe Ratio Comparison

The current NAD Sharpe Ratio is 0.67, which is comparable to the NEA Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of NAD and NEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NADNEADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.72

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.01

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.26

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.31

+0.06

Correlation

The correlation between NAD and NEA is 0.53, 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

NAD vs. NEA - Dividend Comparison

NAD's dividend yield for the trailing twelve months is around 7.57%, more than NEA's 7.49% yield.


TTM20252024202320222021202020192018201720162015
NAD
Nuveen Quality Municipal Income Fund
7.57%7.37%6.63%4.13%5.58%4.43%4.41%4.40%5.37%5.42%6.05%5.96%
NEA
Nuveen AMT-Free Quality Municipal Income Fund
7.49%7.36%6.63%3.95%5.49%4.50%4.45%4.46%5.40%5.33%5.70%5.71%

Drawdowns

NAD vs. NEA - Drawdown Comparison

The maximum NAD drawdown since its inception was -44.65%, roughly equal to the maximum NEA drawdown of -43.83%. Use the drawdown chart below to compare losses from any high point for NAD and NEA.


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Drawdown Indicators


NADNEADifference

Max Drawdown

Largest peak-to-trough decline

-44.65%

-43.83%

-0.82%

Max Drawdown (1Y)

Largest decline over 1 year

-8.08%

-8.45%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-35.58%

-36.57%

+0.99%

Max Drawdown (10Y)

Largest decline over 10 years

-35.58%

-36.57%

+0.99%

Current Drawdown

Current decline from peak

-8.44%

-8.64%

+0.20%

Average Drawdown

Average peak-to-trough decline

-7.84%

-8.03%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

2.02%

-0.12%

Volatility

NAD vs. NEA - Volatility Comparison

Nuveen Quality Municipal Income Fund (NAD) has a higher volatility of 6.01% compared to Nuveen AMT-Free Quality Municipal Income Fund (NEA) at 4.87%. This indicates that NAD's price experiences larger fluctuations and is considered to be riskier than NEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NADNEADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

4.87%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

7.99%

7.04%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

11.32%

11.31%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.31%

11.17%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.84%

11.67%

+0.17%

Financials

NAD vs. NEA - Financials Comparison

This section allows you to compare key financial metrics between Nuveen Quality Municipal Income Fund and Nuveen AMT-Free Quality Municipal Income Fund. 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


0.00100.00M200.00M300.00M400.00M500.00M20212022202320242025
148.14M
102.66M
(NAD) Total Revenue
(NEA) Total Revenue
Values in USD except per share items