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NJR vs. NVG
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

NJR vs. NVG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in New Jersey Resources Corporation (NJR) and Nuveen AMT-Free Municipal Credit Income Fund (NVG). The values are adjusted to include any dividend payments, if applicable.

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NJR vs. NVG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NJR
New Jersey Resources Corporation
20.13%2.91%8.72%-6.94%24.93%19.60%-16.86%0.13%16.57%16.18%
NVG
Nuveen AMT-Free Municipal Credit Income Fund
-0.81%11.61%10.79%1.94%-28.47%12.14%6.40%25.63%-4.03%13.19%

Fundamentals

Market Cap

NJR:

$5.56B

NVG:

$2.63B

EPS

NJR:

$3.24

NVG:

$2.87

PE Ratio

NJR:

16.95

NVG:

4.30

PEG Ratio

NJR:

0.45

NVG:

0.01

PS Ratio

NJR:

2.58

NVG:

5.95

Total Revenue (TTM)

NJR:

$2.15B

NVG:

$442.39M

Gross Profit (TTM)

NJR:

$817.44M

NVG:

$398.18M

EBITDA (TTM)

NJR:

$737.51M

NVG:

$645.87M

Returns By Period

In the year-to-date period, NJR achieves a 20.13% return, which is significantly higher than NVG's -0.81% return. Over the past 10 years, NJR has outperformed NVG with an annualized return of 7.63%, while NVG has yielded a comparatively lower 3.74% annualized return.


NJR

1D
-0.94%
1M
2.15%
YTD
20.13%
6M
16.27%
1Y
16.45%
3Y*
5.00%
5Y*
10.55%
10Y*
7.63%

NVG

1D
2.84%
1M
-6.72%
YTD
-0.81%
6M
4.12%
1Y
7.56%
3Y*
8.43%
5Y*
-0.35%
10Y*
3.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NJR vs. NVG — Risk / Return Rank

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

NJR
NJR Risk / Return Rank: 6868
Overall Rank
NJR Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
NJR Sortino Ratio Rank: 6666
Sortino Ratio Rank
NJR Omega Ratio Rank: 6363
Omega Ratio Rank
NJR Calmar Ratio Rank: 7171
Calmar Ratio Rank
NJR Martin Ratio Rank: 6767
Martin Ratio Rank

NVG
NVG Risk / Return Rank: 6161
Overall Rank
NVG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
NVG Sortino Ratio Rank: 5555
Sortino Ratio Rank
NVG Omega Ratio Rank: 5757
Omega Ratio Rank
NVG Calmar Ratio Rank: 6161
Calmar Ratio Rank
NVG Martin Ratio Rank: 6666
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.

NJR vs. NVG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for New Jersey Resources Corporation (NJR) and Nuveen AMT-Free Municipal Credit Income Fund (NVG). 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.


NJRNVGDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.66

+0.30

Sortino ratio

Return per unit of downside risk

1.39

0.95

+0.44

Omega ratio

Gain probability vs. loss probability

1.17

1.14

+0.03

Calmar ratio

Return relative to maximum drawdown

1.48

0.82

+0.66

Martin ratio

Return relative to average drawdown

2.85

2.68

+0.17

NJR vs. NVG - Sharpe Ratio Comparison

The current NJR Sharpe Ratio is 0.96, which is higher than the NVG Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of NJR and NVG, 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


NJRNVGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.66

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

-0.03

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.29

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.39

+0.14

Correlation

The correlation between NJR and NVG is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

NJR vs. NVG - Dividend Comparison

NJR's dividend yield for the trailing twelve months is around 3.41%, less than NVG's 7.69% yield.


TTM20252024202320222021202020192018201720162015
NJR
New Jersey Resources Corporation
3.41%4.01%3.73%3.63%3.03%3.39%3.63%2.71%2.47%2.62%2.79%2.82%
NVG
Nuveen AMT-Free Municipal Credit Income Fund
7.69%7.49%6.74%4.45%6.18%4.69%5.24%4.94%6.07%5.67%6.17%5.46%

Drawdowns

NJR vs. NVG - Drawdown Comparison

The maximum NJR drawdown since its inception was -50.72%, which is greater than NVG's maximum drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for NJR and NVG.


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Drawdown Indicators


NJRNVGDifference

Max Drawdown

Largest peak-to-trough decline

-50.72%

-41.72%

-9.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.65%

-10.44%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-27.79%

-40.58%

+12.79%

Max Drawdown (10Y)

Largest decline over 10 years

-50.72%

-40.58%

-10.14%

Current Drawdown

Current decline from peak

-0.94%

-10.57%

+9.63%

Average Drawdown

Average peak-to-trough decline

-7.57%

-7.92%

+0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.52%

3.18%

+2.34%

Volatility

NJR vs. NVG - Volatility Comparison

New Jersey Resources Corporation (NJR) and Nuveen AMT-Free Municipal Credit Income Fund (NVG) have volatilities of 5.07% and 5.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NJRNVGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

5.12%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

12.64%

7.38%

+5.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.26%

11.58%

+5.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.90%

12.88%

+8.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.08%

12.79%

+15.29%

Financials

NJR vs. NVG - Financials Comparison

This section allows you to compare key financial metrics between New Jersey Resources Corporation and Nuveen AMT-Free Municipal Credit 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


0.00200.00M400.00M600.00M800.00M1.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
604.85M
102.36M
(NJR) Total Revenue
(NVG) Total Revenue
Values in USD except per share items