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NMAI vs. RKLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NMAI vs. RKLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Multi-Asset Income Fund (NMAI) and Rocket Lab USA, Inc. (RKLB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NMAI achieves a 11.74% return, which is significantly lower than RKLB's 64.42% return.


NMAI

1D
-1.06%
1M
1.84%
YTD
11.74%
6M
10.96%
1Y
24.69%
3Y*
20.22%
5Y*
10Y*

RKLB

1D
-6.99%
1M
42.82%
YTD
64.42%
6M
156.48%
1Y
329.27%
3Y*
186.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NMAI vs. RKLB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NMAI
Nuveen Multi-Asset Income Fund
11.74%20.03%11.65%19.52%-26.38%-1.71%
RKLB
Rocket Lab USA, Inc.
64.42%173.89%360.58%46.68%-69.30%-22.82%

Correlation

The correlation between NMAI and RKLB is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.30

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2021

0.37

The correlation between NMAI and RKLB shifts across timeframes, from 0.23 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

NMAI vs. RKLB — Risk / Return Rank

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

NMAI
NMAI Risk / Return Rank: 4141
Overall Rank
NMAI Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
NMAI Sortino Ratio Rank: 3939
Sortino Ratio Rank
NMAI Omega Ratio Rank: 4646
Omega Ratio Rank
NMAI Calmar Ratio Rank: 3131
Calmar Ratio Rank
NMAI Martin Ratio Rank: 4343
Martin Ratio Rank

RKLB
RKLB Risk / Return Rank: 9393
Overall Rank
RKLB Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
RKLB Sortino Ratio Rank: 9191
Sortino Ratio Rank
RKLB Omega Ratio Rank: 8888
Omega Ratio Rank
RKLB Calmar Ratio Rank: 9595
Calmar Ratio Rank
RKLB Martin Ratio Rank: 9494
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.

NMAI vs. RKLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Multi-Asset Income Fund (NMAI) and Rocket Lab USA, Inc. (RKLB). 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.


NMAIRKLBDifference
Sharpe ratioReturn per unit of total volatility

-1.64

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.37

1.41

-0.04

Calmar ratioReturn relative to maximum drawdown

2.09

7.71

-5.63

Martin ratioReturn relative to average drawdown

9.00

18.10

-9.10

NMAI vs. RKLB - Sharpe Ratio Comparison

The current NMAI Sharpe Ratio is 1.96, which is lower than the RKLB Sharpe Ratio of 3.61. The chart below compares the historical Sharpe Ratios of NMAI and RKLB, 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


NMAIRKLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

3.61

-1.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.76

-0.41

Drawdowns

NMAI vs. RKLB - Drawdown Comparison

The maximum NMAI drawdown since its inception was -35.61%, smaller than the maximum RKLB drawdown of -82.96%. Use the drawdown chart below to compare losses from any high point for NMAI and RKLB.


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Drawdown Indicators


NMAIRKLBDifference

Max Drawdown

Largest peak-to-trough decline

-35.61%

-82.96%

+47.35%

Max Drawdown (1Y)

Largest decline over 1 year

-11.88%

-43.01%

+31.13%

Max Drawdown (3Y)

Largest decline over 3 years

-13.05%

-55.49%

+42.44%

Current Drawdown

Current decline from peak

-1.83%

-23.65%

+21.82%

Average Drawdown

Average peak-to-trough decline

-12.55%

-51.47%

+38.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

18.29%

-15.54%

Volatility

NMAI vs. RKLB - Volatility Comparison

The current volatility for Nuveen Multi-Asset Income Fund (NMAI) is 3.97%, while Rocket Lab USA, Inc. (RKLB) has a volatility of 42.00%. This indicates that NMAI experiences smaller price fluctuations and is considered to be less risky than RKLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NMAIRKLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

42.00%

-38.03%

Volatility (6M)

Calculated over the trailing 6-month period

10.70%

72.36%

-61.66%

Volatility (1Y)

Calculated over the trailing 1-year period

12.63%

92.02%

-79.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.58%

81.45%

-64.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.58%

81.45%

-64.87%

Dividends

NMAI vs. RKLB - Dividend Comparison

NMAI's dividend yield for the trailing twelve months is around 10.40%, while RKLB has not paid dividends to shareholders.


PositionTTM20252024202320222021
NMAI
Nuveen Multi-Asset Income Fund
10.40%9.89%13.73%10.57%19.45%1.88%
RKLB
Rocket Lab USA, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NMAI and RKLB have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RKLB has higher volatility (42.00%) compared to NMAI (3.97%). In terms of maximum drawdown, NMAI dropped -35.61% vs RKLB's -82.96%.

RKLB currently has the higher Sharpe Ratio (3.61 vs 1.96), 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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