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NMCO vs. BATEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NMCO vs. BATEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Municipal Credit Opportunities Fund (NMCO) and BlackRock Allocation Target Shares Series E Portfolio (BATEX). The values are adjusted to include any dividend payments, if applicable.

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NMCO vs. BATEX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
NMCO
Nuveen Municipal Credit Opportunities Fund
6.43%4.18%13.64%-4.19%-25.66%26.98%-11.55%2.16%
BATEX
BlackRock Allocation Target Shares Series E Portfolio
-0.39%3.22%4.74%6.45%-14.23%8.28%5.77%1.88%

Returns By Period

In the year-to-date period, NMCO achieves a 6.43% return, which is significantly higher than BATEX's -0.39% return.


NMCO

1D
0.95%
1M
-1.65%
YTD
6.43%
6M
1.82%
1Y
7.40%
3Y*
4.68%
5Y*
0.59%
10Y*

BATEX

1D
0.51%
1M
-2.17%
YTD
-0.39%
6M
0.76%
1Y
1.94%
3Y*
3.68%
5Y*
0.78%
10Y*
2.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NMCO vs. BATEX - Expense Ratio Comparison

NMCO has a 0.04% expense ratio, which is lower than BATEX's 0.11% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

NMCO vs. BATEX — Risk / Return Rank

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

NMCO
NMCO Risk / Return Rank: 1818
Overall Rank
NMCO Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
NMCO Sortino Ratio Rank: 1818
Sortino Ratio Rank
NMCO Omega Ratio Rank: 1616
Omega Ratio Rank
NMCO Calmar Ratio Rank: 2121
Calmar Ratio Rank
NMCO Martin Ratio Rank: 1616
Martin Ratio Rank

BATEX
BATEX Risk / Return Rank: 1111
Overall Rank
BATEX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BATEX Sortino Ratio Rank: 88
Sortino Ratio Rank
BATEX Omega Ratio Rank: 1212
Omega Ratio Rank
BATEX Calmar Ratio Rank: 1313
Calmar Ratio Rank
BATEX Martin Ratio Rank: 1010
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.

NMCO vs. BATEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Municipal Credit Opportunities Fund (NMCO) and BlackRock Allocation Target Shares Series E Portfolio (BATEX). 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.


NMCOBATEXDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.29

+0.37

Sortino ratio

Return per unit of downside risk

0.95

0.44

+0.51

Omega ratio

Gain probability vs. loss probability

1.13

1.10

+0.03

Calmar ratio

Return relative to maximum drawdown

0.90

0.43

+0.47

Martin ratio

Return relative to average drawdown

2.43

1.09

+1.33

NMCO vs. BATEX - Sharpe Ratio Comparison

The current NMCO Sharpe Ratio is 0.67, which is higher than the BATEX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of NMCO and BATEX, 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


NMCOBATEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.29

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.14

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.59

-0.57

Correlation

The correlation between NMCO and BATEX is 0.34, 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

NMCO vs. BATEX - Dividend Comparison

NMCO's dividend yield for the trailing twelve months is around 7.70%, more than BATEX's 4.70% yield.


TTM20252024202320222021202020192018201720162015
NMCO
Nuveen Municipal Credit Opportunities Fund
7.70%8.04%6.79%5.96%6.65%4.75%5.57%0.83%0.00%0.00%0.00%0.00%
BATEX
BlackRock Allocation Target Shares Series E Portfolio
4.70%5.01%3.74%2.98%5.41%3.29%3.50%3.80%4.75%2.88%0.98%0.13%

Drawdowns

NMCO vs. BATEX - Drawdown Comparison

The maximum NMCO drawdown since its inception was -42.03%, which is greater than BATEX's maximum drawdown of -19.90%. Use the drawdown chart below to compare losses from any high point for NMCO and BATEX.


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Drawdown Indicators


NMCOBATEXDifference

Max Drawdown

Largest peak-to-trough decline

-42.03%

-19.90%

-22.13%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-7.14%

-1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-39.82%

-19.90%

-19.92%

Max Drawdown (10Y)

Largest decline over 10 years

-19.90%

Current Drawdown

Current decline from peak

-11.48%

-2.45%

-9.03%

Average Drawdown

Average peak-to-trough decline

-16.19%

-4.08%

-12.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.80%

+0.46%

Volatility

NMCO vs. BATEX - Volatility Comparison

Nuveen Municipal Credit Opportunities Fund (NMCO) has a higher volatility of 3.52% compared to BlackRock Allocation Target Shares Series E Portfolio (BATEX) at 1.45%. This indicates that NMCO's price experiences larger fluctuations and is considered to be riskier than BATEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NMCOBATEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

1.45%

+2.07%

Volatility (6M)

Calculated over the trailing 6-month period

6.63%

2.34%

+4.29%

Volatility (1Y)

Calculated over the trailing 1-year period

11.15%

7.69%

+3.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.08%

5.73%

+8.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.71%

5.87%

+13.84%