NPFD vs. NQ=F

Last updated Feb 7, 2026

Compare and contrast key facts about Nuveen Preferred and Income Securities Fund (NPFD) and E-Mini Nasdaq 100 Futures (NQ=F).

Performance

NPFD vs. NQ=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Preferred and Income Securities Fund (NPFD) and E-Mini Nasdaq 100 Futures (NQ=F). The values are adjusted to include any dividend payments, if applicable.

NPFD vs. NQ=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
NPFD Nuveen Preferred and Income Securities Fund	4.21%	15.94%	23.52%	-1.10%	-25.33%	1.40%
NQ=F E-Mini Nasdaq 100 Futures	-4.99%	19.93%	24.69%	54.45%	-32.46%	2.86%

Returns By Period

NPFD

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

NQ=F

• 1D: 1.14%
• 1M: -3.35%
• YTD: -4.99%
• 6M: -3.32%
• 1Y: 23.38%
• 3Y*: 22.06%
• 5Y*: 12.68%
• 10Y*: 18.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

NPFD vs. NQ=F — Risk / Return Rank

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

NPFD

NPFD Risk / Return Rank: 62
NPFD Sharpe Ratio Rank: 63
NPFD Sortino Ratio Rank: 59
NPFD Omega Ratio Rank: 63
NPFD Calmar Ratio Rank: 53
NPFD Martin Ratio Rank: 71

NQ=F

NQ=F Risk / Return Rank: 60
NQ=F Sharpe Ratio Rank: 58
NQ=F Sortino Ratio Rank: 60
NQ=F Omega Ratio Rank: 59
NQ=F Calmar Ratio Rank: 51
NQ=F Martin Ratio Rank: 70

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.

NPFD vs. NQ=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Preferred and Income Securities Fund (NPFD) and E-Mini Nasdaq 100 Futures (NQ=F). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	NPFD	NQ=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.02	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.56	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.90	—

Correlation

The correlation between NPFD and NQ=F is 0.30, 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.

Drawdowns

Drawdown Indicators

	NPFD	NQ=F	Difference
Max Drawdown Largest peak-to-trough decline	-39.18%	-35.28%	-3.90%
Max Drawdown (1Y) Largest decline over 1 year	-9.15%	-12.72%	+3.57%
Max Drawdown (5Y) Largest decline over 5 years	—	-35.28%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.28%	—
Current Drawdown Current decline from peak	-0.46%	-7.90%	+7.44%
Average Drawdown Average peak-to-trough decline	-18.61%	-5.15%	-13.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	3.18%	-1.32%

Volatility

Volatility by Period

	NPFD	NQ=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.23%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.64%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	22.19%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	22.48%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	22.24%	—