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NPFI vs. PFFA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


NPFIPFFA
Daily Std Dev2.51%10.36%
Max Drawdown-1.73%-70.52%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.5

The correlation between NPFI and PFFA is 0.48, 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.

Performance

NPFI vs. PFFA - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
5.36%
12.02%
NPFI
PFFA

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NPFI vs. PFFA - Expense Ratio Comparison

NPFI has a 0.55% expense ratio, which is lower than PFFA's 1.47% expense ratio.


PFFA
Virtus InfraCap U.S. Preferred Stock ETF
Expense ratio chart for PFFA: current value at 1.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.47%
Expense ratio chart for NPFI: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

NPFI vs. PFFA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Preferred And Income ETF (NPFI) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). 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.


NPFI
Sharpe ratio
No data
PFFA
Sharpe ratio
The chart of Sharpe ratio for PFFA, currently valued at 2.56, compared to the broader market0.002.004.002.56
Sortino ratio
The chart of Sortino ratio for PFFA, currently valued at 3.46, compared to the broader market-2.000.002.004.006.008.0010.0012.003.46
Omega ratio
The chart of Omega ratio for PFFA, currently valued at 1.51, compared to the broader market0.501.001.502.002.503.001.51
Calmar ratio
The chart of Calmar ratio for PFFA, currently valued at 1.82, compared to the broader market0.005.0010.0015.001.82
Martin ratio
The chart of Martin ratio for PFFA, currently valued at 12.91, compared to the broader market0.0020.0040.0060.0080.00100.0012.91

NPFI vs. PFFA - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

NPFI vs. PFFA - Dividend Comparison

NPFI's dividend yield for the trailing twelve months is around 2.69%, less than PFFA's 8.91% yield.


TTM202320222021202020192018
NPFI
Nuveen Preferred And Income ETF
2.69%0.00%0.00%0.00%0.00%0.00%0.00%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
8.91%9.56%10.75%7.64%8.54%10.02%5.15%

Drawdowns

NPFI vs. PFFA - Drawdown Comparison

The maximum NPFI drawdown since its inception was -1.73%, smaller than the maximum PFFA drawdown of -70.52%. Use the drawdown chart below to compare losses from any high point for NPFI and PFFA. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AprilMayJuneJulyAugustSeptember00
NPFI
PFFA

Volatility

NPFI vs. PFFA - Volatility Comparison

The current volatility for Nuveen Preferred And Income ETF (NPFI) is 0.69%, while Virtus InfraCap U.S. Preferred Stock ETF (PFFA) has a volatility of 1.35%. This indicates that NPFI experiences smaller price fluctuations and is considered to be less risky than PFFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%MayJuneJulyAugustSeptember
0.69%
1.35%
NPFI
PFFA