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

Correlation

The correlation between NPFI and PFFA is 0.54, 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 illustrates the hypothetical performance of a $10,000 investment in Nuveen Preferred And Income ETF (NPFI) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NPFI:

2.51

PFFA:

0.68

Sortino Ratio

NPFI:

3.41

PFFA:

0.94

Omega Ratio

NPFI:

1.54

PFFA:

1.14

Calmar Ratio

NPFI:

2.51

PFFA:

0.59

Martin Ratio

NPFI:

11.15

PFFA:

2.12

Ulcer Index

NPFI:

0.66%

PFFA:

3.39%

Daily Std Dev

NPFI:

3.04%

PFFA:

10.51%

Max Drawdown

NPFI:

-2.94%

PFFA:

-70.52%

Current Drawdown

NPFI:

0.00%

PFFA:

-6.27%

Returns By Period

In the year-to-date period, NPFI achieves a 2.62% return, which is significantly higher than PFFA's -2.82% return.


NPFI

YTD

2.62%

1M

1.79%

6M

2.46%

1Y

7.32%

3Y*

N/A

5Y*

N/A

10Y*

N/A

PFFA

YTD

-2.82%

1M

-0.54%

6M

-5.35%

1Y

6.13%

3Y*

5.99%

5Y*

12.37%

10Y*

N/A

*Annualized

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Nuveen Preferred And Income ETF

NPFI vs. PFFA - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

NPFI vs. PFFA — Risk-Adjusted Performance Rank

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

NPFI
The Risk-Adjusted Performance Rank of NPFI is 9595
Overall Rank
The Sharpe Ratio Rank of NPFI is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of NPFI is 9696
Sortino Ratio Rank
The Omega Ratio Rank of NPFI is 9696
Omega Ratio Rank
The Calmar Ratio Rank of NPFI is 9595
Calmar Ratio Rank
The Martin Ratio Rank of NPFI is 9494
Martin Ratio Rank

PFFA
The Risk-Adjusted Performance Rank of PFFA is 5757
Overall Rank
The Sharpe Ratio Rank of PFFA is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFA is 5454
Sortino Ratio Rank
The Omega Ratio Rank of PFFA is 5757
Omega Ratio Rank
The Calmar Ratio Rank of PFFA is 5959
Calmar Ratio Rank
The Martin Ratio Rank of PFFA is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current NPFI Sharpe Ratio is 2.51, which is higher than the PFFA Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of NPFI and PFFA, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

NPFI vs. PFFA - Dividend Comparison

NPFI's dividend yield for the trailing twelve months is around 5.84%, less than PFFA's 9.89% yield.


TTM2024202320222021202020192018
NPFI
Nuveen Preferred And Income ETF
5.84%4.79%0.00%0.00%0.00%0.00%0.00%0.00%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
9.89%9.18%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 -2.94%, 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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

NPFI vs. PFFA - Volatility Comparison

The current volatility for Nuveen Preferred And Income ETF (NPFI) is 0.78%, while Virtus InfraCap U.S. Preferred Stock ETF (PFFA) has a volatility of 3.20%. 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.


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