NPSRX vs. BAC
NPSRX (Nuveen Preferred Securities & Income Fund) is Preferred Stock fund managed by Nuveen, while BAC (Bank of America Corporation) is a stock. Over the past 10 years, NPSRX returned 4.91%/yr vs 18.54%/yr for BAC. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
NPSRX vs. BAC - Performance Comparison
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Returns By Period
In the year-to-date period, NPSRX achieves a 0.35% return, which is significantly lower than BAC's 13.86% return. Over the past 10 years, NPSRX has underperformed BAC with an annualized return of 4.91%, while BAC has yielded a comparatively higher 18.54% annualized return.
NPSRX
- 1D
- 0.00%
- 1M
- -0.93%
- 6M
- -0.32%
- YTD
- 0.35%
- 1Y
- 5.41%
- 3Y*
- 8.89%
- 5Y*
- 3.24%
- 10Y*
- 4.91%
- ALL TIME*
- 5.20%
BAC
- 1D
- 0.36%
- 1M
- 5.48%
- 6M
- 17.71%
- YTD
- 13.86%
- 1Y
- 38.63%
- 3Y*
- 28.30%
- 5Y*
- 12.79%
- 10Y*
- 18.54%
- ALL TIME*
- 8.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.02B | $2.04B | $2.03B | |
| $0.00 | $0.00 | $0.00 |
NPSRX vs. BAC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NPSRX Nuveen Preferred Securities & Income Fund | 0.35% | 11.19% | 9.12% | 6.19% | -9.50% | 5.43% | 5.53% | 17.68% | -5.65% | 11.27% |
BAC Bank of America Corporation | 13.86% | 28.04% | 33.85% | 4.83% | -23.82% | 49.61% | -11.63% | 46.19% | -15.00% | 35.69% |
Correlation
The correlation between NPSRX and BAC is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.29 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.26 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2006 | 0.28 |
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Return for Risk
NPSRX vs. BAC — Risk / Return Rank
NPSRX
BAC
NPSRX vs. BAC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Preferred Securities & Income Fund (NPSRX) and Bank of America Corporation (BAC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NPSRX | BAC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.27 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 1.90 | -0.05 |
| Martin ratioReturn relative to average drawdown | 7.01 | 5.00 | +2.01 |
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Drawdowns
NPSRX vs. BAC - Drawdown Comparison
The maximum NPSRX drawdown since its inception was -62.52%, smaller than the maximum BAC drawdown of -93.10%. Use the drawdown chart below to compare losses from any high point for NPSRX and BAC.
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Drawdown Indicators
| NPSRX | BAC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.52% | -93.10% | +30.58% |
Max Drawdown (1Y)Largest decline over 1 year | -3.30% | -17.93% | +14.63% |
Max Drawdown (3Y)Largest decline over 3 years | -3.60% | -27.51% | +23.91% |
Max Drawdown (5Y)Largest decline over 5 years | -17.65% | -46.64% | +28.99% |
Max Drawdown (10Y)Largest decline over 10 years | -26.47% | -48.95% | +22.48% |
Current DrawdownCurrent decline from peak | -1.04% | -1.07% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -4.78% | -28.21% | +23.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 6.82% | -5.95% |
Volatility
NPSRX vs. BAC - Volatility Comparison
The current volatility for Nuveen Preferred Securities & Income Fund (NPSRX) is 0.57%, while Bank of America Corporation (BAC) has a volatility of 5.89%. This indicates that NPSRX experiences smaller price fluctuations and is considered to be less risky than BAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NPSRX | BAC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.57% | 5.89% | -5.32% |
Volatility (6M)Calculated over the trailing 6-month period | 2.43% | 16.31% | -13.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.03% | 21.85% | -18.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.00% | 26.67% | -21.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.31% | 30.46% | -24.15% |
Dividends
NPSRX vs. BAC - Dividend Comparison
NPSRX's dividend yield for the trailing twelve months is around 4.96%, more than BAC's 1.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAC Bank of America Corporation | 1.81% | 1.96% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% |
NPSRX Nuveen Preferred Securities & Income Fund | 4.96% | 5.72% | 5.38% | 5.87% | 6.18% | 4.97% | 5.02% | 5.39% | 6.00% | 5.51% | 5.81% | 6.20% |
Frequently Asked Questions
NPSRX and BAC have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAC has higher volatility (5.89%) compared to NPSRX (0.57%). In terms of maximum drawdown, NPSRX dropped -62.52% vs BAC's -93.10%.
NPSRX currently has the higher Sharpe Ratio (2.02 vs 1.56), 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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