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NPSRX vs. BAC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NPSRX vs. BAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Preferred Securities & Income Fund (NPSRX) and Bank of America Corporation (BAC). The values are adjusted to include any dividend payments, if applicable.

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NPSRX vs. BAC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NPSRX
Nuveen Preferred Securities & Income Fund
-1.95%11.19%9.12%6.19%-9.50%5.43%5.53%17.68%-5.65%11.27%
BAC
Bank of America Corporation
-10.86%28.04%33.85%4.83%-23.82%49.61%-11.63%46.19%-15.00%35.69%

Returns By Period

In the year-to-date period, NPSRX achieves a -1.95% return, which is significantly higher than BAC's -10.86% return. Over the past 10 years, NPSRX has underperformed BAC with an annualized return of 5.22%, while BAC has yielded a comparatively higher 16.19% annualized return.


NPSRX

1D
-0.13%
1M
-3.30%
YTD
-1.95%
6M
0.47%
1Y
6.96%
3Y*
9.61%
5Y*
3.48%
10Y*
5.22%

BAC

1D
3.22%
1M
-1.61%
YTD
-10.86%
6M
-4.48%
1Y
19.45%
3Y*
22.60%
5Y*
6.87%
10Y*
16.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NPSRX vs. BAC — Risk / Return Rank

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

NPSRX
NPSRX Risk / Return Rank: 9090
Overall Rank
NPSRX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
NPSRX Sortino Ratio Rank: 9393
Sortino Ratio Rank
NPSRX Omega Ratio Rank: 9494
Omega Ratio Rank
NPSRX Calmar Ratio Rank: 8484
Calmar Ratio Rank
NPSRX Martin Ratio Rank: 8484
Martin Ratio Rank

BAC
BAC Risk / Return Rank: 6565
Overall Rank
BAC Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BAC Sortino Ratio Rank: 5858
Sortino Ratio Rank
BAC Omega Ratio Rank: 6161
Omega Ratio Rank
BAC Calmar Ratio Rank: 6767
Calmar Ratio Rank
BAC Martin Ratio Rank: 6969
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.

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.


NPSRXBACDifference

Sharpe ratio

Return per unit of total volatility

2.05

0.73

+1.32

Sortino ratio

Return per unit of downside risk

2.78

1.06

+1.72

Omega ratio

Gain probability vs. loss probability

1.50

1.16

+0.34

Calmar ratio

Return relative to maximum drawdown

2.08

1.16

+0.92

Martin ratio

Return relative to average drawdown

8.55

3.17

+5.38

NPSRX vs. BAC - Sharpe Ratio Comparison

The current NPSRX Sharpe Ratio is 2.05, which is higher than the BAC Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of NPSRX and BAC, 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


NPSRXBACDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

0.73

+1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.26

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.53

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.20

+0.29

Correlation

The correlation between NPSRX and BAC is 0.28, 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

NPSRX vs. BAC - Dividend Comparison

NPSRX's dividend yield for the trailing twelve months is around 5.45%, more than BAC's 2.26% yield.


TTM20252024202320222021202020192018201720162015
NPSRX
Nuveen Preferred Securities & Income Fund
5.45%5.72%5.38%5.87%6.18%4.97%5.02%5.39%6.00%5.51%5.81%6.20%
BAC
Bank of America Corporation
2.26%1.96%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%

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


NPSRXBACDifference

Max Drawdown

Largest peak-to-trough decline

-62.52%

-93.10%

+30.58%

Max Drawdown (1Y)

Largest decline over 1 year

-3.46%

-17.93%

+14.47%

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 Drawdown

Current decline from peak

-3.30%

-14.37%

+11.07%

Average Drawdown

Average peak-to-trough decline

-4.85%

-28.40%

+23.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

6.57%

-5.73%

Volatility

NPSRX vs. BAC - Volatility Comparison

The current volatility for Nuveen Preferred Securities & Income Fund (NPSRX) is 1.24%, while Bank of America Corporation (BAC) has a volatility of 6.67%. 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


NPSRXBACDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

6.67%

-5.43%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

16.72%

-14.55%

Volatility (1Y)

Calculated over the trailing 1-year period

3.62%

26.82%

-23.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.96%

26.84%

-21.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.31%

30.80%

-24.49%