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NPSRX vs. DIVO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NPSRX and DIVO is 0.32, 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.


-0.50.00.51.00.3

Performance

NPSRX vs. DIVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Preferred Securities & Income Fund (NPSRX) and Amplify CWP Enhanced Dividend Income ETF (DIVO). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
3.83%
9.20%
NPSRX
DIVO

Key characteristics

Sharpe Ratio

NPSRX:

3.55

DIVO:

2.17

Sortino Ratio

NPSRX:

6.06

DIVO:

3.12

Omega Ratio

NPSRX:

1.82

DIVO:

1.40

Calmar Ratio

NPSRX:

2.70

DIVO:

3.42

Martin Ratio

NPSRX:

19.70

DIVO:

10.23

Ulcer Index

NPSRX:

0.54%

DIVO:

1.96%

Daily Std Dev

NPSRX:

3.01%

DIVO:

9.21%

Max Drawdown

NPSRX:

-59.99%

DIVO:

-30.04%

Current Drawdown

NPSRX:

0.00%

DIVO:

-0.54%

Returns By Period

In the year-to-date period, NPSRX achieves a 1.40% return, which is significantly lower than DIVO's 5.21% return.


NPSRX

YTD

1.40%

1M

1.53%

6M

3.83%

1Y

10.54%

5Y*

3.02%

10Y*

4.80%

DIVO

YTD

5.21%

1M

2.53%

6M

9.20%

1Y

18.61%

5Y*

12.01%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


NPSRX vs. DIVO - Expense Ratio Comparison

NPSRX has a 0.74% expense ratio, which is higher than DIVO's 0.55% expense ratio.


NPSRX
Nuveen Preferred Securities & Income Fund
Expense ratio chart for NPSRX: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%
Expense ratio chart for DIVO: 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

NPSRX vs. DIVO — Risk-Adjusted Performance Rank

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

NPSRX
The Risk-Adjusted Performance Rank of NPSRX is 9494
Overall Rank
The Sharpe Ratio Rank of NPSRX is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of NPSRX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of NPSRX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of NPSRX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of NPSRX is 9595
Martin Ratio Rank

DIVO
The Risk-Adjusted Performance Rank of DIVO is 8484
Overall Rank
The Sharpe Ratio Rank of DIVO is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of DIVO is 8787
Sortino Ratio Rank
The Omega Ratio Rank of DIVO is 8585
Omega Ratio Rank
The Calmar Ratio Rank of DIVO is 8686
Calmar Ratio Rank
The Martin Ratio Rank of DIVO is 7575
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.

NPSRX vs. DIVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Preferred Securities & Income Fund (NPSRX) and Amplify CWP Enhanced Dividend Income ETF (DIVO). 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.


Sharpe ratio
The chart of Sharpe ratio for NPSRX, currently valued at 3.55, compared to the broader market-1.000.001.002.003.004.005.003.552.11
The chart of Sortino ratio for NPSRX, currently valued at 6.06, compared to the broader market0.002.004.006.008.0010.0012.006.063.03
The chart of Omega ratio for NPSRX, currently valued at 1.82, compared to the broader market1.002.003.004.001.821.39
The chart of Calmar ratio for NPSRX, currently valued at 2.70, compared to the broader market0.005.0010.0015.0020.002.703.31
The chart of Martin ratio for NPSRX, currently valued at 19.70, compared to the broader market0.0020.0040.0060.0080.0019.709.92
NPSRX
DIVO

The current NPSRX Sharpe Ratio is 3.55, which is higher than the DIVO Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of NPSRX and DIVO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.003.004.005.006.00SeptemberOctoberNovemberDecember2025February
3.55
2.11
NPSRX
DIVO

Dividends

NPSRX vs. DIVO - Dividend Comparison

NPSRX's dividend yield for the trailing twelve months is around 5.82%, more than DIVO's 4.53% yield.


TTM20242023202220212020201920182017201620152014
NPSRX
Nuveen Preferred Securities & Income Fund
5.82%5.87%5.87%5.82%4.97%5.02%5.40%6.01%5.53%5.85%5.82%6.02%
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.53%4.70%4.67%4.76%4.79%4.92%8.16%5.27%3.83%0.00%0.00%0.00%

Drawdowns

NPSRX vs. DIVO - Drawdown Comparison

The maximum NPSRX drawdown since its inception was -59.99%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for NPSRX and DIVO. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.54%
NPSRX
DIVO

Volatility

NPSRX vs. DIVO - Volatility Comparison

The current volatility for Nuveen Preferred Securities & Income Fund (NPSRX) is 0.63%, while Amplify CWP Enhanced Dividend Income ETF (DIVO) has a volatility of 2.06%. This indicates that NPSRX experiences smaller price fluctuations and is considered to be less risky than DIVO 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%SeptemberOctoberNovemberDecember2025February
0.63%
2.06%
NPSRX
DIVO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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