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NPSRX vs. PSK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NPSRX vs. PSK - Performance Comparison

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

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NPSRX vs. PSK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NPSRX
Nuveen Preferred Securities & Income Fund
-1.08%11.19%9.12%6.19%-9.50%5.43%5.53%17.68%-5.65%11.27%
PSK
SPDR ICE Preferred Securities ETF
-1.29%2.69%4.81%8.91%-18.86%1.57%6.37%17.59%-4.54%12.44%

Returns By Period

In the year-to-date period, NPSRX achieves a -1.08% return, which is significantly higher than PSK's -1.29% return. Over the past 10 years, NPSRX has outperformed PSK with an annualized return of 5.31%, while PSK has yielded a comparatively lower 2.32% annualized return.


NPSRX

1D
0.88%
1M
-2.09%
YTD
-1.08%
6M
1.23%
1Y
7.83%
3Y*
9.93%
5Y*
3.62%
10Y*
5.31%

PSK

1D
0.30%
1M
-3.66%
YTD
-1.29%
6M
-4.04%
1Y
2.30%
3Y*
3.46%
5Y*
-0.73%
10Y*
2.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NPSRX vs. PSK - Expense Ratio Comparison

NPSRX has a 0.74% expense ratio, which is higher than PSK's 0.45% expense ratio.


Return for Risk

NPSRX vs. PSK — Risk / Return Rank

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

NPSRX
NPSRX Risk / Return Rank: 9292
Overall Rank
NPSRX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
NPSRX Sortino Ratio Rank: 9393
Sortino Ratio Rank
NPSRX Omega Ratio Rank: 9595
Omega Ratio Rank
NPSRX Calmar Ratio Rank: 8888
Calmar Ratio Rank
NPSRX Martin Ratio Rank: 8888
Martin Ratio Rank

PSK
PSK Risk / Return Rank: 1919
Overall Rank
PSK Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
PSK Sortino Ratio Rank: 1818
Sortino Ratio Rank
PSK Omega Ratio Rank: 1717
Omega Ratio Rank
PSK Calmar Ratio Rank: 2020
Calmar Ratio Rank
PSK Martin Ratio Rank: 1818
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. PSK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Preferred Securities & Income Fund (NPSRX) and SPDR ICE Preferred Securities ETF (PSK). 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.


NPSRXPSKDifference

Sharpe ratio

Return per unit of total volatility

2.15

0.32

+1.83

Sortino ratio

Return per unit of downside risk

2.98

0.50

+2.48

Omega ratio

Gain probability vs. loss probability

1.53

1.06

+0.47

Calmar ratio

Return relative to maximum drawdown

2.42

0.39

+2.03

Martin ratio

Return relative to average drawdown

9.75

0.95

+8.80

NPSRX vs. PSK - Sharpe Ratio Comparison

The current NPSRX Sharpe Ratio is 2.15, which is higher than the PSK Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of NPSRX and PSK, 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


NPSRXPSKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

0.32

+1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

-0.07

+0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.20

+0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.43

+0.05

Correlation

The correlation between NPSRX and PSK is 0.52, 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.


Dividends

NPSRX vs. PSK - Dividend Comparison

NPSRX's dividend yield for the trailing twelve months is around 5.92%, less than PSK's 7.02% yield.


TTM20252024202320222021202020192018201720162015
NPSRX
Nuveen Preferred Securities & Income Fund
5.92%5.72%5.38%5.87%6.18%4.97%5.02%5.39%6.00%5.51%5.81%6.20%
PSK
SPDR ICE Preferred Securities ETF
7.02%6.82%6.55%6.44%6.55%5.03%5.08%5.44%6.47%6.91%5.92%5.35%

Drawdowns

NPSRX vs. PSK - Drawdown Comparison

The maximum NPSRX drawdown since its inception was -62.52%, which is greater than PSK's maximum drawdown of -30.10%. Use the drawdown chart below to compare losses from any high point for NPSRX and PSK.


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Drawdown Indicators


NPSRXPSKDifference

Max Drawdown

Largest peak-to-trough decline

-62.52%

-30.10%

-32.42%

Max Drawdown (1Y)

Largest decline over 1 year

-3.46%

-5.50%

+2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-17.65%

-22.23%

+4.58%

Max Drawdown (10Y)

Largest decline over 10 years

-26.47%

-30.10%

+3.63%

Current Drawdown

Current decline from peak

-2.45%

-6.65%

+4.20%

Average Drawdown

Average peak-to-trough decline

-4.85%

-3.97%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

2.25%

-1.39%

Volatility

NPSRX vs. PSK - Volatility Comparison

The current volatility for Nuveen Preferred Securities & Income Fund (NPSRX) is 1.59%, while SPDR ICE Preferred Securities ETF (PSK) has a volatility of 2.26%. This indicates that NPSRX experiences smaller price fluctuations and is considered to be less risky than PSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NPSRXPSKDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

2.26%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

2.34%

4.13%

-1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

7.17%

-3.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.97%

10.69%

-5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.32%

11.89%

-5.57%