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NSBRX vs. IIPR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NSBRX and IIPR is 0.42, 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

NSBRX vs. IIPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Dividend Growth Fund (NSBRX) and Innovative Industrial Properties, Inc. (IIPR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NSBRX:

0.36

IIPR:

-1.07

Sortino Ratio

NSBRX:

0.73

IIPR:

-1.21

Omega Ratio

NSBRX:

1.11

IIPR:

0.81

Calmar Ratio

NSBRX:

0.40

IIPR:

-0.54

Martin Ratio

NSBRX:

1.23

IIPR:

-1.28

Ulcer Index

NSBRX:

6.11%

IIPR:

33.21%

Daily Std Dev

NSBRX:

16.56%

IIPR:

43.50%

Max Drawdown

NSBRX:

-45.42%

IIPR:

-78.14%

Current Drawdown

NSBRX:

-6.86%

IIPR:

-74.76%

Returns By Period

In the year-to-date period, NSBRX achieves a 1.65% return, which is significantly higher than IIPR's -14.24% return.


NSBRX

YTD

1.65%

1M

6.79%

6M

-5.00%

1Y

5.83%

5Y*

11.30%

10Y*

7.08%

IIPR

YTD

-14.24%

1M

9.85%

6M

-43.16%

1Y

-46.31%

5Y*

0.50%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

NSBRX vs. IIPR — Risk-Adjusted Performance Rank

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

NSBRX
The Risk-Adjusted Performance Rank of NSBRX is 4646
Overall Rank
The Sharpe Ratio Rank of NSBRX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of NSBRX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of NSBRX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of NSBRX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of NSBRX is 4242
Martin Ratio Rank

IIPR
The Risk-Adjusted Performance Rank of IIPR is 99
Overall Rank
The Sharpe Ratio Rank of IIPR is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of IIPR is 99
Sortino Ratio Rank
The Omega Ratio Rank of IIPR is 66
Omega Ratio Rank
The Calmar Ratio Rank of IIPR is 1616
Calmar Ratio Rank
The Martin Ratio Rank of IIPR is 1313
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.

NSBRX vs. IIPR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Dividend Growth Fund (NSBRX) and Innovative Industrial Properties, Inc. (IIPR). 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 NSBRX Sharpe Ratio is 0.36, which is higher than the IIPR Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of NSBRX and IIPR, 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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Dividends

NSBRX vs. IIPR - Dividend Comparison

NSBRX's dividend yield for the trailing twelve months is around 1.16%, less than IIPR's 13.71% yield.


TTM20242023202220212020201920182017201620152014
NSBRX
Nuveen Dividend Growth Fund
1.16%1.16%1.33%1.41%1.31%1.44%1.77%2.06%1.58%1.75%1.89%1.67%
IIPR
Innovative Industrial Properties, Inc.
13.71%11.28%7.16%7.01%2.18%2.44%3.73%2.64%1.70%0.00%0.00%0.00%

Drawdowns

NSBRX vs. IIPR - Drawdown Comparison

The maximum NSBRX drawdown since its inception was -45.42%, smaller than the maximum IIPR drawdown of -78.14%. Use the drawdown chart below to compare losses from any high point for NSBRX and IIPR. For additional features, visit the drawdowns tool.


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Volatility

NSBRX vs. IIPR - Volatility Comparison

The current volatility for Nuveen Dividend Growth Fund (NSBRX) is 4.97%, while Innovative Industrial Properties, Inc. (IIPR) has a volatility of 8.74%. This indicates that NSBRX experiences smaller price fluctuations and is considered to be less risky than IIPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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