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NSCR vs. BDGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


NSCRBDGS
Daily Std Dev13.23%6.63%
Max Drawdown-8.50%-5.38%
Current Drawdown-0.48%0.00%

Correlation

-0.50.00.51.00.7

The correlation between NSCR and BDGS is 0.69, 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

NSCR vs. BDGS - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%AprilMayJuneJulyAugustSeptember
10.11%
11.55%
NSCR
BDGS

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


NSCR vs. BDGS - Expense Ratio Comparison

NSCR has a 0.45% expense ratio, which is lower than BDGS's 0.85% expense ratio.


BDGS
Bridges Capital Tactical ETF
Expense ratio chart for BDGS: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for NSCR: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

NSCR vs. BDGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Sustainable Core ETF (NSCR) and Bridges Capital Tactical ETF (BDGS). 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.


NSCR
Sharpe ratio
No data
BDGS
Sharpe ratio
The chart of Sharpe ratio for BDGS, currently valued at 2.88, compared to the broader market0.002.004.002.89
Sortino ratio
The chart of Sortino ratio for BDGS, currently valued at 4.79, compared to the broader market-2.000.002.004.006.008.0010.0012.004.79
Omega ratio
The chart of Omega ratio for BDGS, currently valued at 1.86, compared to the broader market0.501.001.502.002.503.001.86
Calmar ratio
The chart of Calmar ratio for BDGS, currently valued at 3.56, compared to the broader market0.005.0010.0015.003.56
Martin ratio
The chart of Martin ratio for BDGS, currently valued at 18.30, compared to the broader market0.0020.0040.0060.0080.00100.0018.30

NSCR vs. BDGS - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

NSCR vs. BDGS - Dividend Comparison

NSCR has not paid dividends to shareholders, while BDGS's dividend yield for the trailing twelve months is around 0.74%.


TTM2023
NSCR
Nuveen Sustainable Core ETF
0.00%0.00%
BDGS
Bridges Capital Tactical ETF
0.74%0.84%

Drawdowns

NSCR vs. BDGS - Drawdown Comparison

The maximum NSCR drawdown since its inception was -8.50%, which is greater than BDGS's maximum drawdown of -5.38%. Use the drawdown chart below to compare losses from any high point for NSCR and BDGS. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.48%
0
NSCR
BDGS

Volatility

NSCR vs. BDGS - Volatility Comparison

Nuveen Sustainable Core ETF (NSCR) has a higher volatility of 4.39% compared to Bridges Capital Tactical ETF (BDGS) at 1.02%. This indicates that NSCR's price experiences larger fluctuations and is considered to be riskier than BDGS 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%5.00%6.00%MayJuneJulyAugustSeptember
4.39%
1.02%
NSCR
BDGS