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NUMG vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NUMG and SPY is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

NUMG vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen ESG Mid-Cap Growth ETF (NUMG) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
143.90%
199.54%
NUMG
SPY

Key characteristics

Sharpe Ratio

NUMG:

1.02

SPY:

2.21

Sortino Ratio

NUMG:

1.45

SPY:

2.93

Omega Ratio

NUMG:

1.18

SPY:

1.41

Calmar Ratio

NUMG:

0.71

SPY:

3.26

Martin Ratio

NUMG:

4.15

SPY:

14.43

Ulcer Index

NUMG:

4.25%

SPY:

1.90%

Daily Std Dev

NUMG:

17.33%

SPY:

12.41%

Max Drawdown

NUMG:

-38.85%

SPY:

-55.19%

Current Drawdown

NUMG:

-7.15%

SPY:

-2.74%

Returns By Period

In the year-to-date period, NUMG achieves a 15.12% return, which is significantly lower than SPY's 25.54% return.


NUMG

YTD

15.12%

1M

0.25%

6M

16.80%

1Y

15.83%

5Y*

10.33%

10Y*

N/A

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

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NUMG vs. SPY - Expense Ratio Comparison

NUMG has a 0.30% expense ratio, which is higher than SPY's 0.09% expense ratio.


NUMG
Nuveen ESG Mid-Cap Growth ETF
Expense ratio chart for NUMG: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

NUMG vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Mid-Cap Growth ETF (NUMG) and SPDR S&P 500 ETF (SPY). 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 NUMG, currently valued at 1.02, compared to the broader market0.002.004.001.022.21
The chart of Sortino ratio for NUMG, currently valued at 1.45, compared to the broader market-2.000.002.004.006.008.0010.001.452.93
The chart of Omega ratio for NUMG, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.41
The chart of Calmar ratio for NUMG, currently valued at 0.71, compared to the broader market0.005.0010.0015.000.713.26
The chart of Martin ratio for NUMG, currently valued at 4.15, compared to the broader market0.0020.0040.0060.0080.00100.004.1514.43
NUMG
SPY

The current NUMG Sharpe Ratio is 1.02, which is lower than the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of NUMG and SPY, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.02
2.21
NUMG
SPY

Dividends

NUMG vs. SPY - Dividend Comparison

NUMG has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.86%.


TTM20232022202120202019201820172016201520142013
NUMG
Nuveen ESG Mid-Cap Growth ETF
0.00%0.18%0.18%12.71%3.82%0.27%5.14%0.56%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
0.86%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

NUMG vs. SPY - Drawdown Comparison

The maximum NUMG drawdown since its inception was -38.85%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NUMG and SPY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.15%
-2.74%
NUMG
SPY

Volatility

NUMG vs. SPY - Volatility Comparison

Nuveen ESG Mid-Cap Growth ETF (NUMG) has a higher volatility of 6.37% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that NUMG's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.37%
3.72%
NUMG
SPY
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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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