STK vs. JRI

Last updated Jun 9, 2026

STK (Columbia Seligman Premium Technology Growth Closed Fund) is Technology Equities fund actively managed by Aberdeen, while JRI (Nuveen Real Asset Income and Growth Fund) is a stock. Over the past 10 years, STK returned 23.37%/yr vs 6.69%/yr for JRI. At a 0.38 correlation, their price movements are largely independent. STK charges 1.26%/yr vs 2.09%/yr for JRI.

Performance

STK vs. JRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Seligman Premium Technology Growth Closed Fund (STK) and Nuveen Real Asset Income and Growth Fund (JRI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STK achieves a 43.31% return, which is significantly higher than JRI's -3.02% return. Over the past 10 years, STK has outperformed JRI with an annualized return of 23.37%, while JRI has yielded a comparatively lower 6.69% annualized return.

STK

• 1D: 1.22%
• 1M: 2.00%
• YTD: 43.31%
• 6M: 39.67%
• 1Y: 90.56%
• 3Y*: 31.90%
• 5Y*: 19.22%
• 10Y*: 23.37%

JRI

• 1D: -1.11%
• 1M: -4.27%
• YTD: -3.02%
• 6M: -2.85%
• 1Y: 8.09%
• 3Y*: 16.08%
• 5Y*: 5.09%
• 10Y*: 6.69%

*Multi-year figures are annualized to reflect compound growth (CAGR)

STK vs. JRI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STK Columbia Seligman Premium Technology Growth Closed Fund	43.31%	24.85%	17.74%	46.60%	-30.36%	48.63%	25.39%	52.73%	-14.91%	33.52%
JRI Nuveen Real Asset Income and Growth Fund	-3.02%	26.76%	16.27%	10.08%	-20.87%	29.19%	-19.47%	45.67%	-17.12%	21.71%

Correlation

The correlation between STK and JRI is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.46
Correlation (10Y) Calculated over the trailing 10-year period	0.43
Correlation (All Time) Calculated using the full available price history since Apr 30, 2012	0.38

The correlation between STK and JRI shifts across timeframes, from 0.31 (1 year) to 0.46 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

STK vs. JRI — Risk / Return Rank

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

STK

STK Risk / Return Rank: 94
STK Sharpe Ratio Rank: 98
STK Sortino Ratio Rank: 87
STK Omega Ratio Rank: 88
STK Calmar Ratio Rank: 97
STK Martin Ratio Rank: 98

JRI

JRI Risk / Return Rank: 57
JRI Sharpe Ratio Rank: 61
JRI Sortino Ratio Rank: 51
JRI Omega Ratio Rank: 53
JRI Calmar Ratio Rank: 57
JRI Martin Ratio Rank: 63

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.

STK vs. JRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Premium Technology Growth Closed Fund (STK) and Nuveen Real Asset Income and Growth Fund (JRI). 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.

	STK	JRI	Difference
Sharpe ratio: Return per unit of total volatility	3.64	0.55	+3.08
Sortino ratio: Return per unit of downside risk	4.06	0.82	+3.23
Omega ratio: Gain probability vs. loss probability	1.60	1.12	+0.49
Calmar ratio: Return relative to maximum drawdown	7.09	0.63	+6.46
Martin ratio: Return relative to average drawdown	28.46	2.31	+26.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STK vs. JRI - Sharpe Ratio Comparison

The current STK Sharpe Ratio is 3.64, which is higher than the JRI Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of STK and JRI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	STK	JRI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.64	0.55	+3.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.29	+0.46
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.89	0.32	+0.58
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	0.36	+0.36

Drawdowns

STK vs. JRI - Drawdown Comparison

The maximum STK drawdown since its inception was -41.74%, smaller than the maximum JRI drawdown of -60.74%. Use the drawdown chart below to compare losses from any high point for STK and JRI.

Drawdown Indicators

	STK	JRI	Difference
Max Drawdown Largest peak-to-trough decline	-41.74%	-60.74%	+19.00%
Max Drawdown (1Y) Largest decline over 1 year	-12.84%	-12.92%	+0.08%
Max Drawdown (3Y) Largest decline over 3 years	-26.59%	-15.35%	-11.24%
Max Drawdown (5Y) Largest decline over 5 years	-36.27%	-29.40%	-6.87%
Max Drawdown (10Y) Largest decline over 10 years	-41.74%	-60.74%	+19.00%
Current Drawdown Current decline from peak	-10.49%	-5.17%	-5.32%
Average Drawdown Average peak-to-trough decline	-7.41%	-9.04%	+1.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.19%	3.51%	-0.32%

Volatility

STK vs. JRI - Volatility Comparison

Columbia Seligman Premium Technology Growth Closed Fund (STK) has a higher volatility of 13.52% compared to Nuveen Real Asset Income and Growth Fund (JRI) at 6.51%. This indicates that STK's price experiences larger fluctuations and is considered to be riskier than JRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STK	JRI	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.52%	6.51%	+7.01%
Volatility (6M) Calculated over the trailing 6-month period	21.67%	12.65%	+9.02%
Volatility (1Y) Calculated over the trailing 1-year period	25.09%	14.69%	+10.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.48%	17.41%	+8.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.32%	21.30%	+5.02%

STK vs. JRI - Expense Ratio Comparison

STK has a 1.26% expense ratio, which is lower than JRI's 2.09% expense ratio.

Dividends

STK vs. JRI - Dividend Comparison

STK's dividend yield for the trailing twelve months is around 5.26%, less than JRI's 12.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JRI Nuveen Real Asset Income and Growth Fund	12.80%	11.77%	11.83%	9.18%	9.90%	7.18%	9.06%	7.05%	9.33%	7.21%	8.57%	10.33%
STK Columbia Seligman Premium Technology Growth Closed Fund	5.26%	7.38%	16.02%	6.70%	12.62%	8.48%	6.79%	7.86%	14.88%	11.82%	9.87%	10.32%

Frequently Asked Questions

Can I hold both STK and JRI in my portfolio?

STK and JRI have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STK or JRI?

STK has higher volatility (13.52%) compared to JRI (6.51%). In terms of maximum drawdown, STK dropped -41.74% vs JRI's -60.74%.

Which has better risk-adjusted returns?

STK currently has the higher Sharpe Ratio (3.64 vs 0.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.