KRMA vs NMT

Comparison between GLOBAL X CONSCIOUS COMPANIES ETF (KRMA, ETF) and Nuveen Massachusetts Quality Municipal Income Fund (NMT, ETF).

5-Year PerformanceKRMA has outperformed NMT, delivering a return of +9.9% compared to +1.8%

KRMA vs NMT - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	KRMA(ETF)	NMT(ETF)
Net Assets	$116M	$116M
Expense Ratio	0.43%	N/A
Max Drawdown	36.16%	48.99%
Sharpe Ratio	1.19	1.26
5Y Beta	0.94	0.14
P/E Ratio	24.48	N/A
Forward P/E	18.11	N/A
PEG Ratio	0.42	N/A
5Y Dividends CAGR	24.01%	8.85%
5Y EPS CAGR	22.60%	N/A
Debt to Equity	38.19%	N/A

Net Assets

Winner

KRMA

$116M

NMT

$116M

Expense Ratio

KRMA

0.43%

NMT

N/A

Max Drawdown

Winner

KRMA

36.16%

NMT

48.99%

Sharpe Ratio

KRMA

1.19

Winner

NMT

1.26

5Y Beta

KRMA

0.94

Winner

NMT

0.14

P/E Ratio

KRMA

24.48

NMT

N/A

Forward P/E

KRMA

18.11

NMT

N/A

PEG Ratio

KRMA

0.42

NMT

N/A

5Y Dividends CAGR

Winner

KRMA

24.01%

NMT

8.85%

5Y EPS CAGR

KRMA

22.60%

NMT

N/A

Debt to Equity

KRMA

38.19%

NMT

N/A

KRMA vs NMT - Historical Returns

Returns include dividend reinvestment.

Period	KRMA	NMT
1 month	+1.96%	+0.87%
3 months	+6.26%	+3.31%
6 months	+10.26%	+14.15%
1 year	+19.76%	+19.95%
5 years(CAGR)	+9.89%	+1.76%
10 years(CAGR)	+13.60%	+2.40%
Max(CAGR)	+13.58%	+4.60%

Winner

KRMA

+1.96%

NMT

+0.87%

Winner

KRMA

+6.26%

NMT

+3.31%

KRMA

+10.26%

Winner

NMT

+14.15%

KRMA

+19.76%

Winner

NMT

+19.95%

5Y(CAGR)

Winner

KRMA

+9.89%

NMT

+1.76%

10Y(CAGR)

Winner

KRMA

+13.60%

NMT

+2.40%

Max(CAGR)

Winner

KRMA

+13.58%

NMT

+4.60%

KRMA vs NMT - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	KRMA	NMT
2026	+10.19%	+17.11%
2025	+14.39%	+5.85%
2024	+18.87%	+16.17%
2023	+22.70%	+1.52%
2022	-19.09%	-30.75%
2021	+29.42%	+9.84%
2020	+16.40%	+6.18%
2019	+30.21%	+23.70%
2018	-4.25%	-14.40%
2017	+22.74%	+13.61%
2016	+5.65%	+0.05%
2015	N/A	+8.91%
2014	N/A	+15.06%
2013	N/A	-16.13%
2012	N/A	+6.26%
2011	N/A	+17.17%
2010	N/A	+4.45%
2009	N/A	+43.04%
2008	N/A	-20.35%
2007	N/A	-7.15%
2006	N/A	-3.17%
2005	N/A	+3.83%
2004	N/A	+8.22%
2003	N/A	+4.73%
2002	N/A	+6.23%
2001	N/A	+12.45%
2000	N/A	+10.29%
1999	N/A	-6.15%

KRMA vs NMT Drawdown Comparison

The maximum drawdown for KRMA was -36.16%, occurring on Mar 23, 2020. Recovery took 125 trading sessions.

The maximum drawdown for NMT was -40.09%, occurring on Oct 10, 2008. Recovery took 895 trading sessions.

The current KRMA drawdown is -2.27%. The current NMT drawdown is -2.88%.

Rank	KRMA	NMT
#1	-36.16% Feb 19, 2020 - Aug 17, 2020	-40.09% Mar 2, 2006 - Sep 21, 2009
#2	-26.12% Dec 29, 2021 - Jan 25, 2024	-38.87% Nov 22, 2021 - May 1, 2026
#3	-19.41% Dec 4, 2024 - Jul 1, 2025	-21.46% Jan 24, 2013 - Dec 3, 2015
#4	-17.48% Sep 21, 2018 - Mar 19, 2019	-20.51% Jul 25, 2016 - Aug 1, 2019
#5	-9.59% Jan 26, 2018 - Jul 25, 2018	-18.20% Oct 21, 2010 - Jan 5, 2012
#6	-8.92% Sep 2, 2020 - Oct 12, 2020	-17.05% Jan 24, 2020 - Jul 10, 2020
#7	-8.62% Jan 6, 2026 - Apr 15, 2026	-16.42% Jun 4, 2003 - Mar 31, 2004
#8	-8.36% Jul 16, 2024 - Sep 19, 2024	-15.35% Feb 15, 2005 - Sep 7, 2005
#9	-7.02% Jul 26, 2019 - Oct 30, 2019	-13.69% Mar 31, 2004 - Oct 27, 2004
#10	-6.95% Oct 12, 2020 - Nov 6, 2020	-9.72% Nov 3, 1999 - Jul 27, 2000
#11	-6.30% May 3, 2019 - Jun 19, 2019	-8.85% Oct 7, 2009 - Mar 4, 2010
#12	-6.01% Dec 14, 2020 - Feb 8, 2021	-8.72% Feb 13, 2012 - May 2, 2012
#13	-5.90% Oct 28, 2025 - Dec 10, 2025	-8.29% Oct 8, 2002 - Mar 11, 2003
#14	-5.70% Sep 2, 2021 - Oct 26, 2021	-7.58% Oct 15, 2012 - Jan 17, 2013
#15	-5.65% Mar 27, 2024 - May 15, 2024	-7.49% Sep 7, 2005 - Feb 28, 2006

Correlation

Correlation between KRMA and NMT is 0.57 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.57

-101

Dividend Comparison (1999 - 2026)

KRMA vs NMT dividend yield comparison.

Year	KRMA	NMT
2026	0.36%	3.45%
2025	2.59%	7.27%
2024	0.91%	5.94%
2023	1.16%	3.06%
2022	0.86%	4.50%
2021	1.07%	3.43%
2020	0.96%	3.60%
2019	1.52%	3.46%
2018	1.82%	4.66%
2017	1.21%	4.57%
2016	0.95%	5.30%
2015	0.00%	5.15%
2014	0.00%	5.05%
2013	0.00%	5.63%
2012	0.00%	4.93%
2011	0.00%	5.24%
2010	0.00%	6.12%
2009	0.00%	5.31%
2008	0.00%	6.87%
2007	0.00%	5.04%
2006	0.00%	5.10%
2005	0.00%	5.67%
2004	0.00%	5.64%
2003	0.00%	6.12%
2002	0.00%	5.39%
2001	0.00%	6.16%
2000	0.00%	5.75%
1999	0.00%	1.00%