NMZ vs JMOM

Comparison between Nuveen Municipal High Income Opportunity Fund (NMZ, ETF) and JPMORGAN U.S. MOMENTUM FACTOR ETF (JMOM, ETF).

5-Year PerformanceJMOM has outperformed NMZ, delivering a return of +16.1% compared to -1.5%

NMZ vs JMOM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	NMZ(ETF)	JMOM(ETF)
Net Assets	$2.20B	$2.20B
Expense Ratio	N/A	0.12%
Max Drawdown	63.45%	34.31%
Sharpe Ratio	0.32	2.06
5Y Beta	0.23	1.04
P/E Ratio	N/A	33.95
Forward P/E	N/A	22.78
PEG Ratio	N/A	0.33
5Y Dividends CAGR	2.57%	12.88%
5Y EPS CAGR	N/A	23.34%
Debt to Equity	N/A	31.13%
P/S Ratio	N/A	2.49
P/B Ratio	N/A	5.50

Net Assets

NMZ

$2.20B

JMOM

$2.20B

Expense Ratio

NMZ

N/A

JMOM

0.12%

Max Drawdown

NMZ

63.45%

Winner

JMOM

34.31%

Sharpe Ratio

NMZ

0.32

Winner

JMOM

2.06

5Y Beta

Winner

NMZ

0.23

JMOM

1.04

P/E Ratio

NMZ

N/A

JMOM

33.95

Forward P/E

NMZ

N/A

JMOM

22.78

PEG Ratio

NMZ

N/A

JMOM

0.33

5Y Dividends CAGR

NMZ

2.57%

Winner

JMOM

12.88%

5Y EPS CAGR

NMZ

N/A

JMOM

23.34%

Debt to Equity

NMZ

N/A

JMOM

31.13%

P/S Ratio

NMZ

N/A

JMOM

2.49

P/B Ratio

NMZ

N/A

JMOM

5.50

NMZ vs JMOM - Historical Returns

Returns include dividend reinvestment.

Period	NMZ	JMOM
1 month	+1.44%	+8.27%
3 months	-2.36%	+16.05%
6 months	+0.51%	+21.92%
1 year	+6.38%	+36.40%
5 years(CAGR)	-1.48%	+16.12%
10 years(CAGR)	+2.78%	+16.29%
Max(CAGR)	+4.95%	+16.29%

NMZ

+1.44%

Winner

JMOM

+8.27%

NMZ

-2.36%

Winner

JMOM

+16.05%

NMZ

+0.51%

Winner

JMOM

+21.92%

NMZ

+6.38%

Winner

JMOM

+36.40%

5Y(CAGR)

NMZ

-1.48%

Winner

JMOM

+16.12%

10Y(CAGR)

NMZ

+2.78%

Winner

JMOM

+16.29%

Max(CAGR)

NMZ

+4.95%

Winner

JMOM

+16.29%

NMZ vs JMOM - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

Year	NMZ	JMOM
2026	+3.80%	+20.58%
2025	+0.23%	+17.75%
2024	+15.82%	+29.74%
2023	-1.16%	+23.74%
2022	-27.24%	-20.41%
2021	+12.04%	+26.82%
2020	+7.47%	+28.12%
2019	+25.87%	+28.88%
2018	-9.94%	-5.24%
2017	+12.41%	+3.32%
2016	-1.39%	N/A
2015	+9.91%	N/A
2014	+19.39%	N/A
2013	-9.82%	N/A
2012	+23.60%	N/A
2011	+15.64%	N/A
2010	-0.99%	N/A
2009	+49.88%	N/A
2008	-35.08%	N/A
2007	-8.16%	N/A
2006	+16.86%	N/A
2005	+14.20%	N/A
2004	+9.13%	N/A
2003	+0.00%	N/A

NMZ vs JMOM Drawdown Comparison

The maximum drawdown for NMZ was -58.44%, occurring on Dec 16, 2008. Recovery took 1179 trading sessions.

The maximum drawdown for JMOM was -34.31%, occurring on Mar 23, 2020. Recovery took 105 trading sessions.

The current NMZ drawdown is -11.77%.

Rank	NMZ	JMOM
#1	-58.44% May 11, 2007 - Jan 13, 2012	-34.31% Feb 19, 2020 - Jul 20, 2020
#2	-40.01% Jul 13, 2021 - Oct 27, 2023	-28.27% Nov 16, 2021 - Jan 30, 2024
#3	-32.56% Feb 20, 2020 - Dec 30, 2020	-21.59% Oct 3, 2018 - Jun 10, 2019
#4	-22.40% Jan 24, 2013 - May 13, 2014	-19.51% Feb 18, 2025 - Jun 24, 2025
#5	-15.03% Jul 8, 2016 - Mar 8, 2019	-10.94% Feb 12, 2021 - Apr 15, 2021
#6	-12.78% Mar 17, 2004 - Oct 14, 2004	-9.09% Jan 26, 2018 - Jun 5, 2018
#7	-6.78% Feb 2, 2015 - Sep 22, 2015	-8.49% Jul 16, 2024 - Aug 23, 2024
#8	-5.68% Feb 2, 2012 - Mar 28, 2012	-8.34% Oct 13, 2020 - Nov 24, 2020
#9	-5.52% Feb 11, 2021 - Apr 13, 2021	-8.27% Sep 2, 2020 - Oct 9, 2020
#10	-5.15% Jun 2, 2006 - Aug 8, 2006	-7.87% Mar 2, 2026 - Apr 8, 2026
#11	-5.05% Aug 12, 2019 - Nov 11, 2019	-6.88% Apr 26, 2021 - Jun 14, 2021
#12	-4.75% Nov 1, 2012 - Dec 5, 2012	-6.63% Sep 3, 2021 - Oct 21, 2021
#13	-4.52% May 28, 2014 - Oct 20, 2014	-6.24% Mar 21, 2024 - May 15, 2024
#14	-4.47% Dec 13, 2012 - Jan 4, 2013	-6.18% Dec 4, 2024 - Jan 23, 2025
#15	-4.05% Jul 31, 2012 - Sep 18, 2012	-6.07% Oct 27, 2025 - Dec 10, 2025

Correlation

Correlation between NMZ and JMOM is 0.51 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.51

-101

Dividend Comparison (2004 - 2026)

NMZ vs JMOM dividend yield comparison.

Year	NMZ	JMOM
2026	3.19%	0.15%
2025	7.71%	0.86%
2024	6.35%	0.75%
2023	5.44%	1.21%
2022	7.04%	1.39%
2021	5.10%	0.64%
2020	5.09%	0.85%
2019	4.99%	1.11%
2018	6.15%	1.38%
2017	5.94%	0.29%
2016	6.94%	0.00%
2015	6.67%	0.00%
2014	6.88%	0.00%
2013	6.73%	0.00%
2012	5.72%	0.00%
2011	7.98%	0.00%
2010	8.75%	0.00%
2009	7.32%	0.00%
2008	11.33%	0.00%
2007	7.15%	0.00%
2006	5.82%	0.00%
2005	6.63%	0.00%
2004	7.44%	0.00%