NRK vs CVLC

Comparison between Nuveen New York AMT-Free Quality Municipal Income Fund (NRK, ETF) and CALVERT US LARGE-CAP CORE RESPONSIBLE INDEX ETF (CVLC, ETF).

NRK vs CVLC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	NRK(ETF)	CVLC(ETF)
Net Assets	$914M	$910M
Expense Ratio	N/A	0.15%
Max Drawdown	46.37%	20.14%
Sharpe Ratio	1.40	1.34
5Y Beta	0.17	1.00
P/E Ratio	N/A	27.49
Forward P/E	N/A	20.87
5Y Dividends CAGR	9.01%	N/A
5Y EPS CAGR	N/A	24.96%
Debt to Equity	N/A	51.81%
P/S Ratio	N/A	3.58
P/B Ratio	N/A	5.51

Net Assets

Winner

NRK

$914M

CVLC

$910M

Expense Ratio

NRK

N/A

CVLC

0.15%

Max Drawdown

NRK

46.37%

Winner

CVLC

20.14%

Sharpe Ratio

Winner

NRK

1.40

CVLC

1.34

5Y Beta

Winner

NRK

0.17

CVLC

1.00

P/E Ratio

NRK

N/A

CVLC

27.49

Forward P/E

NRK

N/A

CVLC

20.87

5Y Dividends CAGR

NRK

9.01%

CVLC

N/A

5Y EPS CAGR

NRK

N/A

CVLC

24.96%

Debt to Equity

NRK

N/A

CVLC

51.81%

P/S Ratio

NRK

N/A

CVLC

3.58

P/B Ratio

NRK

N/A

CVLC

5.51

NRK vs CVLC - Historical Returns

Returns include dividend reinvestment.

Period	NRK	CVLC
1 month	-2.84%	+2.41%
3 months	+0.27%	+4.27%
6 months	+0.72%	+13.16%
1 year	+17.52%	+23.65%
5 years(CAGR)	-0.77%	N/A
10 years(CAGR)	+1.71%	N/A
Max(CAGR)	+3.94%	+20.42%

NRK

-2.84%

Winner

CVLC

+2.41%

NRK

+0.27%

Winner

CVLC

+4.27%

NRK

+0.72%

Winner

CVLC

+13.16%

NRK

+17.52%

Winner

CVLC

+23.65%

5Y(CAGR)

NRK

-0.77%

CVLC

N/A

10Y(CAGR)

NRK

+1.71%

CVLC

N/A

Max(CAGR)

NRK

+3.94%

Winner

CVLC

+20.42%

NRK vs CVLC - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

Year	NRK	CVLC
2026	+5.63%	+14.03%
2025	+4.13%	+16.39%
2024	+5.74%	+25.07%
2023	+6.59%	+17.14%
2022	-21.42%	N/A
2021	+6.56%	N/A
2020	+3.94%	N/A
2019	+19.69%	N/A
2018	-6.11%	N/A
2017	+6.33%	N/A
2016	+3.57%	N/A
2015	+6.96%	N/A
2014	+11.31%	N/A
2013	-15.66%	N/A
2012	+11.87%	N/A
2011	+11.65%	N/A
2010	+3.48%	N/A
2009	+36.66%	N/A
2008	-20.43%	N/A
2007	-0.73%	N/A
2006	+11.71%	N/A
2005	+7.22%	N/A
2004	-5.53%	N/A
2003	+10.32%	N/A

NRK vs CVLC Drawdown Comparison

The maximum drawdown for NRK was -40.13%, occurring on Oct 10, 2008. Recovery took 397 trading sessions.

The maximum drawdown for CVLC was -19.93%, occurring on Apr 8, 2025. Recovery took 107 trading sessions.

The current NRK drawdown is -4.88%. The current CVLC drawdown is -1.91%.

Rank	NRK	CVLC
#1	-40.13% Jan 14, 2008 - Aug 11, 2009	-19.93% Jan 23, 2025 - Jun 27, 2025
#2	-31.05% Aug 10, 2021 - Jul 1, 2026	-11.30% Jul 31, 2023 - Dec 1, 2023
#3	-24.00% Nov 23, 2012 - Feb 11, 2016	-9.61% Jan 12, 2026 - Apr 14, 2026
#4	-23.09% Feb 24, 2020 - Dec 30, 2020	-9.26% Jul 16, 2024 - Sep 19, 2024
#5	-21.71% Mar 10, 2004 - Jul 18, 2005	-8.70% Feb 2, 2023 - May 26, 2023
#6	-15.65% Sep 14, 2010 - Jan 18, 2012	-6.08% Mar 28, 2024 - May 15, 2024
#7	-13.07% Aug 12, 2016 - May 1, 2019	-4.78% Dec 4, 2024 - Jan 23, 2025
#8	-12.56% Jul 14, 2003 - Dec 31, 2003	-4.71% Nov 12, 2025 - Dec 3, 2025
#9	-11.79% Jul 25, 2005 - Sep 27, 2006	-4.24% Jun 2, 2026 - Aug 3, 2026
#10	-11.55% Mar 30, 2007 - Jan 14, 2008	-3.37% Nov 11, 2024 - Nov 25, 2024
#11	-7.62% Mar 13, 2012 - Jul 2, 2012	-3.01% Oct 8, 2025 - Oct 24, 2025
#12	-7.50% Oct 7, 2009 - Mar 3, 2010	-2.85% Jul 25, 2025 - Aug 12, 2025
#13	-4.88% Jul 6, 2026 - Aug 21, 2026	-2.85% Dec 11, 2025 - Dec 24, 2025
#14	-4.24% Feb 4, 2003 - Feb 27, 2003	-2.68% Oct 18, 2024 - Nov 6, 2024
#15	-4.21% Sep 3, 2019 - Dec 23, 2019	-2.42% Dec 28, 2023 - Jan 19, 2024

Correlation

Correlation between NRK and CVLC is 0.90 which considered as a strong positive correlation - the stocks tend to move together.

0.90

-101

Dividend Comparison (2003 - 2026)

NRK vs CVLC dividend yield comparison.

Year	NRK	CVLC
2026	5.35%	0.39%
2025	8.21%	1.02%
2024	6.74%	1.03%
2023	4.06%	0.91%
2022	5.41%	0.00%
2021	4.18%	0.00%
2020	4.15%	0.00%
2019	3.98%	0.00%
2018	4.68%	0.00%
2017	4.85%	0.00%
2016	5.37%	0.00%
2015	5.44%	0.00%
2014	6.27%	0.00%
2013	5.86%	0.00%
2012	4.40%	0.00%
2011	4.80%	0.00%
2010	5.60%	0.00%
2009	4.98%	0.00%
2008	6.39%	0.00%
2007	4.84%	0.00%
2006	4.77%	0.00%
2005	5.73%	0.00%
2004	6.52%	0.00%
2003	5.34%	0.00%