SFTY vs NAN

Comparison between HORIZON MANAGED RISK ETF (SFTY, ETF) and Nuveen New York Quality Municipal Income Fund (NAN, ETF).

SFTY vs NAN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SFTY(ETF)	NAN(ETF)
Net Assets	$370M	$367M
Expense Ratio	0.77%	N/A
Max Drawdown	8.64%	52.20%
Sharpe Ratio	1.40	0.76
5Y Beta	0.95	0.15
P/E Ratio	27.13	N/A
Forward P/E	21.92	N/A
PEG Ratio	0.51	N/A
5Y Dividends CAGR	N/A	8.45%
5Y EPS CAGR	27.13%	N/A
Debt to Equity	2.81%	N/A
P/S Ratio	3.58	N/A
P/B Ratio	5.70	N/A

Net Assets

Winner

SFTY

$370M

NAN

$367M

Expense Ratio

SFTY

0.77%

NAN

N/A

Max Drawdown

Winner

SFTY

8.64%

NAN

52.20%

Sharpe Ratio

Winner

SFTY

1.40

NAN

0.76

5Y Beta

SFTY

0.95

Winner

NAN

0.15

P/E Ratio

SFTY

27.13

NAN

N/A

Forward P/E

SFTY

21.92

NAN

N/A

PEG Ratio

SFTY

0.51

NAN

N/A

5Y Dividends CAGR

SFTY

N/A

NAN

8.45%

5Y EPS CAGR

SFTY

27.13%

NAN

N/A

Debt to Equity

SFTY

2.81%

NAN

N/A

P/S Ratio

SFTY

3.58

NAN

N/A

P/B Ratio

SFTY

5.70

NAN

N/A

SFTY vs NAN - Historical Returns

Returns include dividend reinvestment.

Period	SFTY	NAN
1 month	+1.67%	+1.43%
3 months	+7.30%	+1.73%
6 months	+7.11%	+3.31%
1 year	+20.15%	+9.58%
5 years(CAGR)	N/A	+0.43%
10 years(CAGR)	N/A	+2.39%
Max(CAGR)	+21.52%	+4.99%

Winner

SFTY

+1.67%

NAN

+1.43%

Winner

SFTY

+7.30%

NAN

+1.73%

Winner

SFTY

+7.11%

NAN

+3.31%

Winner

SFTY

+20.15%

NAN

+9.58%

5Y(CAGR)

SFTY

N/A

NAN

+0.43%

10Y(CAGR)

SFTY

N/A

NAN

+2.39%

Max(CAGR)

Winner

SFTY

+21.52%

NAN

+4.99%

SFTY vs NAN - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	SFTY	NAN
2026	+7.23%	+4.83%
2025	+11.73%	+5.91%
2024	N/A	+10.20%
2023	N/A	+7.05%
2022	N/A	-23.18%
2021	N/A	+8.93%
2020	N/A	+3.55%
2019	N/A	+19.54%
2018	N/A	-7.08%
2017	N/A	+8.29%
2016	N/A	+0.31%
2015	N/A	+11.41%
2014	N/A	+12.81%
2013	N/A	-13.50%
2012	N/A	+12.99%
2011	N/A	+16.03%
2010	N/A	+5.40%
2009	N/A	+36.13%
2008	N/A	-25.46%
2007	N/A	-9.86%
2006	N/A	+0.39%
2005	N/A	+14.67%
2004	N/A	+3.72%
2003	N/A	+15.05%
2002	N/A	+10.82%
2001	N/A	+6.42%
2000	N/A	+8.59%
1999	N/A	-9.22%

SFTY vs NAN Drawdown Comparison

The maximum drawdown for SFTY was -8.64%, occurring on Mar 30, 2026. Recovery took 54 trading sessions.

The maximum drawdown for NAN was -44.95%, occurring on Oct 10, 2008. Recovery took 767 trading sessions.

The current SFTY drawdown is -2.42%. The current NAN drawdown is -1.65%.

Rank	SFTY	NAN
#1	-8.64% Jan 27, 2026 - Apr 15, 2026	-44.95% Feb 7, 2007 - Feb 24, 2010
#2	-4.59% Oct 28, 2025 - Dec 10, 2025	-34.64% Aug 18, 2021 - Oct 25, 2023
#3	-2.75% Dec 11, 2025 - Dec 23, 2025	-24.81% Mar 5, 2020 - Dec 8, 2020
#4	-2.56% Oct 8, 2025 - Oct 20, 2025	-21.32% Dec 5, 2012 - Nov 20, 2015
#5	-2.42% Jan 12, 2026 - Jan 27, 2026	-17.70% Mar 1, 2004 - Jan 14, 2005
#6	-2.42% Jun 2, 2026 - Jun 5, 2026	-15.65% Jul 27, 2016 - Jun 14, 2019
#7	-1.88% May 14, 2026 - May 26, 2026	-14.48% Nov 2, 1999 - Dec 29, 2000
#8	-1.57% Jul 25, 2025 - Aug 6, 2025	-13.00% Nov 9, 2010 - Nov 7, 2011
#9	-1.45% Aug 12, 2025 - Aug 28, 2025	-9.86% Jun 30, 2003 - Dec 29, 2003
#10	-1.34% Sep 22, 2025 - Oct 6, 2025	-8.45% Oct 1, 2002 - Apr 28, 2003
#11	-1.26% Dec 24, 2025 - Jan 9, 2026	-8.11% Mar 1, 2006 - Jan 19, 2007
#12	-1.10% Apr 17, 2026 - Apr 24, 2026	-7.75% Sep 20, 2005 - Dec 23, 2005
#13	-1.04% Aug 28, 2025 - Sep 4, 2025	-7.00% Feb 27, 2002 - Jun 5, 2002
#14	-0.79% Jul 3, 2025 - Jul 17, 2025	-6.48% Nov 16, 2001 - Feb 22, 2002
#15	-0.61% Oct 20, 2025 - Oct 23, 2025	-6.03% Jan 25, 2005 - Apr 27, 2005

Correlation

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

0.90

-101

Dividend Comparison (2000 - 2026)

SFTY vs NAN dividend yield comparison.

Year	SFTY	NAN
2026	0.00%	3.14%
2025	0.19%	7.67%
2024	0.00%	6.45%
2023	0.00%	4.12%
2022	0.00%	5.27%
2021	0.00%	4.15%
2020	0.00%	4.30%
2019	0.00%	4.06%
2018	0.00%	4.79%
2017	0.00%	5.13%
2016	0.00%	5.74%
2015	0.00%	5.54%
2014	0.00%	5.59%
2013	0.00%	5.96%
2012	0.00%	4.92%
2011	0.00%	5.10%
2010	0.00%	6.36%
2009	0.00%	5.62%
2008	0.00%	8.34%
2007	0.00%	6.03%
2006	0.00%	6.00%
2005	0.00%	6.99%
2004	0.00%	6.37%
2003	0.00%	6.05%
2002	0.00%	5.86%
2001	0.00%	5.69%
2000	0.00%	2.41%