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ADI vs. NXPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ADI and NXPI is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

ADI vs. NXPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Analog Devices, Inc. (ADI) and NXP Semiconductors N.V. (NXPI). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%NovemberDecember2025FebruaryMarchApril
808.66%
1,434.55%
ADI
NXPI

Key characteristics

Sharpe Ratio

ADI:

0.10

NXPI:

-0.27

Sortino Ratio

ADI:

0.47

NXPI:

-0.09

Omega Ratio

ADI:

1.06

NXPI:

0.99

Calmar Ratio

ADI:

0.13

NXPI:

-0.27

Martin Ratio

ADI:

0.39

NXPI:

-0.60

Ulcer Index

ADI:

10.81%

NXPI:

21.18%

Daily Std Dev

ADI:

42.38%

NXPI:

46.45%

Max Drawdown

ADI:

-82.88%

NXPI:

-59.98%

Current Drawdown

ADI:

-19.84%

NXPI:

-32.51%

Fundamentals

Market Cap

ADI:

$96.83B

NXPI:

$49.09B

EPS

ADI:

$3.13

NXPI:

$9.73

PE Ratio

ADI:

62.37

NXPI:

19.89

PEG Ratio

ADI:

0.78

NXPI:

0.97

PS Ratio

ADI:

10.37

NXPI:

3.89

PB Ratio

ADI:

2.59

NXPI:

5.35

Total Revenue (TTM)

ADI:

$9.34B

NXPI:

$9.49B

Gross Profit (TTM)

ADI:

$4.96B

NXPI:

$5.28B

EBITDA (TTM)

ADI:

$3.57B

NXPI:

$3.07B

Returns By Period

In the year-to-date period, ADI achieves a -8.01% return, which is significantly lower than NXPI's -6.42% return. Over the past 10 years, ADI has outperformed NXPI with an annualized return of 14.27%, while NXPI has yielded a comparatively lower 8.38% annualized return.


ADI

YTD

-8.01%

1M

-7.57%

6M

-14.73%

1Y

-0.03%

5Y*

15.04%

10Y*

14.27%

NXPI

YTD

-6.42%

1M

-5.93%

6M

-19.65%

1Y

-17.27%

5Y*

17.40%

10Y*

8.38%

*Annualized

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Risk-Adjusted Performance

ADI vs. NXPI — Risk-Adjusted Performance Rank

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

ADI
The Risk-Adjusted Performance Rank of ADI is 5454
Overall Rank
The Sharpe Ratio Rank of ADI is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of ADI is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ADI is 5050
Omega Ratio Rank
The Calmar Ratio Rank of ADI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of ADI is 5757
Martin Ratio Rank

NXPI
The Risk-Adjusted Performance Rank of NXPI is 3636
Overall Rank
The Sharpe Ratio Rank of NXPI is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of NXPI is 3535
Sortino Ratio Rank
The Omega Ratio Rank of NXPI is 3434
Omega Ratio Rank
The Calmar Ratio Rank of NXPI is 3434
Calmar Ratio Rank
The Martin Ratio Rank of NXPI is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ADI vs. NXPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Analog Devices, Inc. (ADI) and NXP Semiconductors N.V. (NXPI). 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.


The chart of Sharpe ratio for ADI, currently valued at 0.10, compared to the broader market-2.00-1.000.001.002.003.00
ADI: 0.10
NXPI: -0.27
The chart of Sortino ratio for ADI, currently valued at 0.47, compared to the broader market-6.00-4.00-2.000.002.004.00
ADI: 0.47
NXPI: -0.09
The chart of Omega ratio for ADI, currently valued at 1.06, compared to the broader market0.501.001.502.00
ADI: 1.06
NXPI: 0.99
The chart of Calmar ratio for ADI, currently valued at 0.13, compared to the broader market0.001.002.003.004.005.00
ADI: 0.13
NXPI: -0.27
The chart of Martin ratio for ADI, currently valued at 0.39, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ADI: 0.39
NXPI: -0.60

The current ADI Sharpe Ratio is 0.10, which is higher than the NXPI Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of ADI and NXPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.10
-0.27
ADI
NXPI

Dividends

ADI vs. NXPI - Dividend Comparison

ADI's dividend yield for the trailing twelve months is around 1.93%, less than NXPI's 2.10% yield.


TTM20242023202220212020201920182017201620152014
ADI
Analog Devices, Inc.
1.93%1.73%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%2.67%
NXPI
NXP Semiconductors N.V.
2.10%1.95%1.77%2.14%0.99%0.94%0.98%0.68%0.00%0.00%0.00%0.00%

Drawdowns

ADI vs. NXPI - Drawdown Comparison

The maximum ADI drawdown since its inception was -82.88%, which is greater than NXPI's maximum drawdown of -59.98%. Use the drawdown chart below to compare losses from any high point for ADI and NXPI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.84%
-32.51%
ADI
NXPI

Volatility

ADI vs. NXPI - Volatility Comparison

The current volatility for Analog Devices, Inc. (ADI) is 26.34%, while NXP Semiconductors N.V. (NXPI) has a volatility of 29.61%. This indicates that ADI experiences smaller price fluctuations and is considered to be less risky than NXPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
26.34%
29.61%
ADI
NXPI

Financials

ADI vs. NXPI - Financials Comparison

This section allows you to compare key financial metrics between Analog Devices, Inc. and NXP Semiconductors N.V.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items