PortfoliosLab logo
IIM vs. NXP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IIM and NXP is -1.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

IIM vs. NXP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Value Municipal Income Trust (IIM) and Nuveen Select Tax-Free Income Portfolio (NXP). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

IIM:

8.48%

NXP:

4.99%

Max Drawdown

IIM:

-0.34%

NXP:

-0.07%

Current Drawdown

IIM:

0.00%

NXP:

0.00%

Fundamentals

Market Cap

IIM:

$566.70M

NXP:

$700.37M

EPS

IIM:

$0.45

NXP:

$1.57

PE Ratio

IIM:

26.76

NXP:

9.07

PEG Ratio

IIM:

0.00

NXP:

0.00

PS Ratio

IIM:

12.80

NXP:

22.35

PB Ratio

IIM:

0.91

NXP:

0.96

Total Revenue (TTM)

IIM:

$20.99M

NXP:

$15.98M

Gross Profit (TTM)

IIM:

$18.12M

NXP:

$15.98M

Returns By Period


IIM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

NXP

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IIM vs. NXP — Risk-Adjusted Performance Rank

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

IIM
The Risk-Adjusted Performance Rank of IIM is 7777
Overall Rank
The Sharpe Ratio Rank of IIM is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of IIM is 7777
Sortino Ratio Rank
The Omega Ratio Rank of IIM is 7676
Omega Ratio Rank
The Calmar Ratio Rank of IIM is 7171
Calmar Ratio Rank
The Martin Ratio Rank of IIM is 8181
Martin Ratio Rank

NXP
The Risk-Adjusted Performance Rank of NXP is 6060
Overall Rank
The Sharpe Ratio Rank of NXP is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of NXP is 5454
Sortino Ratio Rank
The Omega Ratio Rank of NXP is 5454
Omega Ratio Rank
The Calmar Ratio Rank of NXP is 6262
Calmar Ratio Rank
The Martin Ratio Rank of NXP is 6767
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.

IIM vs. NXP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Value Municipal Income Trust (IIM) and Nuveen Select Tax-Free Income Portfolio (NXP). 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.



Loading data...

Dividends

IIM vs. NXP - Dividend Comparison

IIM's dividend yield for the trailing twelve months is around 7.46%, more than NXP's 4.36% yield.


TTM20242023202220212020201920182017201620152014
IIM
Invesco Value Municipal Income Trust
7.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NXP
Nuveen Select Tax-Free Income Portfolio
4.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IIM vs. NXP - Drawdown Comparison

The maximum IIM drawdown since its inception was -0.34%, which is greater than NXP's maximum drawdown of -0.07%. Use the drawdown chart below to compare losses from any high point for IIM and NXP. For additional features, visit the drawdowns tool.


Loading data...

Volatility

IIM vs. NXP - Volatility Comparison


Loading data...

Financials

IIM vs. NXP - Financials Comparison

This section allows you to compare key financial metrics between Invesco Value Municipal Income Trust and Nuveen Select Tax-Free Income Portfolio. 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


0.005.00M10.00M15.00M20.00M25.00MAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJuly
20.99M
15.98M
(IIM) Total Revenue
(NXP) Total Revenue
Values in USD except per share items