IIM vs. NXP
Compare and contrast key facts about Invesco Value Municipal Income Trust (IIM) and Nuveen Select Tax-Free Income Portfolio (NXP).
Performance
IIM vs. NXP - Performance Comparison
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IIM vs. NXP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IIM Invesco Value Municipal Income Trust | 0.52% | 11.88% | 8.04% | 2.05% | -25.41% | 14.13% | 7.07% | 18.79% | -4.40% | 7.05% |
NXP Nuveen Select Tax-Free Income Portfolio | 2.92% | -2.73% | 6.83% | 10.68% | -9.51% | -7.36% | 12.12% | 20.94% | 0.04% | 9.30% |
Fundamentals
IIM:
$572.35M
NXP:
$746.29M
IIM:
$0.59
NXP:
$1.60
IIM:
20.46
NXP:
8.97
IIM:
7.88
NXP:
12.31
IIM:
1.01
NXP:
1.00
IIM:
$72.68M
NXP:
$60.63M
IIM:
$38.44M
NXP:
$25.24M
IIM:
-$3.97M
NXP:
$28.48M
Returns By Period
In the year-to-date period, IIM achieves a 0.52% return, which is significantly lower than NXP's 2.92% return. Over the past 10 years, IIM has underperformed NXP with an annualized return of 2.00%, while NXP has yielded a comparatively higher 3.53% annualized return.
IIM
- 1D
- 2.53%
- 1M
- -6.89%
- YTD
- 0.52%
- 6M
- 0.52%
- 1Y
- 9.61%
- 3Y*
- 6.57%
- 5Y*
- 0.66%
- 10Y*
- 2.00%
NXP
- 1D
- 1.06%
- 1M
- -0.25%
- YTD
- 2.92%
- 6M
- 1.48%
- 1Y
- 4.43%
- 3Y*
- 4.44%
- 5Y*
- -0.22%
- 10Y*
- 3.53%
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Return for Risk
IIM vs. NXP — Risk / Return Rank
IIM
NXP
IIM vs. NXP - Risk-Adjusted Trends 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.
| IIM | NXP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.62 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.23 | 0.86 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.12 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 0.89 | +0.13 |
Martin ratioReturn relative to average drawdown | 3.91 | 2.43 | +1.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IIM | NXP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.62 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | -0.02 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.29 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.27 | +0.13 |
Correlation
The correlation between IIM and NXP is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
IIM vs. NXP - Dividend Comparison
IIM's dividend yield for the trailing twelve months is around 7.61%, more than NXP's 4.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IIM Invesco Value Municipal Income Trust | 7.61% | 7.51% | 6.58% | 4.72% | 5.87% | 4.51% | 4.48% | 4.61% | 5.43% | 4.99% | 5.52% | 5.20% |
NXP Nuveen Select Tax-Free Income Portfolio | 4.42% | 4.47% | 4.00% | 3.94% | 3.93% | 3.42% | 3.07% | 3.33% | 3.88% | 3.79% | 3.96% | 3.99% |
Drawdowns
IIM vs. NXP - Drawdown Comparison
The maximum IIM drawdown since its inception was -40.17%, which is greater than NXP's maximum drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for IIM and NXP.
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Drawdown Indicators
| IIM | NXP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.17% | -27.64% | -12.53% |
Max Drawdown (1Y)Largest decline over 1 year | -9.19% | -5.14% | -4.05% |
Max Drawdown (5Y)Largest decline over 5 years | -35.75% | -27.64% | -8.11% |
Max Drawdown (10Y)Largest decline over 10 years | -35.75% | -27.64% | -8.11% |
Current DrawdownCurrent decline from peak | -7.51% | -7.08% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -7.37% | -6.79% | -0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 1.88% | +0.51% |
Volatility
IIM vs. NXP - Volatility Comparison
Invesco Value Municipal Income Trust (IIM) has a higher volatility of 5.42% compared to Nuveen Select Tax-Free Income Portfolio (NXP) at 2.84%. This indicates that IIM's price experiences larger fluctuations and is considered to be riskier than NXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IIM | NXP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 2.84% | +2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 8.43% | 5.20% | +3.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.34% | 7.16% | +4.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.31% | 11.02% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.79% | 12.04% | +0.75% |
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.
Total Revenue: Total amount of money received from sales and other business activities