IIM vs. NXP
Compare and contrast key facts about Invesco Value Municipal Income Trust (IIM) and Nuveen Select Tax-Free Income Portfolio (NXP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IIM or NXP.
Key characteristics
| IIM | NXP | |
|---|---|---|
| YTD Return | 11.46% | 2.45% |
| 1Y Return | 21.57% | 13.19% |
| 3Y Return (Ann) | -4.76% | -0.01% |
| 5Y Return (Ann) | 0.74% | 1.42% |
| 10Y Return (Ann) | 2.64% | 4.30% |
| Sharpe Ratio | 2.24 | 1.39 |
| Sortino Ratio | 3.38 | 2.01 |
| Omega Ratio | 1.43 | 1.26 |
| Calmar Ratio | 0.71 | 0.57 |
| Martin Ratio | 11.82 | 6.11 |
| Ulcer Index | 1.83% | 2.01% |
| Daily Std Dev | 9.63% | 8.80% |
| Max Drawdown | -40.15% | -27.64% |
| Current Drawdown | -15.15% | -10.99% |
Fundamentals
| IIM | NXP | |
|---|---|---|
| Market Cap | $592.69M | $702.29M |
| EPS | $1.17 | $0.66 |
| PE Ratio | 10.76 | 22.20 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | $42.73M | $15.36M |
| Gross Profit (TTM) | $37.21M | $14.62M |
| EBITDA (TTM) | $43.27M | $40.26M |
Correlation
The correlation between IIM and NXP is 0.21, 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.
Performance
IIM vs. NXP - Performance Comparison
In the year-to-date period, IIM achieves a 11.46% return, which is significantly higher than NXP's 2.45% return. Over the past 10 years, IIM has underperformed NXP with an annualized return of 2.64%, while NXP has yielded a comparatively higher 4.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
IIM vs. NXP - Dividend Comparison
IIM's dividend yield for the trailing twelve months is around 5.77%, more than NXP's 4.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IIM Invesco Value Municipal Income Trust | 5.77% | 4.73% | 5.88% | 4.51% | 4.48% | 4.62% | 5.41% | 4.99% | 5.52% | 5.20% | 5.49% | 6.67% |
NXP Nuveen Select Tax-Free Income Portfolio | 4.12% | 3.98% | 3.97% | 3.45% | 3.10% | 3.36% | 3.92% | 3.83% | 4.00% | 4.03% | 4.44% | 4.90% |
Drawdowns
IIM vs. NXP - Drawdown Comparison
The maximum IIM drawdown since its inception was -40.15%, 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. For additional features, visit the drawdowns tool.
Volatility
IIM vs. NXP - Volatility Comparison
Invesco Value Municipal Income Trust (IIM) has a higher volatility of 3.29% compared to Nuveen Select Tax-Free Income Portfolio (NXP) at 2.73%. 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.
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