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NAD vs. NXP
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

NAD vs. NXP - Performance Comparison

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

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NAD vs. NXP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NAD
Nuveen Quality Municipal Income Fund
-0.52%11.29%8.74%1.26%-22.85%9.70%10.33%21.92%-6.10%6.37%
NXP
Nuveen Select Tax-Free Income Portfolio
2.85%-2.73%6.83%10.68%-9.51%-7.36%12.12%20.94%0.04%9.30%

Fundamentals

Market Cap

NAD:

$2.74B

NXP:

$745.77M

EPS

NAD:

$2.47

NXP:

$1.60

PE Ratio

NAD:

4.76

NXP:

8.96

PS Ratio

NAD:

6.68

NXP:

12.30

PB Ratio

NAD:

0.96

NXP:

1.00

Total Revenue (TTM)

NAD:

$410.48M

NXP:

$60.63M

Gross Profit (TTM)

NAD:

$385.55M

NXP:

$25.24M

EBITDA (TTM)

NAD:

$744.52M

NXP:

$28.48M

Returns By Period

In the year-to-date period, NAD achieves a -0.52% return, which is significantly lower than NXP's 2.85% return. Over the past 10 years, NAD has underperformed NXP with an annualized return of 3.12%, while NXP has yielded a comparatively higher 3.52% annualized return.


NAD

1D
2.17%
1M
-3.91%
YTD
-0.52%
6M
3.49%
1Y
9.44%
3Y*
7.29%
5Y*
0.63%
10Y*
3.12%

NXP

1D
-0.07%
1M
-0.67%
YTD
2.85%
6M
0.92%
1Y
4.14%
3Y*
4.41%
5Y*
-0.23%
10Y*
3.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NAD vs. NXP — Risk / Return Rank

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

NAD
NAD Risk / Return Rank: 6767
Overall Rank
NAD Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NAD Sortino Ratio Rank: 5959
Sortino Ratio Rank
NAD Omega Ratio Rank: 6363
Omega Ratio Rank
NAD Calmar Ratio Rank: 6666
Calmar Ratio Rank
NAD Martin Ratio Rank: 7777
Martin Ratio Rank

NXP
NXP Risk / Return Rank: 5656
Overall Rank
NXP Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
NXP Sortino Ratio Rank: 5050
Sortino Ratio Rank
NXP Omega Ratio Rank: 5050
Omega Ratio Rank
NXP Calmar Ratio Rank: 5959
Calmar Ratio Rank
NXP Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NAD vs. NXP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Quality Municipal Income Fund (NAD) 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.


NADNXPDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.58

+0.25

Sortino ratio

Return per unit of downside risk

1.17

0.81

+0.36

Omega ratio

Gain probability vs. loss probability

1.18

1.11

+0.07

Calmar ratio

Return relative to maximum drawdown

1.23

0.85

+0.38

Martin ratio

Return relative to average drawdown

5.17

2.31

+2.85

NAD vs. NXP - Sharpe Ratio Comparison

The current NAD Sharpe Ratio is 0.83, which is higher than the NXP Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of NAD and NXP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NADNXPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.58

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

-0.02

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.29

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.27

+0.10

Correlation

The correlation between NAD and NXP is 0.31, 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

NAD vs. NXP - Dividend Comparison

NAD's dividend yield for the trailing twelve months is around 7.41%, more than NXP's 4.42% yield.


TTM20252024202320222021202020192018201720162015
NAD
Nuveen Quality Municipal Income Fund
7.41%7.37%6.63%4.13%5.58%4.43%4.41%4.40%5.37%5.42%6.05%5.96%
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

NAD vs. NXP - Drawdown Comparison

The maximum NAD drawdown since its inception was -44.65%, which is greater than NXP's maximum drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for NAD and NXP.


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Drawdown Indicators


NADNXPDifference

Max Drawdown

Largest peak-to-trough decline

-44.65%

-27.64%

-17.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.08%

-4.87%

-3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-35.58%

-27.64%

-7.94%

Max Drawdown (10Y)

Largest decline over 10 years

-35.58%

-27.64%

-7.94%

Current Drawdown

Current decline from peak

-6.45%

-7.15%

+0.70%

Average Drawdown

Average peak-to-trough decline

-7.84%

-6.79%

-1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

1.88%

+0.04%

Volatility

NAD vs. NXP - Volatility Comparison

Nuveen Quality Municipal Income Fund (NAD) has a higher volatility of 6.48% compared to Nuveen Select Tax-Free Income Portfolio (NXP) at 2.83%. This indicates that NAD'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


NADNXPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.48%

2.83%

+3.65%

Volatility (6M)

Calculated over the trailing 6-month period

8.26%

5.20%

+3.06%

Volatility (1Y)

Calculated over the trailing 1-year period

11.49%

7.16%

+4.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.35%

10.99%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.85%

12.04%

-0.19%

Financials

NAD vs. NXP - Financials Comparison

This section allows you to compare key financial metrics between Nuveen Quality Municipal Income Fund 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


0.0050.00M100.00M150.00M20212022202320242025
148.14M
12.33M
(NAD) Total Revenue
(NXP) Total Revenue
Values in USD except per share items