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

Performance

NVG vs. NXP - Performance Comparison

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

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NVG vs. NXP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NVG
Nuveen AMT-Free Municipal Credit Income Fund
0.63%11.61%10.79%1.94%-28.47%12.14%6.40%25.63%-4.03%13.19%
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

NVG:

$2.67B

NXP:

$745.77M

EPS

NVG:

$2.87

NXP:

$1.60

PE Ratio

NVG:

4.36

NXP:

8.96

PS Ratio

NVG:

6.04

NXP:

12.30

PB Ratio

NVG:

0.97

NXP:

1.00

Total Revenue (TTM)

NVG:

$442.39M

NXP:

$60.63M

Gross Profit (TTM)

NVG:

$398.18M

NXP:

$25.24M

EBITDA (TTM)

NVG:

$645.87M

NXP:

$28.48M

Returns By Period

In the year-to-date period, NVG achieves a 0.63% return, which is significantly lower than NXP's 2.85% return. Over the past 10 years, NVG has outperformed NXP with an annualized return of 3.89%, while NXP has yielded a comparatively lower 3.52% annualized return.


NVG

1D
1.46%
1M
-4.78%
YTD
0.63%
6M
4.53%
1Y
8.78%
3Y*
8.96%
5Y*
-0.06%
10Y*
3.89%

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

NVG vs. NXP — Risk / Return Rank

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

NVG
NVG Risk / Return Rank: 6262
Overall Rank
NVG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
NVG Sortino Ratio Rank: 5757
Sortino Ratio Rank
NVG Omega Ratio Rank: 5959
Omega Ratio Rank
NVG Calmar Ratio Rank: 6161
Calmar Ratio Rank
NVG Martin Ratio Rank: 6666
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.

NVG vs. NXP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen AMT-Free Municipal Credit Income Fund (NVG) 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.


NVGNXPDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.58

+0.18

Sortino ratio

Return per unit of downside risk

1.09

0.81

+0.28

Omega ratio

Gain probability vs. loss probability

1.16

1.11

+0.05

Calmar ratio

Return relative to maximum drawdown

0.87

0.85

+0.03

Martin ratio

Return relative to average drawdown

2.85

2.31

+0.54

NVG vs. NXP - Sharpe Ratio Comparison

The current NVG Sharpe Ratio is 0.76, which is higher than the NXP Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of NVG 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


NVGNXPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.58

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

-0.02

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.29

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.27

+0.12

Correlation

The correlation between NVG 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

NVG vs. NXP - Dividend Comparison

NVG's dividend yield for the trailing twelve months is around 7.58%, more than NXP's 4.42% yield.


TTM20252024202320222021202020192018201720162015
NVG
Nuveen AMT-Free Municipal Credit Income Fund
7.58%7.49%6.74%4.45%6.18%4.69%5.24%4.94%6.07%5.67%6.17%5.46%
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

NVG vs. NXP - Drawdown Comparison

The maximum NVG drawdown since its inception was -41.72%, which is greater than NXP's maximum drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for NVG and NXP.


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Drawdown Indicators


NVGNXPDifference

Max Drawdown

Largest peak-to-trough decline

-41.72%

-27.64%

-14.08%

Max Drawdown (1Y)

Largest decline over 1 year

-10.44%

-4.87%

-5.57%

Max Drawdown (5Y)

Largest decline over 5 years

-40.58%

-27.64%

-12.94%

Max Drawdown (10Y)

Largest decline over 10 years

-40.58%

-27.64%

-12.94%

Current Drawdown

Current decline from peak

-9.26%

-7.15%

-2.11%

Average Drawdown

Average peak-to-trough decline

-7.92%

-6.79%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

1.88%

+1.32%

Volatility

NVG vs. NXP - Volatility Comparison

Nuveen AMT-Free Municipal Credit Income Fund (NVG) has a higher volatility of 5.39% compared to Nuveen Select Tax-Free Income Portfolio (NXP) at 2.83%. This indicates that NVG'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


NVGNXPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

2.83%

+2.56%

Volatility (6M)

Calculated over the trailing 6-month period

7.51%

5.20%

+2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

11.64%

7.16%

+4.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.90%

10.99%

+1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.80%

12.04%

+0.76%

Financials

NVG vs. NXP - Financials Comparison

This section allows you to compare key financial metrics between Nuveen AMT-Free Municipal Credit 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


0.0020.00M40.00M60.00M80.00M100.00M120.00M20212022202320242025
102.36M
12.33M
(NVG) Total Revenue
(NXP) Total Revenue
Values in USD except per share items