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NXP vs. DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NXP and DE is 0.02, 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.


-0.50.00.51.00.0

Performance

NXP vs. DE - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
3.03%
20.98%
NXP
DE

Key characteristics

Sharpe Ratio

NXP:

0.73

DE:

0.91

Sortino Ratio

NXP:

1.04

DE:

1.43

Omega Ratio

NXP:

1.13

DE:

1.18

Calmar Ratio

NXP:

0.37

DE:

1.02

Martin Ratio

NXP:

3.06

DE:

3.15

Ulcer Index

NXP:

2.07%

DE:

7.02%

Daily Std Dev

NXP:

8.67%

DE:

24.38%

Max Drawdown

NXP:

-27.60%

DE:

-73.27%

Current Drawdown

NXP:

-8.53%

DE:

-1.89%

Fundamentals

Market Cap

NXP:

$730.87M

DE:

$124.04B

EPS

NXP:

$1.57

DE:

$26.55

PE Ratio

NXP:

9.47

DE:

17.15

PEG Ratio

NXP:

0.00

DE:

2.31

Total Revenue (TTM)

NXP:

$7.68M

DE:

$51.10B

Gross Profit (TTM)

NXP:

$6.94M

DE:

$20.07B

EBITDA (TTM)

NXP:

$20.13M

DE:

$13.53B

Returns By Period

In the year-to-date period, NXP achieves a -1.57% return, which is significantly lower than DE's 7.49% return. Over the past 10 years, NXP has underperformed DE with an annualized return of 4.17%, while DE has yielded a comparatively higher 20.05% annualized return.


NXP

YTD

-1.57%

1M

1.65%

6M

3.03%

1Y

6.12%

5Y*

1.42%

10Y*

4.17%

DE

YTD

7.49%

1M

5.71%

6M

20.97%

1Y

20.79%

5Y*

23.41%

10Y*

20.05%

*Annualized

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Risk-Adjusted Performance

NXP vs. DE — Risk-Adjusted Performance Rank

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

NXP
The Risk-Adjusted Performance Rank of NXP is 6565
Overall Rank
The Sharpe Ratio Rank of NXP is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of NXP is 6060
Sortino Ratio Rank
The Omega Ratio Rank of NXP is 5959
Omega Ratio Rank
The Calmar Ratio Rank of NXP is 6363
Calmar Ratio Rank
The Martin Ratio Rank of NXP is 7373
Martin Ratio Rank

DE
The Risk-Adjusted Performance Rank of DE is 7373
Overall Rank
The Sharpe Ratio Rank of DE is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of DE is 7070
Sortino Ratio Rank
The Omega Ratio Rank of DE is 6868
Omega Ratio Rank
The Calmar Ratio Rank of DE is 7979
Calmar Ratio Rank
The Martin Ratio Rank of DE is 7373
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.

NXP vs. DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Select Tax-Free Income Portfolio (NXP) and Deere & Company (DE). 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.


Sharpe ratio
The chart of Sharpe ratio for NXP, currently valued at 0.73, compared to the broader market-2.000.002.004.000.730.91
The chart of Sortino ratio for NXP, currently valued at 1.04, compared to the broader market-4.00-2.000.002.004.001.041.43
The chart of Omega ratio for NXP, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.18
The chart of Calmar ratio for NXP, currently valued at 0.37, compared to the broader market0.002.004.006.000.371.02
The chart of Martin ratio for NXP, currently valued at 3.06, compared to the broader market-10.000.0010.0020.0030.003.063.15
NXP
DE

The current NXP Sharpe Ratio is 0.73, which is comparable to the DE Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of NXP and DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.73
0.91
NXP
DE

Dividends

NXP vs. DE - Dividend Comparison

NXP's dividend yield for the trailing twelve months is around 4.12%, more than DE's 1.32% yield.


TTM20242023202220212020201920182017201620152014
NXP
Nuveen Select Tax-Free Income Portfolio
4.12%4.02%3.98%3.97%3.45%3.10%3.36%3.92%3.83%4.00%4.03%4.44%
DE
Deere & Company
1.32%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%

Drawdowns

NXP vs. DE - Drawdown Comparison

The maximum NXP drawdown since its inception was -27.60%, smaller than the maximum DE drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for NXP and DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.53%
-1.89%
NXP
DE

Volatility

NXP vs. DE - Volatility Comparison

The current volatility for Nuveen Select Tax-Free Income Portfolio (NXP) is 3.30%, while Deere & Company (DE) has a volatility of 8.74%. This indicates that NXP experiences smaller price fluctuations and is considered to be less risky than DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
3.30%
8.74%
NXP
DE

Financials

NXP vs. DE - Financials Comparison

This section allows you to compare key financial metrics between Nuveen Select Tax-Free Income Portfolio and Deere & Company. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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