NXP vs. IIM
Compare and contrast key facts about Nuveen Select Tax-Free Income Portfolio (NXP) and Invesco Value Municipal Income Trust (IIM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NXP or IIM.
Key characteristics
| NXP | IIM | |
|---|---|---|
| YTD Return | 2.45% | 11.46% |
| 1Y Return | 13.19% | 21.57% |
| 3Y Return (Ann) | -0.01% | -4.76% |
| 5Y Return (Ann) | 1.42% | 0.74% |
| 10Y Return (Ann) | 4.30% | 2.64% |
| Sharpe Ratio | 1.39 | 2.24 |
| Sortino Ratio | 2.01 | 3.38 |
| Omega Ratio | 1.26 | 1.43 |
| Calmar Ratio | 0.57 | 0.71 |
| Martin Ratio | 6.11 | 11.82 |
| Ulcer Index | 2.01% | 1.83% |
| Daily Std Dev | 8.80% | 9.63% |
| Max Drawdown | -27.64% | -40.15% |
| Current Drawdown | -10.99% | -15.15% |
Fundamentals
| NXP | IIM | |
|---|---|---|
| Market Cap | $702.29M | $592.69M |
| EPS | $0.66 | $1.17 |
| PE Ratio | 22.20 | 10.76 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | $15.36M | $42.73M |
| Gross Profit (TTM) | $14.62M | $37.21M |
| EBITDA (TTM) | $40.26M | $43.27M |
Correlation
The correlation between NXP and IIM 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
NXP vs. IIM - Performance Comparison
In the year-to-date period, NXP achieves a 2.45% return, which is significantly lower than IIM's 11.46% return. Over the past 10 years, NXP has outperformed IIM with an annualized return of 4.30%, while IIM has yielded a comparatively lower 2.64% 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
NXP vs. IIM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Select Tax-Free Income Portfolio (NXP) and Invesco Value Municipal Income Trust (IIM). 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
NXP vs. IIM - Dividend Comparison
NXP's dividend yield for the trailing twelve months is around 4.12%, less than IIM's 5.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
NXP vs. IIM - Drawdown Comparison
The maximum NXP drawdown since its inception was -27.64%, smaller than the maximum IIM drawdown of -40.15%. Use the drawdown chart below to compare losses from any high point for NXP and IIM. For additional features, visit the drawdowns tool.
Volatility
NXP vs. IIM - Volatility Comparison
The current volatility for Nuveen Select Tax-Free Income Portfolio (NXP) is 2.73%, while Invesco Value Municipal Income Trust (IIM) has a volatility of 3.29%. This indicates that NXP experiences smaller price fluctuations and is considered to be less risky than IIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NXP vs. IIM - Financials Comparison
This section allows you to compare key financial metrics between Nuveen Select Tax-Free Income Portfolio and Invesco Value Municipal Income Trust. 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