PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NXP vs. MPC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NXP and MPC is 0.06, 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.


-0.50.00.51.00.1

Performance

NXP vs. MPC - Performance Comparison

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

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.62%
-21.93%
NXP
MPC

Key characteristics

Sharpe Ratio

NXP:

0.34

MPC:

-0.39

Sortino Ratio

NXP:

0.51

MPC:

-0.35

Omega Ratio

NXP:

1.07

MPC:

0.96

Calmar Ratio

NXP:

0.17

MPC:

-0.29

Martin Ratio

NXP:

1.32

MPC:

-0.58

Ulcer Index

NXP:

2.13%

MPC:

19.74%

Daily Std Dev

NXP:

8.28%

MPC:

29.58%

Max Drawdown

NXP:

-27.60%

MPC:

-79.67%

Current Drawdown

NXP:

-11.36%

MPC:

-38.19%

Fundamentals

Market Cap

NXP:

$723.00M

MPC:

$44.35B

EPS

NXP:

$1.57

MPC:

$12.89

PE Ratio

NXP:

9.36

MPC:

10.71

PEG Ratio

NXP:

0.00

MPC:

15.65

Total Revenue (TTM)

NXP:

$15.36M

MPC:

$142.17B

Gross Profit (TTM)

NXP:

$14.62M

MPC:

$11.45B

EBITDA (TTM)

NXP:

$40.26M

MPC:

$10.68B

Returns By Period

In the year-to-date period, NXP achieves a 1.92% return, which is significantly higher than MPC's -8.27% return. Over the past 10 years, NXP has underperformed MPC with an annualized return of 4.13%, while MPC has yielded a comparatively higher 15.28% annualized return.


NXP

YTD

1.92%

1M

-1.22%

6M

2.63%

1Y

2.26%

5Y*

1.11%

10Y*

4.13%

MPC

YTD

-8.27%

1M

-16.31%

6M

-21.93%

1Y

-10.85%

5Y*

20.66%

10Y*

15.28%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NXP vs. MPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Select Tax-Free Income Portfolio (NXP) and Marathon Petroleum Corporation (MPC). 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 0.34, compared to the broader market-4.00-2.000.002.000.34-0.39
The chart of Sortino ratio for NXP, currently valued at 0.51, compared to the broader market-4.00-2.000.002.004.000.51-0.35
The chart of Omega ratio for NXP, currently valued at 1.07, compared to the broader market0.501.001.502.001.070.96
The chart of Calmar ratio for NXP, currently valued at 0.17, compared to the broader market0.002.004.006.000.17-0.29
The chart of Martin ratio for NXP, currently valued at 1.32, compared to the broader market-5.000.005.0010.0015.0020.0025.001.32-0.58
NXP
MPC

The current NXP Sharpe Ratio is 0.34, which is higher than the MPC Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of NXP and MPC, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.34
-0.39
NXP
MPC

Dividends

NXP vs. MPC - Dividend Comparison

NXP's dividend yield for the trailing twelve months is around 4.21%, more than MPC's 2.54% yield.


TTM20232022202120202019201820172016201520142013
NXP
Nuveen Select Tax-Free Income Portfolio
4.21%3.98%3.97%3.45%3.10%3.36%3.92%3.83%4.00%4.03%4.44%4.90%
MPC
Marathon Petroleum Corporation
2.54%2.07%2.14%3.63%5.61%3.52%3.12%2.30%2.70%2.20%2.04%1.68%

Drawdowns

NXP vs. MPC - Drawdown Comparison

The maximum NXP drawdown since its inception was -27.60%, smaller than the maximum MPC drawdown of -79.67%. Use the drawdown chart below to compare losses from any high point for NXP and MPC. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-11.36%
-38.19%
NXP
MPC

Volatility

NXP vs. MPC - Volatility Comparison

The current volatility for Nuveen Select Tax-Free Income Portfolio (NXP) is 3.13%, while Marathon Petroleum Corporation (MPC) has a volatility of 7.97%. This indicates that NXP experiences smaller price fluctuations and is considered to be less risky than MPC 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%JulyAugustSeptemberOctoberNovemberDecember
3.13%
7.97%
NXP
MPC

Financials

NXP vs. MPC - Financials Comparison

This section allows you to compare key financial metrics between Nuveen Select Tax-Free Income Portfolio and Marathon Petroleum Corporation. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab