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

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.

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Returns By Period

In the year-to-date period, NXP achieves a 2.83% return, which is significantly lower than MPC's 65.76% return. Over the past 10 years, NXP has underperformed MPC with an annualized return of 3.11%, while MPC has yielded a comparatively higher 26.16% annualized return.


NXP

1D
-0.63%
1M
1.59%
YTD
2.83%
6M
0.57%
1Y
6.14%
3Y*
3.83%
5Y*
-1.04%
10Y*
3.11%

MPC

1D
1.58%
1M
6.21%
YTD
65.76%
6M
42.31%
1Y
68.20%
3Y*
37.67%
5Y*
36.42%
10Y*
26.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NXP vs. MPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NXP
Nuveen Select Tax-Free Income Portfolio
2.83%-2.73%6.83%10.68%-9.51%-7.36%12.12%20.94%0.04%9.30%
MPC
Marathon Petroleum Corporation
65.76%19.17%-4.06%30.46%86.62%61.00%-27.38%6.05%-8.23%34.78%

Correlation

The correlation between NXP and MPC is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2011

0.06

Fundamentals

Market Cap

NXP:

$740.05M

MPC:

$78.83B

EPS

NXP:

$1.60

MPC:

$15.35

PE Ratio

NXP:

8.90

MPC:

17.41

PS Ratio

NXP:

12.21

MPC:

0.59

PB Ratio

NXP:

1.00

MPC:

4.71

Total Revenue (TTM)

NXP:

$60.63M

MPC:

$135.75B

Gross Profit (TTM)

NXP:

$25.24M

MPC:

$11.95B

EBITDA (TTM)

NXP:

$28.48M

MPC:

$12.39B

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Return for Risk

NXP vs. MPC — Risk / Return Rank

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

NXP
NXP Risk / Return Rank: 6666
Overall Rank
NXP Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
NXP Sortino Ratio Rank: 5858
Sortino Ratio Rank
NXP Omega Ratio Rank: 5858
Omega Ratio Rank
NXP Calmar Ratio Rank: 7272
Calmar Ratio Rank
NXP Martin Ratio Rank: 7373
Martin Ratio Rank

MPC
MPC Risk / Return Rank: 8686
Overall Rank
MPC Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
MPC Sortino Ratio Rank: 8484
Sortino Ratio Rank
MPC Omega Ratio Rank: 8585
Omega Ratio Rank
MPC Calmar Ratio Rank: 8686
Calmar Ratio Rank
MPC Martin Ratio Rank: 8686
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.

NXP vs. MPC - Risk-Adjusted Trends 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.


NXPMPCDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.55

Omega ratioGain probability vs. loss probability

1.16

1.36

-0.21

Calmar ratioReturn relative to maximum drawdown

1.83

3.74

-1.91

Martin ratioReturn relative to average drawdown

4.60

9.89

-5.28

NXP vs. MPC - Sharpe Ratio Comparison

The current NXP Sharpe Ratio is 0.84, which is lower than the MPC Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of NXP and MPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NXPMPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

2.18

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

1.11

-1.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.65

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.56

-0.29

Drawdowns

NXP vs. MPC - Drawdown Comparison

The maximum NXP drawdown since its inception was -27.64%, 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.


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Drawdown Indicators


NXPMPCDifference

Max Drawdown

Largest peak-to-trough decline

-27.64%

-79.67%

+52.03%

Max Drawdown (1Y)

Largest decline over 1 year

-3.37%

-18.33%

+14.96%

Max Drawdown (3Y)

Largest decline over 3 years

-10.68%

-44.75%

+34.07%

Max Drawdown (5Y)

Largest decline over 5 years

-27.64%

-44.75%

+17.11%

Max Drawdown (10Y)

Largest decline over 10 years

-27.64%

-79.67%

+52.03%

Current Drawdown

Current decline from peak

-7.17%

0.00%

-7.17%

Average Drawdown

Average peak-to-trough decline

-6.79%

-17.36%

+10.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

6.93%

-5.59%

Volatility

NXP vs. MPC - Volatility Comparison

The current volatility for Nuveen Select Tax-Free Income Portfolio (NXP) is 2.67%, while Marathon Petroleum Corporation (MPC) has a volatility of 11.31%. 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.


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Volatility by Period


NXPMPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

11.31%

-8.64%

Volatility (6M)

Calculated over the trailing 6-month period

5.85%

25.81%

-19.96%

Volatility (1Y)

Calculated over the trailing 1-year period

7.36%

31.50%

-24.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.74%

33.04%

-22.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.07%

40.26%

-28.19%

Dividends

NXP vs. MPC - Dividend Comparison

NXP's dividend yield for the trailing twelve months is around 4.48%, more than MPC's 1.46% yield.


PositionTTM20252024202320222021202020192018201720162015
MPC
Marathon Petroleum Corporation
1.46%2.29%2.43%2.07%2.14%3.63%5.61%3.52%3.12%2.30%2.70%2.20%
NXP
Nuveen Select Tax-Free Income Portfolio
4.48%4.47%4.00%3.94%3.93%3.42%3.07%3.33%3.88%3.79%3.96%3.99%

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


0.0010.00B20.00B30.00B40.00B50.00B20222023202420252026
12.33M
34.57B
(NXP) Total Revenue
(MPC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NXP and MPC have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MPC has higher volatility (11.31%) compared to NXP (2.67%). In terms of maximum drawdown, NXP dropped -27.64% vs MPC's -79.67%.

MPC currently has the higher Sharpe Ratio (2.18 vs 0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for NXP and MPC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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