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

Performance

NXP vs. NDMO - Performance Comparison

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

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NXP vs. NDMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
NXP
Nuveen Select Tax-Free Income Portfolio
2.85%-2.73%6.83%10.68%-9.51%-7.36%8.58%
NDMO
Nuveen Dynamic Municipal Opportunities Fund
4.14%8.21%8.31%7.25%-35.45%12.12%5.29%

Fundamentals

Returns By Period

In the year-to-date period, NXP achieves a 2.85% return, which is significantly lower than NDMO's 4.14% return.


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%

NDMO

1D
0.19%
1M
-2.69%
YTD
4.14%
6M
1.96%
1Y
7.87%
3Y*
6.49%
5Y*
-1.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NXP vs. NDMO — Risk / Return Rank

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

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

NDMO
NDMO Risk / Return Rank: 6060
Overall Rank
NDMO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
NDMO Sortino Ratio Rank: 5454
Sortino Ratio Rank
NDMO Omega Ratio Rank: 5454
Omega Ratio Rank
NDMO Calmar Ratio Rank: 6363
Calmar Ratio Rank
NDMO Martin Ratio Rank: 6666
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. NDMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Select Tax-Free Income Portfolio (NXP) and Nuveen Dynamic Municipal Opportunities Fund (NDMO). 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.


NXPNDMODifference

Sharpe ratio

Return per unit of total volatility

0.58

0.64

-0.06

Sortino ratio

Return per unit of downside risk

0.81

0.98

-0.18

Omega ratio

Gain probability vs. loss probability

1.11

1.13

-0.02

Calmar ratio

Return relative to maximum drawdown

0.85

1.04

-0.19

Martin ratio

Return relative to average drawdown

2.31

2.88

-0.57

NXP vs. NDMO - Sharpe Ratio Comparison

The current NXP Sharpe Ratio is 0.58, which is comparable to the NDMO Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of NXP and NDMO, 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


NXPNDMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.64

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

-0.11

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

-0.00

+0.28

Correlation

The correlation between NXP and NDMO is 0.26, 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

NXP vs. NDMO - Dividend Comparison

NXP's dividend yield for the trailing twelve months is around 4.42%, less than NDMO's 7.22% yield.


TTM20252024202320222021202020192018201720162015
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%
NDMO
Nuveen Dynamic Municipal Opportunities Fund
7.22%7.38%7.43%7.80%9.24%5.52%1.46%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NXP vs. NDMO - Drawdown Comparison

The maximum NXP drawdown since its inception was -27.64%, smaller than the maximum NDMO drawdown of -42.54%. Use the drawdown chart below to compare losses from any high point for NXP and NDMO.


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Drawdown Indicators


NXPNDMODifference

Max Drawdown

Largest peak-to-trough decline

-27.64%

-42.54%

+14.90%

Max Drawdown (1Y)

Largest decline over 1 year

-4.87%

-7.77%

+2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-27.64%

-42.54%

+14.90%

Max Drawdown (10Y)

Largest decline over 10 years

-27.64%

Current Drawdown

Current decline from peak

-7.15%

-19.11%

+11.96%

Average Drawdown

Average peak-to-trough decline

-6.79%

-21.54%

+14.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

2.81%

-0.93%

Volatility

NXP vs. NDMO - Volatility Comparison

The current volatility for Nuveen Select Tax-Free Income Portfolio (NXP) is 2.83%, while Nuveen Dynamic Municipal Opportunities Fund (NDMO) has a volatility of 6.18%. This indicates that NXP experiences smaller price fluctuations and is considered to be less risky than NDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NXPNDMODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

6.18%

-3.35%

Volatility (6M)

Calculated over the trailing 6-month period

5.20%

8.19%

-2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

7.16%

12.30%

-5.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.99%

16.19%

-5.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.04%

15.75%

-3.71%

Financials

NXP vs. NDMO - Financials Comparison

This section allows you to compare key financial metrics between Nuveen Select Tax-Free Income Portfolio and Nuveen Dynamic Municipal Opportunities Fund. 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


4.00M6.00M8.00M10.00M12.00M14.00M16.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJuly
12.33M
(NXP) Total Revenue
(NDMO) Total Revenue
Values in USD except per share items