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NXP vs. NDMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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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Returns By Period

The year-to-date returns for both stocks are quite close, with NXP having a 2.87% return and NDMO slightly lower at 2.77%.


NXP

1D
-0.63%
1M
-1.58%
6M
2.26%
YTD
2.87%
1Y
6.31%
3Y*
3.54%
5Y*
-0.28%
10Y*
2.82%
ALL TIME*
3.35%

NDMO

1D
-0.50%
1M
-4.25%
6M
-0.99%
YTD
2.77%
1Y
7.84%
3Y*
3.94%
5Y*
-3.88%
10Y*
ALL TIME*
-0.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.30M$1.21M$1.20M
$2.11M$1.90M$1.86M

NXP vs. NDMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
NXP
Nuveen Select Tax-Free Income Portfolio
2.87%-2.73%6.83%10.68%-9.51%-7.36%9.18%
NDMO
Nuveen Dynamic Municipal Opportunities Fund
2.77%8.21%8.31%7.25%-35.45%12.12%6.27%

Correlation

The correlation between NXP and NDMO is 0.45, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.45

Correlation (3Y)
Balances recent behavior with more history.

0.35

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.32

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2020

0.28

The correlation between NXP and NDMO shifts across timeframes, from 0.28 (all time) to 0.45 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NXP:

$890.41M

NDMO:

$601.21M

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Return for Risk

NXP vs. NDMO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NXP
NXP Risk / Return Rank: 7272
Overall Rank
NXP Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
NXP Sortino Ratio Rank: 6565
Sortino Ratio Rank
NXP Omega Ratio Rank: 6464
Omega Ratio Rank
NXP Calmar Ratio Rank: 7979
Calmar Ratio Rank
NXP Martin Ratio Rank: 7979
Martin Ratio Rank

NDMO
NDMO Risk / Return Rank: 7171
Overall Rank
NDMO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
NDMO Sortino Ratio Rank: 6767
Sortino Ratio Rank
NDMO Omega Ratio Rank: 6666
Omega Ratio Rank
NDMO Calmar Ratio Rank: 7373
Calmar Ratio Rank
NDMO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NXPNDMODifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.16

1.17

-0.01

Calmar ratioReturn relative to maximum drawdown

1.97

1.49

+0.48

Martin ratioReturn relative to average drawdown

4.99

3.92

+1.07

NXP vs. NDMO - Sharpe Ratio Comparison

The current NXP Sharpe Ratio is 0.87, which is comparable to the NDMO Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of NXP and NDMO, 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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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

-3.37%

-5.96%

+2.59%

Max Drawdown (3Y)

Largest decline over 3 years

-9.88%

-14.49%

+4.61%

Max Drawdown (5Y)

Largest decline over 5 years

-22.99%

-42.06%

+19.07%

Max Drawdown (10Y)

Largest decline over 10 years

-27.64%

Current Drawdown

Current decline from peak

-7.13%

-20.17%

+13.04%

Average Drawdown

Average peak-to-trough decline

-6.79%

-21.33%

+14.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

2.25%

-0.92%

Volatility

NXP vs. NDMO - Volatility Comparison

The current volatility for Nuveen Select Tax-Free Income Portfolio (NXP) is 1.64%, while Nuveen Dynamic Municipal Opportunities Fund (NDMO) has a volatility of 1.99%. 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

1.64%

1.99%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

6.05%

7.88%

-1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

7.64%

10.39%

-2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.51%

15.83%

-5.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.06%

15.43%

-3.37%

Dividends

NXP vs. NDMO - Dividend Comparison

NXP's dividend yield for the trailing twelve months is around 4.54%, less than NDMO's 7.41% yield.


PositionTTM20252024202320222021202020192018201720162015
NDMO
Nuveen Dynamic Municipal Opportunities Fund
7.41%7.38%7.43%7.80%9.24%5.52%1.46%0.00%0.00%0.00%0.00%0.00%
NXP
Nuveen Select Tax-Free Income Portfolio
4.54%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. 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


Values in USD except per share items

Frequently Asked Questions


NXP and NDMO have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NDMO has higher volatility (1.99%) compared to NXP (1.64%). In terms of maximum drawdown, NXP dropped -27.64% vs NDMO's -42.54%.

NXP currently has the higher Sharpe Ratio (0.87 vs 0.86), 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 NDMO

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