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NXP vs. NVG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NXP and NVG is 0.13, 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. NVG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

NXP:

0.25

NVG:

0.65

Sortino Ratio

NXP:

0.56

NVG:

0.96

Omega Ratio

NXP:

1.07

NVG:

1.14

Calmar Ratio

NXP:

0.20

NVG:

0.31

Martin Ratio

NXP:

1.15

NVG:

1.83

Ulcer Index

NXP:

3.03%

NVG:

4.56%

Daily Std Dev

NXP:

9.20%

NVG:

12.10%

Max Drawdown

NXP:

-27.60%

NVG:

-41.68%

Current Drawdown

NXP:

-11.38%

NVG:

-18.44%

Fundamentals

Returns By Period

In the year-to-date period, NXP achieves a -4.64% return, which is significantly lower than NVG's 0.86% return. Over the past 10 years, NXP has underperformed NVG with an annualized return of 4.03%, while NVG has yielded a comparatively higher 4.26% annualized return.


NXP

YTD

-4.64%

1M

4.64%

6M

-0.90%

1Y

3.54%

5Y*

2.75%

10Y*

4.03%

NVG

YTD

0.86%

1M

5.40%

6M

-2.52%

1Y

8.44%

5Y*

1.85%

10Y*

4.26%

*Annualized

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Risk-Adjusted Performance

NXP vs. NVG — Risk-Adjusted Performance Rank

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

NXP
The Risk-Adjusted Performance Rank of NXP is 5757
Overall Rank
The Sharpe Ratio Rank of NXP is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of NXP is 5454
Sortino Ratio Rank
The Omega Ratio Rank of NXP is 5353
Omega Ratio Rank
The Calmar Ratio Rank of NXP is 5858
Calmar Ratio Rank
The Martin Ratio Rank of NXP is 6363
Martin Ratio Rank

NVG
The Risk-Adjusted Performance Rank of NVG is 6767
Overall Rank
The Sharpe Ratio Rank of NVG is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of NVG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of NVG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of NVG is 6363
Calmar Ratio Rank
The Martin Ratio Rank of NVG is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NXP vs. NVG - Risk-Adjusted Performance Comparison

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


The current NXP Sharpe Ratio is 0.25, which is lower than the NVG Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of NXP and NVG, 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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Dividends

NXP vs. NVG - Dividend Comparison

NXP's dividend yield for the trailing twelve months is around 4.36%, less than NVG's 7.69% yield.


TTM20242023202220212020201920182017201620152014
NXP
Nuveen Select Tax-Free Income Portfolio
4.36%4.02%3.98%3.97%3.45%3.10%3.36%3.92%3.83%4.00%4.03%4.44%
NVG
Nuveen AMT-Free Municipal Credit Income Fund
7.69%6.76%4.50%6.20%4.72%5.27%4.97%6.11%5.71%6.18%5.46%5.84%

Drawdowns

NXP vs. NVG - Drawdown Comparison

The maximum NXP drawdown since its inception was -27.60%, smaller than the maximum NVG drawdown of -41.68%. Use the drawdown chart below to compare losses from any high point for NXP and NVG. For additional features, visit the drawdowns tool.


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Volatility

NXP vs. NVG - Volatility Comparison

The current volatility for Nuveen Select Tax-Free Income Portfolio (NXP) is 2.24%, while Nuveen AMT-Free Municipal Credit Income Fund (NVG) has a volatility of 3.74%. This indicates that NXP experiences smaller price fluctuations and is considered to be less risky than NVG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

NXP vs. NVG - Financials Comparison

This section allows you to compare key financial metrics between Nuveen Select Tax-Free Income Portfolio and Nuveen AMT-Free Municipal Credit Income 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


2.00M4.00M6.00M8.00M10.00M12.00M14.00M16.00MAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJuly
15.98M
(NXP) Total Revenue
(NVG) Total Revenue
Values in USD except per share items