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NXPI vs. BUG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NXPI vs. BUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NXP Semiconductors N.V. (NXPI) and Global X Cybersecurity ETF (BUG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NXPI achieves a 41.18% return, which is significantly higher than BUG's 11.98% return.


NXPI

1D
0.76%
1M
4.58%
YTD
41.18%
6M
34.31%
1Y
47.31%
3Y*
17.73%
5Y*
10.64%
10Y*
14.72%

BUG

1D
-0.12%
1M
7.70%
YTD
11.98%
6M
6.60%
1Y
-4.42%
3Y*
11.66%
5Y*
4.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NXPI vs. BUG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
NXPI
NXP Semiconductors N.V.
41.18%6.39%-7.97%48.39%-29.21%44.83%26.60%11.18%
BUG
Global X Cybersecurity ETF
11.98%-5.04%9.59%41.40%-33.63%13.24%70.83%6.21%

Correlation

The correlation between NXPI and BUG is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.42

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

0.50

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2019

0.50

The correlation between NXPI and BUG shifts across timeframes, from 0.32 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

NXPI vs. BUG — Risk / Return Rank

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

NXPI
NXPI Risk / Return Rank: 7373
Overall Rank
NXPI Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
NXPI Sortino Ratio Rank: 7474
Sortino Ratio Rank
NXPI Omega Ratio Rank: 7171
Omega Ratio Rank
NXPI Calmar Ratio Rank: 7474
Calmar Ratio Rank
NXPI Martin Ratio Rank: 7474
Martin Ratio Rank

BUG
BUG Risk / Return Rank: 88
Overall Rank
BUG Sharpe Ratio Rank: 88
Sharpe Ratio Rank
BUG Sortino Ratio Rank: 88
Sortino Ratio Rank
BUG Omega Ratio Rank: 88
Omega Ratio Rank
BUG Calmar Ratio Rank: 88
Calmar Ratio Rank
BUG Martin Ratio Rank: 88
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.

NXPI vs. BUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NXP Semiconductors N.V. (NXPI) and Global X Cybersecurity ETF (BUG). 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.


NXPIBUGDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+1.88

Omega ratioGain probability vs. loss probability

1.21

1.00

+0.22

Calmar ratioReturn relative to maximum drawdown

1.75

-0.14

+1.90

Martin ratioReturn relative to average drawdown

4.25

-0.29

+4.55

NXPI vs. BUG - Sharpe Ratio Comparison

The current NXPI Sharpe Ratio is 0.93, which is higher than the BUG Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of NXPI and BUG, 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

NXPI vs. BUG - Drawdown Comparison

The maximum NXPI drawdown since its inception was -59.98%, which is greater than BUG's maximum drawdown of -41.66%. Use the drawdown chart below to compare losses from any high point for NXPI and BUG.


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Drawdown Indicators


NXPIBUGDifference

Max Drawdown

Largest peak-to-trough decline

-59.98%

-41.66%

-18.32%

Max Drawdown (1Y)

Largest decline over 1 year

-24.58%

-37.69%

+13.11%

Max Drawdown (3Y)

Largest decline over 3 years

-46.47%

-37.69%

-8.78%

Max Drawdown (5Y)

Largest decline over 5 years

-46.47%

-41.66%

-4.81%

Max Drawdown (10Y)

Largest decline over 10 years

-53.26%

Current Drawdown

Current decline from peak

-8.36%

-11.52%

+3.16%

Average Drawdown

Average peak-to-trough decline

-16.54%

-14.39%

-2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.11%

18.44%

-8.33%

Volatility

NXPI vs. BUG - Volatility Comparison

NXP Semiconductors N.V. (NXPI) has a higher volatility of 16.54% compared to Global X Cybersecurity ETF (BUG) at 14.21%. This indicates that NXPI's price experiences larger fluctuations and is considered to be riskier than BUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NXPIBUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.54%

14.21%

+2.33%

Volatility (6M)

Calculated over the trailing 6-month period

37.14%

26.24%

+10.90%

Volatility (1Y)

Calculated over the trailing 1-year period

46.28%

31.11%

+15.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.40%

28.51%

+12.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.72%

29.32%

+11.40%

Dividends

NXPI vs. BUG - Dividend Comparison

NXPI's dividend yield for the trailing twelve months is around 1.33%, more than BUG's 0.03% yield.


PositionTTM20252024202320222021202020192018
BUG
Global X Cybersecurity ETF
0.03%0.04%0.09%0.10%1.56%0.66%0.46%0.24%0.00%
NXPI
NXP Semiconductors N.V.
1.33%1.87%1.95%1.77%2.14%0.99%0.94%0.98%0.68%

Frequently Asked Questions


NXPI and BUG have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NXPI has higher volatility (16.54%) compared to BUG (14.21%). In terms of maximum drawdown, NXPI dropped -59.98% vs BUG's -41.66%.

NXPI currently has the higher Sharpe Ratio (0.93 vs -0.17), 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.

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