NXPI vs. GLD
NXPI (NXP Semiconductors N.V.) is a stock, while GLD (SPDR Gold Shares) is Gold fund tracking the LBMA Gold Price PM. Over the past 10 years, NXPI returned 14.72%/yr vs 12.15%/yr for GLD. At a 0.03 correlation, their price movements are largely independent.
Performance
NXPI vs. GLD - Performance Comparison
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Returns By Period
In the year-to-date period, NXPI achieves a 41.18% return, which is significantly higher than GLD's -2.47% return. Over the past 10 years, NXPI has outperformed GLD with an annualized return of 14.72%, while GLD has yielded a comparatively lower 12.15% annualized 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%
GLD
- 1D
- 0.06%
- 1M
- -7.37%
- YTD
- -2.47%
- 6M
- -2.25%
- 1Y
- 22.21%
- 3Y*
- 28.89%
- 5Y*
- 17.08%
- 10Y*
- 12.15%
NXPI vs. GLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NXPI NXP Semiconductors N.V. | 41.18% | 6.39% | -7.97% | 48.39% | -29.21% | 44.83% | 26.60% | 75.73% | -37.05% | 19.47% |
GLD SPDR Gold Shares | -2.47% | 63.68% | 26.66% | 12.69% | -0.77% | -4.15% | 24.81% | 17.86% | -1.94% | 12.81% |
Correlation
The correlation between NXPI and GLD is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2010 | 0.03 |
The correlation between NXPI and GLD shifts across timeframes, from 0.03 (all time) to 0.16 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
NXPI vs. GLD — Risk / Return Rank
NXPI
GLD
NXPI vs. GLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NXP Semiconductors N.V. (NXPI) and SPDR Gold Shares (GLD). 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.
| NXPI | GLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.18 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 0.98 | +0.78 |
| Martin ratioReturn relative to average drawdown | 4.25 | 2.81 | +1.44 |
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Drawdowns
NXPI vs. GLD - Drawdown Comparison
The maximum NXPI drawdown since its inception was -59.98%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for NXPI and GLD.
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Drawdown Indicators
| NXPI | GLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.98% | -45.56% | -14.42% |
Max Drawdown (1Y)Largest decline over 1 year | -24.58% | -24.46% | -0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -46.47% | -24.46% | -22.01% |
Max Drawdown (5Y)Largest decline over 5 years | -46.47% | -24.46% | -22.01% |
Max Drawdown (10Y)Largest decline over 10 years | -53.26% | -24.46% | -28.80% |
Current DrawdownCurrent decline from peak | -8.36% | -22.05% | +13.69% |
Average DrawdownAverage peak-to-trough decline | -16.54% | -16.16% | -0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.11% | 8.49% | +1.62% |
Volatility
NXPI vs. GLD - Volatility Comparison
NXP Semiconductors N.V. (NXPI) has a higher volatility of 16.54% compared to SPDR Gold Shares (GLD) at 7.79%. This indicates that NXPI's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NXPI | GLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.54% | 7.79% | +8.75% |
Volatility (6M)Calculated over the trailing 6-month period | 37.14% | 24.10% | +13.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.28% | 27.37% | +18.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.40% | 18.22% | +23.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.72% | 16.08% | +24.64% |
Dividends
NXPI vs. GLD - Dividend Comparison
NXPI's dividend yield for the trailing twelve months is around 1.33%, while GLD has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
GLD SPDR Gold Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 GLD have a correlation of 0.16, 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 GLD (7.79%). In terms of maximum drawdown, NXPI dropped -59.98% vs GLD's -45.56%.
NXPI currently has the higher Sharpe Ratio (0.93 vs 0.87), 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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