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NXPI vs. IFX.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NXPI and IFX.DE is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

NXPI vs. IFX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NXP Semiconductors N.V. (NXPI) and Infineon Technologies AG (IFX.DE). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,527.86%
492.10%
NXPI
IFX.DE

Key characteristics

Sharpe Ratio

NXPI:

-0.24

IFX.DE:

-0.41

Sortino Ratio

NXPI:

-0.10

IFX.DE:

-0.37

Omega Ratio

NXPI:

0.99

IFX.DE:

0.96

Calmar Ratio

NXPI:

-0.30

IFX.DE:

-0.26

Martin Ratio

NXPI:

-0.65

IFX.DE:

-0.97

Ulcer Index

NXPI:

13.14%

IFX.DE:

15.60%

Daily Std Dev

NXPI:

35.55%

IFX.DE:

36.92%

Max Drawdown

NXPI:

-59.98%

IFX.DE:

-99.57%

Current Drawdown

NXPI:

-28.40%

IFX.DE:

-52.87%

Fundamentals

Market Cap

NXPI:

$55.67B

IFX.DE:

€42.85B

EPS

NXPI:

$10.47

IFX.DE:

€1.34

PE Ratio

NXPI:

20.92

IFX.DE:

24.62

PEG Ratio

NXPI:

1.21

IFX.DE:

0.96

Total Revenue (TTM)

NXPI:

$12.92B

IFX.DE:

€14.96B

Gross Profit (TTM)

NXPI:

$7.20B

IFX.DE:

€6.07B

EBITDA (TTM)

NXPI:

$4.71B

IFX.DE:

€4.17B

Returns By Period

In the year-to-date period, NXPI achieves a -8.64% return, which is significantly higher than IFX.DE's -14.76% return. Over the past 10 years, NXPI has underperformed IFX.DE with an annualized return of 11.44%, while IFX.DE has yielded a comparatively higher 15.12% annualized return.


NXPI

YTD

-8.64%

1M

-5.75%

6M

-21.34%

1Y

-5.86%

5Y*

11.92%

10Y*

11.44%

IFX.DE

YTD

-14.76%

1M

9.55%

6M

-8.88%

1Y

-14.68%

5Y*

10.21%

10Y*

15.12%

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Risk-Adjusted Performance

NXPI vs. IFX.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NXP Semiconductors N.V. (NXPI) and Infineon Technologies AG (IFX.DE). 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.


Sharpe ratio
The chart of Sharpe ratio for NXPI, currently valued at -0.24, compared to the broader market-4.00-2.000.002.00-0.24-0.53
The chart of Sortino ratio for NXPI, currently valued at -0.11, compared to the broader market-4.00-2.000.002.004.00-0.11-0.56
The chart of Omega ratio for NXPI, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.93
The chart of Calmar ratio for NXPI, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.30-0.54
The chart of Martin ratio for NXPI, currently valued at -0.66, compared to the broader market0.0010.0020.00-0.66-1.30
NXPI
IFX.DE

The current NXPI Sharpe Ratio is -0.24, which is higher than the IFX.DE Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of NXPI and IFX.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.24
-0.53
NXPI
IFX.DE

Dividends

NXPI vs. IFX.DE - Dividend Comparison

NXPI's dividend yield for the trailing twelve months is around 1.47%, more than IFX.DE's 1.10% yield.


TTM20232022202120202019201820172016201520142013
NXPI
NXP Semiconductors N.V.
1.47%1.77%2.14%0.99%0.94%0.98%0.68%0.00%0.00%0.00%0.00%0.00%
IFX.DE
Infineon Technologies AG
1.10%0.85%0.95%0.54%0.86%1.33%1.44%0.96%1.21%1.33%1.36%1.55%

Drawdowns

NXPI vs. IFX.DE - Drawdown Comparison

The maximum NXPI drawdown since its inception was -59.98%, smaller than the maximum IFX.DE drawdown of -99.57%. Use the drawdown chart below to compare losses from any high point for NXPI and IFX.DE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.40%
-31.48%
NXPI
IFX.DE

Volatility

NXPI vs. IFX.DE - Volatility Comparison

NXP Semiconductors N.V. (NXPI) has a higher volatility of 8.92% compared to Infineon Technologies AG (IFX.DE) at 8.12%. This indicates that NXPI's price experiences larger fluctuations and is considered to be riskier than IFX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
8.92%
8.12%
NXPI
IFX.DE

Financials

NXPI vs. IFX.DE - Financials Comparison

This section allows you to compare key financial metrics between NXP Semiconductors N.V. and Infineon Technologies AG. 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


Please note, different currencies. NXPI values in USD, IFX.DE values in EUR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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