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NXPI vs. SNDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NXPI vs. SNDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NXP Semiconductors N.V. (NXPI) and Sundial Growers Inc. (SNDL). 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 49.22% return, which is significantly higher than SNDL's -13.86% return.


NXPI

1D
0.11%
1M
10.22%
YTD
49.22%
6M
43.85%
1Y
56.35%
3Y*
24.49%
5Y*
11.77%
10Y*
14.98%

SNDL

1D
1.42%
1M
-0.00%
YTD
-13.86%
6M
-18.75%
1Y
10.85%
3Y*
-0.46%
5Y*
-33.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NXPI vs. SNDL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
NXPI
NXP Semiconductors N.V.
49.22%6.39%-7.97%48.39%-29.21%44.83%26.60%28.08%
SNDL
Sundial Growers Inc.
-13.86%-7.26%9.15%-21.53%-63.86%22.13%-84.27%-64.50%

Correlation

The correlation between NXPI and SNDL is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.27

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

0.31

Correlation (All Time)
Calculated using the full available price history since Aug 2, 2019

0.26

The correlation between NXPI and SNDL shifts across timeframes, from 0.18 (1 year) to 0.31 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NXPI:

$81.69B

SNDL:

$373.66M

EPS

NXPI:

$10.45

SNDL:

-$0.04

PS Ratio

NXPI:

6.49

SNDL:

0.40

PB Ratio

NXPI:

7.48

SNDL:

0.34

Total Revenue (TTM)

NXPI:

$12.61B

SNDL:

$940.66M

Gross Profit (TTM)

NXPI:

$6.92B

SNDL:

$242.63M

EBITDA (TTM)

NXPI:

$4.48B

SNDL:

$43.64M

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Return for Risk

NXPI vs. SNDL — Risk / Return Rank

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

NXPI
NXPI Risk / Return Rank: 7878
Overall Rank
NXPI Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
NXPI Sortino Ratio Rank: 8181
Sortino Ratio Rank
NXPI Omega Ratio Rank: 7676
Omega Ratio Rank
NXPI Calmar Ratio Rank: 7878
Calmar Ratio Rank
NXPI Martin Ratio Rank: 7878
Martin Ratio Rank

SNDL
SNDL Risk / Return Rank: 4747
Overall Rank
SNDL Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SNDL Sortino Ratio Rank: 5050
Sortino Ratio Rank
SNDL Omega Ratio Rank: 4949
Omega Ratio Rank
SNDL Calmar Ratio Rank: 4646
Calmar Ratio Rank
SNDL Martin Ratio Rank: 4545
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. SNDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NXP Semiconductors N.V. (NXPI) and Sundial Growers Inc. (SNDL). 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.


NXPISNDLDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+1.53

Omega ratioGain probability vs. loss probability

1.27

1.10

+0.17

Calmar ratioReturn relative to maximum drawdown

2.30

0.20

+2.10

Martin ratioReturn relative to average drawdown

5.66

0.31

+5.35

NXPI vs. SNDL - Sharpe Ratio Comparison

The current NXPI Sharpe Ratio is 1.26, which is higher than the SNDL Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of NXPI and SNDL, 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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Sharpe Ratios by Period


NXPISNDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.16

+1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

-0.47

+0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

-0.39

+0.93

Drawdowns

NXPI vs. SNDL - Drawdown Comparison

The maximum NXPI drawdown since its inception was -59.98%, smaller than the maximum SNDL drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for NXPI and SNDL.


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Drawdown Indicators


NXPISNDLDifference

Max Drawdown

Largest peak-to-trough decline

-59.98%

-99.07%

+39.09%

Max Drawdown (1Y)

Largest decline over 1 year

-24.58%

-54.17%

+29.59%

Max Drawdown (3Y)

Largest decline over 3 years

-46.47%

-54.34%

+7.87%

Max Drawdown (5Y)

Largest decline over 5 years

-46.47%

-89.57%

+43.10%

Max Drawdown (10Y)

Largest decline over 10 years

-53.26%

Current Drawdown

Current decline from peak

-3.14%

-98.90%

+95.76%

Average Drawdown

Average peak-to-trough decline

-16.55%

-94.42%

+77.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.99%

34.54%

-24.55%

Volatility

NXPI vs. SNDL - Volatility Comparison

NXP Semiconductors N.V. (NXPI) has a higher volatility of 14.38% compared to Sundial Growers Inc. (SNDL) at 8.72%. This indicates that NXPI's price experiences larger fluctuations and is considered to be riskier than SNDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NXPISNDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.38%

8.72%

+5.66%

Volatility (6M)

Calculated over the trailing 6-month period

35.76%

42.65%

-6.89%

Volatility (1Y)

Calculated over the trailing 1-year period

45.39%

68.55%

-23.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.13%

70.76%

-29.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.58%

114.40%

-73.82%

Dividends

NXPI vs. SNDL - Dividend Comparison

NXPI's dividend yield for the trailing twelve months is around 1.26%, while SNDL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
NXPI
NXP Semiconductors N.V.
1.26%1.87%1.95%1.77%2.14%0.99%0.94%0.98%0.68%
SNDL
Sundial Growers Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

NXPI vs. SNDL - Financials Comparison

This section allows you to compare key financial metrics between NXP Semiconductors N.V. and Sundial Growers Inc.. 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50B20222023202420252026
3.18B
199.17M
(NXPI) Total Revenue
(SNDL) Total Revenue
Values in USD except per share items

NXPI vs. SNDL - Profitability Comparison

The chart below illustrates the profitability comparison between NXP Semiconductors N.V. and Sundial Growers Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-40.0%-20.0%0.0%20.0%40.0%60.0%20222023202420252026
56.2%
20.4%
Portfolio components
NXPI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NXP Semiconductors N.V. reported a gross profit of 1.79B and revenue of 3.18B. Therefore, the gross margin over that period was 56.2%.

SNDL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sundial Growers Inc. reported a gross profit of 40.62M and revenue of 199.17M. Therefore, the gross margin over that period was 20.4%.

NXPI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NXP Semiconductors N.V. reported an operating income of 1.51B and revenue of 3.18B, resulting in an operating margin of 47.3%.

SNDL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sundial Growers Inc. reported an operating income of -11.47M and revenue of 199.17M, resulting in an operating margin of -5.8%.

NXPI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NXP Semiconductors N.V. reported a net income of 1.12B and revenue of 3.18B, resulting in a net margin of 35.3%.

SNDL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sundial Growers Inc. reported a net income of -10.08M and revenue of 199.17M, resulting in a net margin of -5.1%.


Frequently Asked Questions


NXPI and SNDL have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NXPI has higher volatility (14.38%) compared to SNDL (8.72%). In terms of maximum drawdown, NXPI dropped -59.98% vs SNDL's -99.07%.

NXPI currently has the higher Sharpe Ratio (1.26 vs 0.16), 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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