NXPI vs. VT
Compare and contrast key facts about NXP Semiconductors N.V. (NXPI) and Vanguard Total World Stock ETF (VT).
VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NXPI or VT.
Performance
NXPI vs. VT - Performance Comparison
Returns By Period
In the year-to-date period, NXPI achieves a -4.33% return, which is significantly lower than VT's 16.65% return. Over the past 10 years, NXPI has outperformed VT with an annualized return of 12.36%, while VT has yielded a comparatively lower 9.20% annualized return.
NXPI
-4.33%
-6.74%
-18.28%
9.93%
14.92%
12.36%
VT
16.65%
-1.27%
6.28%
24.82%
10.82%
9.20%
Key characteristics
| NXPI | VT | |
|---|---|---|
| Sharpe Ratio | 0.28 | 2.11 |
| Sortino Ratio | 0.61 | 2.90 |
| Omega Ratio | 1.08 | 1.38 |
| Calmar Ratio | 0.40 | 3.03 |
| Martin Ratio | 0.90 | 13.62 |
| Ulcer Index | 11.09% | 1.80% |
| Daily Std Dev | 35.21% | 11.64% |
| Max Drawdown | -59.98% | -50.27% |
| Current Drawdown | -25.03% | -2.65% |
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Correlation
The correlation between NXPI and VT is 0.61, 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.
Risk-Adjusted Performance
NXPI vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NXP Semiconductors N.V. (NXPI) and Vanguard Total World Stock ETF (VT). 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.
Dividends
NXPI vs. VT - Dividend Comparison
NXPI's dividend yield for the trailing twelve months is around 1.87%, which matches VT's 1.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NXPI NXP Semiconductors N.V. | 1.87% | 1.77% | 2.14% | 0.99% | 0.94% | 0.98% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.87% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
NXPI vs. VT - Drawdown Comparison
The maximum NXPI drawdown since its inception was -59.98%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for NXPI and VT. For additional features, visit the drawdowns tool.
Volatility
NXPI vs. VT - Volatility Comparison
NXP Semiconductors N.V. (NXPI) has a higher volatility of 11.43% compared to Vanguard Total World Stock ETF (VT) at 3.29%. This indicates that NXPI's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.