USA vs. NXP
USA (Liberty All-Star Equity Fund) and NXP (Nuveen Select Tax-Free Income Portfolio) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, USA returned 12.12%/yr vs 3.13%/yr for NXP. At a 0.08 correlation, their price movements are largely independent.
Performance
USA vs. NXP - Performance Comparison
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Returns By Period
In the year-to-date period, USA achieves a -2.46% return, which is significantly lower than NXP's 1.81% return. Over the past 10 years, USA has outperformed NXP with an annualized return of 12.12%, while NXP has yielded a comparatively lower 3.13% annualized return.
USA
- 1D
- 0.52%
- 1M
- -0.34%
- YTD
- -2.46%
- 6M
- -0.07%
- 1Y
- -4.04%
- 3Y*
- 8.72%
- 5Y*
- 1.63%
- 10Y*
- 12.12%
NXP
- 1D
- -0.42%
- 1M
- -1.17%
- YTD
- 1.81%
- 6M
- 0.84%
- 1Y
- 4.72%
- 3Y*
- 3.44%
- 5Y*
- -1.16%
- 10Y*
- 3.13%
USA vs. NXP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USA Liberty All-Star Equity Fund | -2.46% | 0.09% | 20.81% | 23.17% | -25.20% | 33.76% | 12.89% | 39.70% | -5.06% | 34.66% |
NXP Nuveen Select Tax-Free Income Portfolio | 1.81% | -2.73% | 6.83% | 10.68% | -9.51% | -7.36% | 12.12% | 20.94% | 0.04% | 9.30% |
Correlation
The correlation between USA and NXP is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Mar 20, 1992 | 0.08 |
Fundamentals
USA:
$1.75B
NXP:
$732.77M
USA:
$1.42
NXP:
$1.60
USA:
4.09
NXP:
8.81
USA:
4.86
NXP:
12.09
USA:
0.85
NXP:
0.99
USA:
$355.74M
NXP:
$60.63M
USA:
$329.90M
NXP:
$25.24M
USA:
$305.11M
NXP:
$28.48M
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Return for Risk
USA vs. NXP — Risk / Return Rank
USA
NXP
USA vs. NXP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Liberty All-Star Equity Fund (USA) and Nuveen Select Tax-Free Income Portfolio (NXP). 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.
| USA | NXP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.12 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 1.41 | -1.67 |
| Martin ratioReturn relative to average drawdown | -0.64 | 3.51 | -4.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USA | NXP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.30 | 0.64 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | -0.11 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.26 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.27 | +0.07 |
Drawdowns
USA vs. NXP - Drawdown Comparison
The maximum USA drawdown since its inception was -69.15%, which is greater than NXP's maximum drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for USA and NXP.
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Drawdown Indicators
| USA | NXP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.15% | -27.64% | -41.51% |
Max Drawdown (1Y)Largest decline over 1 year | -15.28% | -3.37% | -11.91% |
Max Drawdown (3Y)Largest decline over 3 years | -17.69% | -10.68% | -7.01% |
Max Drawdown (5Y)Largest decline over 5 years | -34.05% | -27.64% | -6.41% |
Max Drawdown (10Y)Largest decline over 10 years | -47.07% | -27.64% | -19.43% |
Current DrawdownCurrent decline from peak | -7.69% | -8.08% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -11.52% | -6.79% | -4.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.36% | 1.35% | +5.01% |
Volatility
USA vs. NXP - Volatility Comparison
Liberty All-Star Equity Fund (USA) has a higher volatility of 2.25% compared to Nuveen Select Tax-Free Income Portfolio (NXP) at 2.08%. This indicates that USA's price experiences larger fluctuations and is considered to be riskier than NXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USA | NXP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.25% | 2.08% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.17% | 5.83% | +4.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.45% | 7.37% | +6.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.24% | 10.74% | +9.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.56% | 12.07% | +10.49% |
Dividends
USA vs. NXP - Dividend Comparison
USA's dividend yield for the trailing twelve months is around 11.72%, more than NXP's 4.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NXP Nuveen Select Tax-Free Income Portfolio | 4.52% | 4.47% | 4.00% | 3.94% | 3.93% | 3.42% | 3.07% | 3.33% | 3.88% | 3.79% | 3.96% | 3.99% |
USA Liberty All-Star Equity Fund | 11.72% | 10.67% | 10.22% | 9.56% | 12.11% | 9.67% | 9.13% | 9.75% | 12.64% | 8.89% | 9.30% | 9.53% |
Financials
USA vs. NXP - Financials Comparison
This section allows you to compare key financial metrics between Liberty All-Star Equity Fund and Nuveen Select Tax-Free Income Portfolio. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
USA and NXP have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USA has higher volatility (2.25%) compared to NXP (2.08%). In terms of maximum drawdown, USA dropped -69.15% vs NXP's -27.64%.
NXP currently has the higher Sharpe Ratio (0.64 vs -0.30), 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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