NXP Semiconductors (NXPI): analysis and statistics
Return, volatility, Sharpe ratio and risk for NXP Semiconductors, a component of both the S&P 500 and the Nasdaq 100 in the Information Technology. Data as of 2026-10-29.
| Last close price | $251.69 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +13.91% |
| Total return over period | +47.51% |
| Annualized volatility | 43.85% |
| Period volatility | 75.75% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.46 |
| Sortino ratio | 0.72 |
| Max drawdown | -46.47% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.80% |
| Correlation with the S&P 500 | 0.61 |
| Period range | $150.12 – $331.55 |
| Trading days analyzed | 752 |
Over the last 3.0 years, NXP Semiconductors (NXPI) has posted an annualized return of +13.91% with annual volatility of 43.85%, a Sharpe ratio of 0.46. Its worst stretch (max drawdown from a peak) was -46.47%. Its correlation with the S&P 500 is 0.61, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how NXPI would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, NXP Semiconductors (NXPI) is of both the S&P 500 and the Nasdaq 100.
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