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CALM vs. NXST
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CALM vs. NXST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cal-Maine Foods, Inc. (CALM) and Nexstar Media Group, Inc. (NXST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CALM achieves a -5.08% return, which is significantly higher than NXST's -9.19% return. Over the past 10 years, CALM has underperformed NXST with an annualized return of 8.27%, while NXST has yielded a comparatively higher 16.24% annualized return.


CALM

1D
-0.81%
1M
-2.26%
YTD
-5.08%
6M
-7.34%
1Y
-19.07%
3Y*
22.48%
5Y*
21.41%
10Y*
8.27%

NXST

1D
-1.74%
1M
-9.61%
YTD
-9.19%
6M
-1.84%
1Y
12.26%
3Y*
8.91%
5Y*
7.46%
10Y*
16.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CALM vs. NXST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CALM
Cal-Maine Foods, Inc.
-5.08%-15.61%87.00%14.48%51.87%-1.38%-12.19%2.09%-3.90%0.62%
NXST
Nexstar Media Group, Inc.
-9.19%33.95%5.04%-7.52%18.37%40.95%-4.42%51.93%2.65%25.89%

Correlation

The correlation between CALM and NXST is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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

0.17

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

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Nov 26, 2003

0.18

Fundamentals

Market Cap

CALM:

$3.53B

NXST:

$5.65B

EPS

CALM:

$14.48

NXST:

$5.37

PE Ratio

CALM:

5.15

NXST:

33.74

PEG Ratio

CALM:

0.00

NXST:

8.24K

PS Ratio

CALM:

1.03

NXST:

1.09

Total Revenue (TTM)

CALM:

$3.46B

NXST:

$5.11B

Gross Profit (TTM)

CALM:

$1.17B

NXST:

$1.65B

EBITDA (TTM)

CALM:

$1.05B

NXST:

$1.42B

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Return for Risk

CALM vs. NXST — Risk / Return Rank

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

CALM
CALM Risk / Return Rank: 1919
Overall Rank
CALM Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
CALM Sortino Ratio Rank: 1616
Sortino Ratio Rank
CALM Omega Ratio Rank: 1717
Omega Ratio Rank
CALM Calmar Ratio Rank: 2323
Calmar Ratio Rank
CALM Martin Ratio Rank: 2525
Martin Ratio Rank

NXST
NXST Risk / Return Rank: 4949
Overall Rank
NXST Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
NXST Sortino Ratio Rank: 4646
Sortino Ratio Rank
NXST Omega Ratio Rank: 4646
Omega Ratio Rank
NXST Calmar Ratio Rank: 4848
Calmar Ratio Rank
NXST Martin Ratio Rank: 5151
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.

CALM vs. NXST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cal-Maine Foods, Inc. (CALM) and Nexstar Media Group, Inc. (NXST). 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.


CALMNXSTDifference

Sharpe ratio

Return per unit of total volatility

-0.58

0.37

-0.94

Sortino ratio

Return per unit of downside risk

-0.67

0.74

-1.41

Omega ratio

Gain probability vs. loss probability

0.92

1.09

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.49

0.35

-0.84

Martin ratio

Return relative to average drawdown

-0.78

0.92

-1.70

CALM vs. NXST - Sharpe Ratio Comparison

The current CALM Sharpe Ratio is -0.58, which is lower than the NXST Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of CALM and NXST, 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


CALMNXSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

0.37

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.22

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.41

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.23

+0.15

Drawdowns

CALM vs. NXST - Drawdown Comparison

The maximum CALM drawdown since its inception was -74.08%, smaller than the maximum NXST drawdown of -96.66%. Use the drawdown chart below to compare losses from any high point for CALM and NXST.


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Drawdown Indicators


CALMNXSTDifference

Max Drawdown

Largest peak-to-trough decline

-74.08%

-96.66%

+22.58%

Max Drawdown (1Y)

Largest decline over 1 year

-37.00%

-29.50%

-7.50%

Max Drawdown (3Y)

Largest decline over 3 years

-37.00%

-29.50%

-7.50%

Max Drawdown (5Y)

Largest decline over 5 years

-37.00%

-35.73%

-1.27%

Max Drawdown (10Y)

Largest decline over 10 years

-39.12%

-64.56%

+25.44%

Current Drawdown

Current decline from peak

-34.32%

-27.88%

-6.44%

Average Drawdown

Average peak-to-trough decline

-30.31%

-30.30%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.26%

11.10%

+12.16%

Volatility

CALM vs. NXST - Volatility Comparison

The current volatility for Cal-Maine Foods, Inc. (CALM) is 7.53%, while Nexstar Media Group, Inc. (NXST) has a volatility of 9.02%. This indicates that CALM experiences smaller price fluctuations and is considered to be less risky than NXST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CALMNXSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

9.02%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

20.47%

27.50%

-7.03%

Volatility (1Y)

Calculated over the trailing 1-year period

33.14%

33.70%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.60%

34.48%

-1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.16%

39.77%

-8.61%

Dividends

CALM vs. NXST - Dividend Comparison

CALM's dividend yield for the trailing twelve months is around 6.44%, more than NXST's 4.11% yield.


PositionTTM20252024202320222021202020192018201720162015
CALM
Cal-Maine Foods, Inc.
6.44%10.90%2.82%7.51%3.17%0.09%0.00%0.98%1.03%0.00%2.70%4.10%
NXST
Nexstar Media Group, Inc.
4.11%3.66%4.28%3.44%2.06%1.85%2.05%1.54%1.91%1.53%1.52%1.29%

Financials

CALM vs. NXST - Financials Comparison

This section allows you to compare key financial metrics between Cal-Maine Foods, Inc. and Nexstar Media Group, 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


400.00M600.00M800.00M1.00B1.20B1.40BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
666.95M
1.40B
(CALM) Total Revenue
(NXST) Total Revenue
Values in USD except per share items

CALM vs. NXST - Profitability Comparison

The chart below illustrates the profitability comparison between Cal-Maine Foods, Inc. and Nexstar Media Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
17.9%
0
Portfolio components
CALM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a gross profit of 119.28M and revenue of 666.95M. Therefore, the gross margin over that period was 17.9%.

NXST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nexstar Media Group, Inc. reported a gross profit of 0.00 and revenue of 1.40B. Therefore, the gross margin over that period was 0.0%.

CALM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported an operating income of 35.98M and revenue of 666.95M, resulting in an operating margin of 5.4%.

NXST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nexstar Media Group, Inc. reported an operating income of 265.00M and revenue of 1.40B, resulting in an operating margin of 19.0%.

CALM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a net income of 50.46M and revenue of 666.95M, resulting in a net margin of 7.6%.

NXST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nexstar Media Group, Inc. reported a net income of 164.00M and revenue of 1.40B, resulting in a net margin of 11.8%.


Frequently Asked Questions


CALM and NXST have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NXST has higher volatility (9.02%) compared to CALM (7.53%). In terms of maximum drawdown, CALM dropped -74.08% vs NXST's -96.66%.

NXST currently has the higher Sharpe Ratio (0.37 vs -0.58), 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.

Portfolio Optimizer

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