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DFS vs. NXST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

DFS vs. NXST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Discover Financial Services (DFS) and Nexstar Media Group, Inc. (NXST). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
40.53%
-0.99%
DFS
NXST

Returns By Period

In the year-to-date period, DFS achieves a 56.68% return, which is significantly higher than NXST's 7.84% return. Over the past 10 years, DFS has underperformed NXST with an annualized return of 12.87%, while NXST has yielded a comparatively higher 15.41% annualized return.


DFS

YTD

56.68%

1M

16.51%

6M

40.53%

1Y

105.53%

5Y (annualized)

18.62%

10Y (annualized)

12.87%

NXST

YTD

7.84%

1M

-5.55%

6M

-0.99%

1Y

12.77%

5Y (annualized)

12.94%

10Y (annualized)

15.41%

Fundamentals


DFSNXST
Market Cap$44.63B$5.22B
EPS$12.43$17.23
PE Ratio14.309.76
PEG Ratio4.510.59
Total Revenue (TTM)$23.16B$5.22B
Gross Profit (TTM)$23.16B$2.98B
EBITDA (TTM)$1.35B$1.96B

Key characteristics


DFSNXST
Sharpe Ratio2.890.43
Sortino Ratio4.000.81
Omega Ratio1.541.10
Calmar Ratio3.340.47
Martin Ratio22.031.87
Ulcer Index5.03%7.87%
Daily Std Dev38.37%34.43%
Max Drawdown-81.74%-96.66%
Current Drawdown-5.11%-17.96%

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Correlation

-0.50.00.51.00.4

The correlation between DFS and NXST is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

DFS vs. NXST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Discover Financial Services (DFS) 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.


Sharpe ratio
The chart of Sharpe ratio for DFS, currently valued at 2.89, compared to the broader market-4.00-2.000.002.004.002.890.43
The chart of Sortino ratio for DFS, currently valued at 4.00, compared to the broader market-4.00-2.000.002.004.004.000.81
The chart of Omega ratio for DFS, currently valued at 1.54, compared to the broader market0.501.001.502.001.541.10
The chart of Calmar ratio for DFS, currently valued at 3.34, compared to the broader market0.002.004.006.003.340.47
The chart of Martin ratio for DFS, currently valued at 22.03, compared to the broader market-10.000.0010.0020.0030.0022.031.87
DFS
NXST

The current DFS Sharpe Ratio is 2.89, which is higher than the NXST Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of DFS and NXST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.89
0.43
DFS
NXST

Dividends

DFS vs. NXST - Dividend Comparison

DFS's dividend yield for the trailing twelve months is around 1.62%, less than NXST's 4.17% yield.


TTM20232022202120202019201820172016201520142013
DFS
Discover Financial Services
1.62%2.40%2.35%1.63%1.94%1.98%2.54%1.69%1.61%2.01%1.40%1.07%
NXST
Nexstar Media Group, Inc.
4.17%3.44%2.06%1.85%2.05%1.54%1.91%1.53%1.52%1.29%1.16%0.86%

Drawdowns

DFS vs. NXST - Drawdown Comparison

The maximum DFS drawdown since its inception was -81.74%, smaller than the maximum NXST drawdown of -96.66%. Use the drawdown chart below to compare losses from any high point for DFS and NXST. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.11%
-17.96%
DFS
NXST

Volatility

DFS vs. NXST - Volatility Comparison

Discover Financial Services (DFS) has a higher volatility of 21.25% compared to Nexstar Media Group, Inc. (NXST) at 15.66%. This indicates that DFS's price experiences larger fluctuations and is considered to be riskier than NXST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
21.25%
15.66%
DFS
NXST

Financials

DFS vs. NXST - Financials Comparison

This section allows you to compare key financial metrics between Discover Financial Services 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


Values in USD except per share items