PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GWW vs. NXST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GWW and NXST is 0.29, 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.


-0.50.00.51.00.3

Performance

GWW vs. NXST - Performance Comparison

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

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
19.69%
4.45%
GWW
NXST

Key characteristics

Sharpe Ratio

GWW:

1.49

NXST:

0.18

Sortino Ratio

GWW:

2.30

NXST:

0.47

Omega Ratio

GWW:

1.28

NXST:

1.06

Calmar Ratio

GWW:

2.22

NXST:

0.23

Martin Ratio

GWW:

5.40

NXST:

0.70

Ulcer Index

GWW:

5.93%

NXST:

8.35%

Daily Std Dev

GWW:

21.55%

NXST:

32.82%

Max Drawdown

GWW:

-56.74%

NXST:

-96.66%

Current Drawdown

GWW:

-10.61%

NXST:

-19.58%

Fundamentals

Market Cap

GWW:

$54.56B

NXST:

$5.01B

EPS

GWW:

$36.93

NXST:

$17.23

PE Ratio

GWW:

30.34

NXST:

9.37

PEG Ratio

GWW:

2.83

NXST:

0.52

Total Revenue (TTM)

GWW:

$16.93B

NXST:

$5.22B

Gross Profit (TTM)

GWW:

$6.65B

NXST:

$2.41B

EBITDA (TTM)

GWW:

$2.82B

NXST:

$2.02B

Returns By Period

In the year-to-date period, GWW achieves a 32.74% return, which is significantly higher than NXST's 5.71% return. Over the past 10 years, GWW has outperformed NXST with an annualized return of 17.54%, while NXST has yielded a comparatively lower 14.61% annualized return.


GWW

YTD

32.74%

1M

-6.89%

6M

18.50%

1Y

32.50%

5Y*

28.19%

10Y*

17.54%

NXST

YTD

5.71%

1M

-1.97%

6M

6.81%

1Y

3.86%

5Y*

9.31%

10Y*

14.61%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GWW vs. NXST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for W.W. Grainger, Inc. (GWW) 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 GWW, currently valued at 1.49, compared to the broader market-4.00-2.000.002.001.490.18
The chart of Sortino ratio for GWW, currently valued at 2.30, compared to the broader market-4.00-2.000.002.004.002.300.47
The chart of Omega ratio for GWW, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.06
The chart of Calmar ratio for GWW, currently valued at 2.22, compared to the broader market0.002.004.006.002.220.23
The chart of Martin ratio for GWW, currently valued at 5.40, compared to the broader market0.0010.0020.005.400.70
GWW
NXST

The current GWW Sharpe Ratio is 1.49, which is higher than the NXST Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of GWW 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 Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.49
0.18
GWW
NXST

Dividends

GWW vs. NXST - Dividend Comparison

GWW's dividend yield for the trailing twelve months is around 0.73%, less than NXST's 4.25% yield.


TTM20232022202120202019201820172016201520142013
GWW
W.W. Grainger, Inc.
0.73%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%1.41%
NXST
Nexstar Media Group, Inc.
4.25%3.44%2.06%1.85%2.05%1.54%1.91%1.53%1.52%1.29%1.16%0.86%

Drawdowns

GWW vs. NXST - Drawdown Comparison

The maximum GWW drawdown since its inception was -56.74%, smaller than the maximum NXST drawdown of -96.66%. Use the drawdown chart below to compare losses from any high point for GWW and NXST. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.61%
-19.58%
GWW
NXST

Volatility

GWW vs. NXST - Volatility Comparison

The current volatility for W.W. Grainger, Inc. (GWW) is 4.34%, while Nexstar Media Group, Inc. (NXST) has a volatility of 6.08%. This indicates that GWW 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
4.34%
6.08%
GWW
NXST

Financials

GWW vs. NXST - Financials Comparison

This section allows you to compare key financial metrics between W.W. Grainger, 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab