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NPSNY vs. FOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NPSNY vs. FOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Naspers Ltd ADR (NPSNY) and Fox Corporation (FOX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NPSNY achieves a -20.75% return, which is significantly lower than FOX's -19.58% return.


NPSNY

1D
0.86%
1M
7.22%
6M
-14.93%
YTD
-20.75%
1Y
-12.14%
3Y*
11.30%
5Y*
6.73%
10Y*
10.00%
ALL TIME*
23.86%

FOX

1D
-0.76%
1M
2.73%
6M
-20.36%
YTD
-19.58%
1Y
3.46%
3Y*
20.11%
5Y*
10.88%
10Y*
ALL TIME*
5.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$59.81M$64.25M$88.34M
$2.10M$1.76M$1.80M

NPSNY vs. FOX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
NPSNY
Naspers Ltd ADR
-20.75%52.37%30.17%2.64%6.75%-23.52%25.03%7.99%
FOX
Fox Corporation
-19.58%43.41%68.25%-1.22%-15.80%20.19%-19.41%-4.43%

Correlation

The correlation between NPSNY and FOX is 0.13, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.13

Correlation (3Y)
Balances recent behavior with more history.

0.13

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.22

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2019

0.20

Fundamentals

Market Cap

NPSNY:

$8.37B

FOX:

$22.78B

EPS

NPSNY:

$2.62

FOX:

$3.87

PE Ratio

NPSNY:

4.03

FOX:

13.44

PS Ratio

NPSNY:

2.28

FOX:

1.42

PB Ratio

NPSNY:

1.73

FOX:

2.05

Total Revenue (TTM)

NPSNY:

$18.06B

FOX:

$16.20B

Gross Profit (TTM)

NPSNY:

$7.62B

FOX:

$5.67B

EBITDA (TTM)

NPSNY:

$8.28B

FOX:

$3.09B

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Return for Risk

NPSNY vs. FOX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NPSNY
NPSNY Risk / Return Rank: 2828
Overall Rank
NPSNY Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
NPSNY Sortino Ratio Rank: 2525
Sortino Ratio Rank
NPSNY Omega Ratio Rank: 2626
Omega Ratio Rank
NPSNY Calmar Ratio Rank: 3131
Calmar Ratio Rank
NPSNY Martin Ratio Rank: 3131
Martin Ratio Rank

FOX
FOX Risk / Return Rank: 4545
Overall Rank
FOX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FOX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FOX Omega Ratio Rank: 4444
Omega Ratio Rank
FOX Calmar Ratio Rank: 4747
Calmar Ratio Rank
FOX Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NPSNY vs. FOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Naspers Ltd ADR (NPSNY) and Fox Corporation (FOX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NPSNYFOXDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

0.96

1.05

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.38

0.08

-0.46

Martin ratioReturn relative to average drawdown

-0.68

0.18

-0.85

NPSNY vs. FOX - Sharpe Ratio Comparison

The current NPSNY Sharpe Ratio is -0.38, which is lower than the FOX Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of NPSNY and FOX, 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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Drawdowns

NPSNY vs. FOX - Drawdown Comparison

The maximum NPSNY drawdown since its inception was -66.27%, which is greater than FOX's maximum drawdown of -50.70%. Use the drawdown chart below to compare losses from any high point for NPSNY and FOX.


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Drawdown Indicators


NPSNYFOXDifference

Max Drawdown

Largest peak-to-trough decline

-66.27%

-50.70%

-15.57%

Max Drawdown (1Y)

Largest decline over 1 year

-37.45%

-34.14%

-3.31%

Max Drawdown (3Y)

Largest decline over 3 years

-37.45%

-34.14%

-3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-55.45%

-34.14%

-21.31%

Max Drawdown (10Y)

Largest decline over 10 years

-66.27%

Current Drawdown

Current decline from peak

-29.71%

-22.94%

-6.77%

Average Drawdown

Average peak-to-trough decline

-16.67%

-17.85%

+1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.06%

14.98%

+6.08%

Volatility

NPSNY vs. FOX - Volatility Comparison

Naspers Ltd ADR (NPSNY) has a higher volatility of 14.56% compared to Fox Corporation (FOX) at 8.73%. This indicates that NPSNY's price experiences larger fluctuations and is considered to be riskier than FOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NPSNYFOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.56%

8.73%

+5.83%

Volatility (6M)

Calculated over the trailing 6-month period

30.95%

28.56%

+2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

37.23%

33.55%

+3.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.45%

27.57%

+18.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.56%

31.76%

+11.80%

Dividends

NPSNY vs. FOX - Dividend Comparison

NPSNY's dividend yield for the trailing twelve months is around 0.56%, less than FOX's 1.08% yield.


PositionTTM20252024202320222021202020192018201720162015
FOX
Fox Corporation
1.08%0.85%1.16%1.84%1.72%1.37%1.59%1.26%0.00%0.00%0.00%0.00%
NPSNY
Naspers Ltd ADR
0.56%0.45%0.31%0.28%0.22%0.27%0.17%0.14%0.15%0.17%0.46%0.20%

Financials

NPSNY vs. FOX - Financials Comparison

This section allows you to compare key financial metrics between Naspers Ltd ADR and Fox Corporation. 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

NPSNY vs. FOX - Profitability Comparison

The chart below illustrates the profitability comparison between Naspers Ltd ADR and Fox Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

NPSNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Naspers Ltd ADR reported a gross profit of 2.95B and revenue of 6.76B. Therefore, the gross margin over that period was 43.7%.

FOX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Fox Corporation reported a gross profit of 1.50B and revenue of 3.99B. Therefore, the gross margin over that period was 37.6%.

NPSNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Naspers Ltd ADR reported an operating income of 95.42M and revenue of 6.76B, resulting in an operating margin of 1.4%.

FOX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Fox Corporation reported an operating income of 801.00M and revenue of 3.99B, resulting in an operating margin of 20.1%.

NPSNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Naspers Ltd ADR reported a net income of 2.60B and revenue of 6.76B, resulting in a net margin of 38.5%.

FOX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Fox Corporation reported a net income of 166.00M and revenue of 3.99B, resulting in a net margin of 4.2%.


Frequently Asked Questions


NPSNY and FOX have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NPSNY has higher volatility (14.56%) compared to FOX (8.73%). In terms of maximum drawdown, NPSNY dropped -66.27% vs FOX's -50.70%.

FOX currently has the higher Sharpe Ratio (0.08 vs -0.38), 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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