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NPSNY vs. TRI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NPSNY and TRI is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

NPSNY vs. TRI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

NPSNY:

1.18

TRI:

0.99

Sortino Ratio

NPSNY:

1.54

TRI:

1.38

Omega Ratio

NPSNY:

1.19

TRI:

1.17

Calmar Ratio

NPSNY:

1.27

TRI:

1.40

Martin Ratio

NPSNY:

3.80

TRI:

3.97

Ulcer Index

NPSNY:

9.70%

TRI:

4.20%

Daily Std Dev

NPSNY:

36.64%

TRI:

19.13%

Max Drawdown

NPSNY:

-66.27%

TRI:

-56.30%

Current Drawdown

NPSNY:

-3.55%

TRI:

0.00%

Fundamentals

Market Cap

NPSNY:

$46.71B

TRI:

$88.69B

EPS

NPSNY:

$3.68

TRI:

$4.75

PE Ratio

NPSNY:

15.93

TRI:

41.35

PEG Ratio

NPSNY:

0.00

TRI:

17.16

PS Ratio

NPSNY:

6.80

TRI:

12.19

PB Ratio

NPSNY:

2.25

TRI:

7.20

Returns By Period

In the year-to-date period, NPSNY achieves a 31.45% return, which is significantly higher than TRI's 24.69% return. Over the past 10 years, NPSNY has underperformed TRI with an annualized return of 11.45%, while TRI has yielded a comparatively higher 20.53% annualized return.


NPSNY

YTD

31.45%

1M

10.08%

6M

26.45%

1Y

42.68%

3Y*

38.95%

5Y*

12.17%

10Y*

11.45%

TRI

YTD

24.69%

1M

7.15%

6M

22.99%

1Y

18.74%

3Y*

29.50%

5Y*

27.01%

10Y*

20.53%

*Annualized

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Naspers Ltd ADR

Thomson Reuters Corp

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

NPSNY vs. TRI — Risk-Adjusted Performance Rank

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

NPSNY
The Risk-Adjusted Performance Rank of NPSNY is 8181
Overall Rank
The Sharpe Ratio Rank of NPSNY is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of NPSNY is 7777
Sortino Ratio Rank
The Omega Ratio Rank of NPSNY is 7474
Omega Ratio Rank
The Calmar Ratio Rank of NPSNY is 8686
Calmar Ratio Rank
The Martin Ratio Rank of NPSNY is 8282
Martin Ratio Rank

TRI
The Risk-Adjusted Performance Rank of TRI is 7979
Overall Rank
The Sharpe Ratio Rank of TRI is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of TRI is 7474
Sortino Ratio Rank
The Omega Ratio Rank of TRI is 7171
Omega Ratio Rank
The Calmar Ratio Rank of TRI is 8888
Calmar Ratio Rank
The Martin Ratio Rank of TRI is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NPSNY vs. TRI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Naspers Ltd ADR (NPSNY) and Thomson Reuters Corp (TRI). 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.


The current NPSNY Sharpe Ratio is 1.18, which is comparable to the TRI Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of NPSNY and TRI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

NPSNY vs. TRI - Dividend Comparison

NPSNY's dividend yield for the trailing twelve months is around 0.23%, less than TRI's 1.14% yield.


TTM20242023202220212020201920182017201620152014
NPSNY
Naspers Ltd ADR
0.23%0.31%0.28%0.22%0.27%0.17%0.20%0.25%0.22%0.27%0.28%0.31%
TRI
Thomson Reuters Corp
1.14%1.35%4.53%1.56%1.35%1.86%2.01%2.36%3.49%3.42%3.90%3.60%

Drawdowns

NPSNY vs. TRI - Drawdown Comparison

The maximum NPSNY drawdown since its inception was -66.27%, which is greater than TRI's maximum drawdown of -56.30%. Use the drawdown chart below to compare losses from any high point for NPSNY and TRI.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

NPSNY vs. TRI - Volatility Comparison

Naspers Ltd ADR (NPSNY) has a higher volatility of 8.27% compared to Thomson Reuters Corp (TRI) at 4.31%. This indicates that NPSNY's price experiences larger fluctuations and is considered to be riskier than TRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

NPSNY vs. TRI - Financials Comparison

This section allows you to compare key financial metrics between Naspers Ltd ADR and Thomson Reuters Corp. 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


800.00M1.00B1.20B1.40B1.60B1.80B2.00B2.20B20212022202320242025
1.71B
1.90B
(NPSNY) Total Revenue
(TRI) Total Revenue
Values in USD except per share items