PortfoliosLab logoPortfoliosLab logo
NPSNY vs. TRI
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

Loading graphics...

NPSNY vs. TRI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NPSNY
Naspers Ltd ADR
-20.15%52.37%30.17%2.64%6.75%-23.52%25.03%20.24%-29.84%93.97%
TRI
Thomson Reuters Corp
-32.73%-16.57%11.14%30.31%-3.01%49.18%16.71%51.59%14.56%2.68%

Fundamentals

Market Cap

NPSNY:

$42.29B

TRI:

$39.23B

EPS

NPSNY:

$2.09

TRI:

$3.34

PE Ratio

NPSNY:

5.08

TRI:

26.32

PS Ratio

NPSNY:

3.25

TRI:

5.20

PB Ratio

NPSNY:

1.74

TRI:

3.29

Total Revenue (TTM)

NPSNY:

$13.01B

TRI:

$7.61B

Gross Profit (TTM)

NPSNY:

$5.32B

TRI:

$2.00B

EBITDA (TTM)

NPSNY:

$8.00B

TRI:

$2.34B

Returns By Period

In the year-to-date period, NPSNY achieves a -20.15% return, which is significantly higher than TRI's -32.73% return. Both investments have delivered pretty close results over the past 10 years, with NPSNY having a 11.02% annualized return and TRI not far behind at 10.48%.


NPSNY

1D
1.72%
1M
-2.39%
YTD
-20.15%
6M
-27.50%
1Y
6.75%
3Y*
13.53%
5Y*
1.44%
10Y*
11.02%

TRI

1D
-2.14%
1M
-11.50%
YTD
-32.73%
6M
-41.60%
1Y
-48.47%
3Y*
-10.80%
5Y*
1.36%
10Y*
10.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Naspers Ltd ADR

Thomson Reuters Corp

Return for Risk

NPSNY vs. TRI — Risk / Return Rank

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

NPSNY
NPSNY Risk / Return Rank: 4444
Overall Rank
NPSNY Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
NPSNY Sortino Ratio Rank: 4141
Sortino Ratio Rank
NPSNY Omega Ratio Rank: 4040
Omega Ratio Rank
NPSNY Calmar Ratio Rank: 4646
Calmar Ratio Rank
NPSNY Martin Ratio Rank: 4747
Martin Ratio Rank

TRI
TRI Risk / Return Rank: 55
Overall Rank
TRI Sharpe Ratio Rank: 11
Sharpe Ratio Rank
TRI Sortino Ratio Rank: 22
Sortino Ratio Rank
TRI Omega Ratio Rank: 22
Omega Ratio Rank
TRI Calmar Ratio Rank: 1313
Calmar Ratio Rank
TRI Martin Ratio Rank: 88
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.

NPSNY vs. TRI - Risk-Adjusted Trends 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.


NPSNYTRIDifference

Sharpe ratio

Return per unit of total volatility

0.19

-1.29

+1.48

Sortino ratio

Return per unit of downside risk

0.53

-2.00

+2.53

Omega ratio

Gain probability vs. loss probability

1.06

0.73

+0.34

Calmar ratio

Return relative to maximum drawdown

0.21

-0.78

+0.99

Martin ratio

Return relative to average drawdown

0.56

-1.52

+2.08

NPSNY vs. TRI - Sharpe Ratio Comparison

The current NPSNY Sharpe Ratio is 0.19, which is higher than the TRI Sharpe Ratio of -1.29. 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.


Loading graphics...

Sharpe Ratios by Period


NPSNYTRIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.19

-1.29

+1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.06

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.47

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.31

+0.23

Correlation

The correlation between NPSNY and TRI 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.


Dividends

NPSNY vs. TRI - Dividend Comparison

NPSNY's dividend yield for the trailing twelve months is around 0.56%, less than TRI's 2.77% yield.


TTM20252024202320222021202020192018201720162015
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%
TRI
Thomson Reuters Corp
2.77%1.80%1.35%4.68%1.56%1.76%1.86%2.01%2.87%3.17%3.11%3.54%

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 -61.67%. Use the drawdown chart below to compare losses from any high point for NPSNY and TRI.


Loading graphics...

Drawdown Indicators


NPSNYTRIDifference

Max Drawdown

Largest peak-to-trough decline

-66.27%

-61.67%

-4.60%

Max Drawdown (1Y)

Largest decline over 1 year

-33.58%

-61.67%

+28.09%

Max Drawdown (5Y)

Largest decline over 5 years

-65.55%

-61.67%

-3.88%

Max Drawdown (10Y)

Largest decline over 10 years

-66.27%

-61.67%

-4.60%

Current Drawdown

Current decline from peak

-29.18%

-58.26%

+29.08%

Average Drawdown

Average peak-to-trough decline

-16.49%

-11.20%

-5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.57%

31.72%

-19.15%

Volatility

NPSNY vs. TRI - Volatility Comparison

Naspers Ltd ADR (NPSNY) has a higher volatility of 16.38% compared to Thomson Reuters Corp (TRI) at 11.80%. 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.


Loading graphics...

Volatility by Period


NPSNYTRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.38%

11.80%

+4.58%

Volatility (6M)

Calculated over the trailing 6-month period

26.04%

32.30%

-6.26%

Volatility (1Y)

Calculated over the trailing 1-year period

35.17%

37.76%

-2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.15%

24.02%

+22.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.31%

22.56%

+20.75%

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


1.00B2.00B3.00B4.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
4.13B
2.14B
(NPSNY) Total Revenue
(TRI) Total Revenue
Values in USD except per share items