NVR vs. NWS
NVR (NVR, Inc.) and NWS (News Corporation) are both stocks. NVR operates in Residential Construction (Consumer Cyclical), while NWS operates in Broadcasting (Communication Services). Over the past 10 years, NVR returned 13.55%/yr vs 10.49%/yr for NWS. At a 0.29 correlation, their price movements are largely independent.
Performance
NVR vs. NWS - Performance Comparison
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Returns By Period
In the year-to-date period, NVR achieves a -16.09% return, which is significantly lower than NWS's 1.01% return. Over the past 10 years, NVR has outperformed NWS with an annualized return of 13.55%, while NWS has yielded a comparatively lower 10.49% annualized return.
NVR
- 1D
- -1.00%
- 1M
- 3.16%
- YTD
- -16.09%
- 6M
- -20.31%
- 1Y
- -13.43%
- 3Y*
- 2.33%
- 5Y*
- 4.93%
- 10Y*
- 13.55%
NWS
- 1D
- -1.19%
- 1M
- 0.00%
- YTD
- 1.01%
- 6M
- 3.17%
- 1Y
- -7.17%
- 3Y*
- 17.05%
- 5Y*
- 4.67%
- 10Y*
- 10.49%
NVR vs. NWS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NVR NVR, Inc. | -16.09% | -10.83% | 16.83% | 51.77% | -21.94% | 44.83% | 7.13% | 56.28% | -30.53% | 110.20% |
NWS News Corporation | 1.01% | -2.01% | 19.18% | 41.02% | -17.20% | 27.73% | 24.46% | 27.44% | -29.47% | 42.83% |
Correlation
The correlation between NVR and NWS is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 2013 | 0.29 |
The correlation between NVR and NWS shifts across timeframes, from 0.21 (1 year) to 0.38 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
NVR:
$17.92B
NWS:
$16.74B
NVR:
$408.34
NWS:
$1.85
NVR:
14.99
NWS:
16.16
NVR:
1.46
NWS:
0.38
NVR:
1.92
NWS:
1.93
NVR:
5.13
NWS:
1.95
NVR:
$9.66B
NWS:
$8.80B
NVR:
$2.17B
NWS:
$1.23B
NVR:
$1.60B
NWS:
$826.00M
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Return for Risk
NVR vs. NWS — Risk / Return Rank
NVR
NWS
NVR vs. NWS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NVR, Inc. (NVR) and News Corporation (NWS). 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.
| NVR | NWS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.97 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | -0.27 | -0.12 |
| Martin ratioReturn relative to average drawdown | -0.89 | -0.51 | -0.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NVR | NWS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | -0.29 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.17 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.35 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.22 | -0.17 |
Drawdowns
NVR vs. NWS - Drawdown Comparison
The maximum NVR drawdown since its inception was -96.47%, which is greater than NWS's maximum drawdown of -51.84%. Use the drawdown chart below to compare losses from any high point for NVR and NWS.
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Drawdown Indicators
| NVR | NWS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.47% | -51.84% | -44.63% |
Max Drawdown (1Y)Largest decline over 1 year | -34.88% | -26.84% | -8.04% |
Max Drawdown (3Y)Largest decline over 3 years | -43.94% | -26.84% | -17.10% |
Max Drawdown (5Y)Largest decline over 5 years | -43.94% | -39.34% | -4.60% |
Max Drawdown (10Y)Largest decline over 10 years | -46.13% | -51.84% | +5.71% |
Current DrawdownCurrent decline from peak | -38.34% | -14.64% | -23.70% |
Average DrawdownAverage peak-to-trough decline | -23.55% | -16.22% | -7.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.15% | 14.10% | +1.05% |
Volatility
NVR vs. NWS - Volatility Comparison
The current volatility for NVR, Inc. (NVR) is 6.92%, while News Corporation (NWS) has a volatility of 7.68%. This indicates that NVR experiences smaller price fluctuations and is considered to be less risky than NWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NVR | NWS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.92% | 7.68% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 19.94% | 17.68% | +2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.24% | 24.53% | +2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.54% | 27.68% | -0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.94% | 29.65% | +2.29% |
Dividends
NVR vs. NWS - Dividend Comparison
NVR has not paid dividends to shareholders, while NWS's dividend yield for the trailing twelve months is around 0.67%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVR NVR, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NWS News Corporation | 0.67% | 0.67% | 0.66% | 0.78% | 1.08% | 0.89% | 1.13% | 1.38% | 1.73% | 1.20% | 1.69% | 0.72% |
Financials
NVR vs. NWS - Financials Comparison
This section allows you to compare key financial metrics between NVR, Inc. and News 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
NVR and NWS have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NWS has higher volatility (7.68%) compared to NVR (6.92%). In terms of maximum drawdown, NVR dropped -96.47% vs NWS's -51.84%.
NWS currently has the higher Sharpe Ratio (-0.29 vs -0.49), 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.
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