NWS vs. COST
NWS (News Corporation) and COST (Costco Wholesale Corporation) are both stocks. NWS operates in Broadcasting (Communication Services), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, NWS returned 10.53%/yr vs 21.90%/yr for COST. At a 0.28 correlation, their price movements are largely independent.
Performance
NWS vs. COST - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NWS achieves a -5.42% return, which is significantly lower than COST's 10.63% return. Over the past 10 years, NWS has underperformed COST with an annualized return of 10.53%, while COST has yielded a comparatively higher 21.90% annualized return.
NWS
- 1D
- -2.89%
- 1M
- -5.93%
- YTD
- -5.42%
- 6M
- -6.25%
- 1Y
- -13.77%
- 3Y*
- 14.52%
- 5Y*
- 3.98%
- 10Y*
- 10.53%
COST
- 1D
- -0.01%
- 1M
- -7.48%
- YTD
- 10.63%
- 6M
- 12.24%
- 1Y
- -2.41%
- 3Y*
- 23.60%
- 5Y*
- 20.70%
- 10Y*
- 21.90%
NWS vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NWS News Corporation | -5.42% | -2.01% | 19.18% | 41.02% | -17.20% | 27.73% | 24.46% | 27.44% | -29.47% | 42.83% |
COST Costco Wholesale Corporation | 10.63% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between NWS and COST is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2013 | 0.28 |
Over the past year, the correlation between NWS and COST has dropped to 0.01 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
Fundamentals
NWS:
$1.85
COST:
$26.51
NWS:
15.13
COST:
35.89
NWS:
0.36
COST:
2.81
NWS:
1.81
COST:
1.08
NWS:
$8.80B
COST:
$293.59B
NWS:
$1.23B
COST:
$11.12B
NWS:
$826.00M
COST:
$12.48B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NWS vs. COST — Risk / Return Rank
NWS
COST
NWS vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for News Corporation (NWS) and Costco Wholesale Corporation (COST). 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.
| NWS | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.99 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | -0.16 | -0.36 |
| Martin ratioReturn relative to average drawdown | -0.95 | -0.35 | -0.60 |
Loading charts...
Drawdowns
NWS vs. COST - Drawdown Comparison
The maximum NWS drawdown since its inception was -51.84%, roughly equal to the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for NWS and COST.
Loading charts...
Drawdown Indicators
| NWS | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.84% | -53.39% | +1.55% |
Max Drawdown (1Y)Largest decline over 1 year | -26.84% | -15.14% | -11.70% |
Max Drawdown (3Y)Largest decline over 3 years | -26.84% | -20.74% | -6.10% |
Max Drawdown (5Y)Largest decline over 5 years | -37.40% | -31.40% | -6.00% |
Max Drawdown (10Y)Largest decline over 10 years | -51.84% | -31.40% | -20.44% |
Current DrawdownCurrent decline from peak | -20.08% | -13.06% | -7.02% |
Average DrawdownAverage peak-to-trough decline | -16.21% | -13.36% | -2.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.45% | 6.86% | +7.59% |
Volatility
NWS vs. COST - Volatility Comparison
News Corporation (NWS) has a higher volatility of 8.34% compared to Costco Wholesale Corporation (COST) at 6.51%. This indicates that NWS's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NWS | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.34% | 6.51% | +1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 18.76% | 14.49% | +4.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.13% | 18.95% | +6.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.72% | 22.73% | +4.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.68% | 21.98% | +7.70% |
Dividends
NWS vs. COST - Dividend Comparison
NWS's dividend yield for the trailing twelve months is around 0.72%, more than COST's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.56% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
NWS News Corporation | 0.72% | 0.67% | 0.66% | 0.78% | 1.08% | 0.89% | 1.13% | 1.38% | 1.73% | 1.20% | 1.69% | 0.72% |
Financials
NWS vs. COST - Financials Comparison
This section allows you to compare key financial metrics between News Corporation and Costco Wholesale 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
NWS and COST have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NWS has higher volatility (8.34%) compared to COST (6.51%). In terms of maximum drawdown, NWS dropped -51.84% vs COST's -53.39%.
COST currently has the higher Sharpe Ratio (-0.13 vs -0.55), 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.
Find the right allocation for NWS and COST
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer