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NWS vs. NVR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NWS and NVR is 0.45, 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

NWS vs. NVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in News Corporation (NWS) and NVR, Inc. (NVR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NWS:

1.17

NVR:

-0.27

Sortino Ratio

NWS:

1.86

NVR:

-0.28

Omega Ratio

NWS:

1.25

NVR:

0.97

Calmar Ratio

NWS:

1.39

NVR:

-0.24

Martin Ratio

NWS:

4.50

NVR:

-0.49

Ulcer Index

NWS:

6.64%

NVR:

15.77%

Daily Std Dev

NWS:

24.16%

NVR:

25.74%

Max Drawdown

NWS:

-51.84%

NVR:

-97.91%

Current Drawdown

NWS:

-6.64%

NVR:

-27.95%

Fundamentals

Market Cap

NWS:

$16.88B

NVR:

$21.13B

EPS

NWS:

$0.82

NVR:

$484.78

PE Ratio

NWS:

39.72

NVR:

14.75

PEG Ratio

NWS:

1.58

NVR:

4.89

PS Ratio

NWS:

1.63

NVR:

1.97

PB Ratio

NWS:

2.27

NVR:

5.25

Total Revenue (TTM)

NWS:

$7.39B

NVR:

$10.50B

Gross Profit (TTM)

NWS:

$4.86B

NVR:

$2.54B

EBITDA (TTM)

NWS:

$1.27B

NVR:

$2.09B

Returns By Period

In the year-to-date period, NWS achieves a 7.38% return, which is significantly higher than NVR's -12.58% return. Over the past 10 years, NWS has underperformed NVR with an annualized return of 9.36%, while NVR has yielded a comparatively higher 18.48% annualized return.


NWS

YTD

7.38%

1M

10.11%

6M

1.42%

1Y

26.82%

5Y*

25.56%

10Y*

9.36%

NVR

YTD

-12.58%

1M

2.16%

6M

-23.17%

1Y

-6.60%

5Y*

18.60%

10Y*

18.48%

*Annualized

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Risk-Adjusted Performance

NWS vs. NVR — Risk-Adjusted Performance Rank

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

NWS
The Risk-Adjusted Performance Rank of NWS is 8585
Overall Rank
The Sharpe Ratio Rank of NWS is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of NWS is 8484
Sortino Ratio Rank
The Omega Ratio Rank of NWS is 8282
Omega Ratio Rank
The Calmar Ratio Rank of NWS is 8989
Calmar Ratio Rank
The Martin Ratio Rank of NWS is 8585
Martin Ratio Rank

NVR
The Risk-Adjusted Performance Rank of NVR is 3535
Overall Rank
The Sharpe Ratio Rank of NVR is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of NVR is 2929
Sortino Ratio Rank
The Omega Ratio Rank of NVR is 3030
Omega Ratio Rank
The Calmar Ratio Rank of NVR is 3737
Calmar Ratio Rank
The Martin Ratio Rank of NVR is 4141
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.

NWS vs. NVR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for News Corporation (NWS) and NVR, Inc. (NVR). 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 NWS Sharpe Ratio is 1.17, which is higher than the NVR Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of NWS and NVR, 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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Dividends

NWS vs. NVR - Dividend Comparison

NWS's dividend yield for the trailing twelve months is around 0.61%, while NVR has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
NWS
News Corporation
0.61%0.66%0.78%1.08%0.89%1.13%1.38%1.73%1.20%1.69%0.72%
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%

Drawdowns

NWS vs. NVR - Drawdown Comparison

The maximum NWS drawdown since its inception was -51.84%, smaller than the maximum NVR drawdown of -97.91%. Use the drawdown chart below to compare losses from any high point for NWS and NVR. For additional features, visit the drawdowns tool.


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Volatility

NWS vs. NVR - Volatility Comparison

News Corporation (NWS) and NVR, Inc. (NVR) have volatilities of 6.27% and 6.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

NWS vs. NVR - Financials Comparison

This section allows you to compare key financial metrics between News Corporation and NVR, Inc.. 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


1.60B1.80B2.00B2.20B2.40B2.60B2.80B20212022202320242025
2.24B
2.35B
(NWS) Total Revenue
(NVR) Total Revenue
Values in USD except per share items

NWS vs. NVR - Profitability Comparison

The chart below illustrates the profitability comparison between News Corporation and NVR, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20212022202320242025
51.8%
21.9%
(NWS) Gross Margin
(NVR) Gross Margin
NWS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, News Corporation reported a gross profit of 1.16B and revenue of 2.24B. Therefore, the gross margin over that period was 51.8%.

NVR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, NVR, Inc. reported a gross profit of 515.07M and revenue of 2.35B. Therefore, the gross margin over that period was 21.9%.

NWS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, News Corporation reported an operating income of 365.00M and revenue of 2.24B, resulting in an operating margin of 16.3%.

NVR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, NVR, Inc. reported an operating income of 376.67M and revenue of 2.35B, resulting in an operating margin of 16.0%.

NWS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, News Corporation reported a net income of 215.00M and revenue of 2.24B, resulting in a net margin of 9.6%.

NVR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, NVR, Inc. reported a net income of 299.58M and revenue of 2.35B, resulting in a net margin of 12.8%.