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

Correlation

The correlation between NWS and NVR is 0.30, 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.


-0.50.00.51.00.3

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.

-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
21.80%
-18.55%
NWS
NVR

Key characteristics

Sharpe Ratio

NWS:

1.51

NVR:

-0.14

Sortino Ratio

NWS:

2.19

NVR:

-0.04

Omega Ratio

NWS:

1.27

NVR:

1.00

Calmar Ratio

NWS:

2.46

NVR:

-0.12

Martin Ratio

NWS:

6.06

NVR:

-0.34

Ulcer Index

NWS:

4.88%

NVR:

9.25%

Daily Std Dev

NWS:

19.59%

NVR:

22.88%

Max Drawdown

NWS:

-51.84%

NVR:

-97.91%

Current Drawdown

NWS:

0.00%

NVR:

-26.81%

Fundamentals

Market Cap

NWS:

$18.09B

NVR:

$20.95B

EPS

NWS:

$0.75

NVR:

$506.99

PE Ratio

NWS:

46.67

NVR:

14.33

PEG Ratio

NWS:

1.67

NVR:

4.89

Total Revenue (TTM)

NWS:

$9.82B

NVR:

$10.48B

Gross Profit (TTM)

NWS:

$6.93B

NVR:

$2.63B

EBITDA (TTM)

NWS:

$1.40B

NVR:

$2.16B

Returns By Period

In the year-to-date period, NWS achieves a 15.02% return, which is significantly higher than NVR's -11.19% return. Over the past 10 years, NWS has underperformed NVR with an annualized return of 9.03%, while NVR has yielded a comparatively higher 18.40% annualized return.


NWS

YTD

15.02%

1M

15.13%

6M

23.21%

1Y

28.63%

5Y*

19.88%

10Y*

9.03%

NVR

YTD

-11.19%

1M

-13.15%

6M

-17.31%

1Y

-1.72%

5Y*

12.51%

10Y*

18.40%

*Annualized

Compare stocks, funds, or ETFs

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


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 8484
Overall Rank
The Sharpe Ratio Rank of NWS is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of NWS is 8181
Sortino Ratio Rank
The Omega Ratio Rank of NWS is 7878
Omega Ratio Rank
The Calmar Ratio Rank of NWS is 9292
Calmar Ratio Rank
The Martin Ratio Rank of NWS is 8383
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 3030
Sortino Ratio Rank
The Omega Ratio Rank of NVR is 3030
Omega Ratio Rank
The Calmar Ratio Rank of NVR is 3838
Calmar Ratio Rank
The Martin Ratio Rank of NVR is 3838
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.


Sharpe ratio
The chart of Sharpe ratio for NWS, currently valued at 1.51, compared to the broader market-2.000.002.004.001.51-0.14
The chart of Sortino ratio for NWS, currently valued at 2.19, compared to the broader market-6.00-4.00-2.000.002.004.006.002.19-0.04
The chart of Omega ratio for NWS, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.00
The chart of Calmar ratio for NWS, currently valued at 2.46, compared to the broader market0.002.004.006.002.46-0.12
The chart of Martin ratio for NWS, currently valued at 6.06, compared to the broader market0.0010.0020.0030.006.06-0.34
NWS
NVR

The current NWS Sharpe Ratio is 1.51, which is higher than the NVR Sharpe Ratio of -0.14. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
1.51
-0.14
NWS
NVR

Dividends

NWS vs. NVR - Dividend Comparison

NWS's dividend yield for the trailing twelve months is around 0.57%, while NVR has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
NWS
News Corporation
0.57%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February0
-26.81%
NWS
NVR

Volatility

NWS vs. NVR - Volatility Comparison

The current volatility for News Corporation (NWS) is 4.43%, while NVR, Inc. (NVR) has a volatility of 7.34%. This indicates that NWS experiences smaller price fluctuations and is considered to be less risky than NVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
4.43%
7.34%
NWS
NVR

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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