NWS vs. NWSA

In the year-to-date period, NWS achieves a 7.88% return, which is significantly higher than NWSA's 2.92% return. Over the past 10 years, NWS has outperformed NWSA with an annualized return of 9.52%, while NWSA has yielded a comparatively lower 7.77% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for News Corporation (NWS) and News Corporation (NWSA). 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 0.81, which is higher than the NWSA Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of NWS and NWSA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

NWS's dividend yield for the trailing twelve months is around 0.61%, less than NWSA's 0.71% yield.

The maximum NWS drawdown since its inception was -51.84%, roughly equal to the maximum NWSA drawdown of -51.91%. Use the drawdown chart below to compare losses from any high point for NWS and NWSA.

News Corporation (NWS) and News Corporation (NWSA) have volatilities of 4.19% and 4.12%, 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.

This section allows you to compare key financial metrics between News Corporation 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.