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NWS vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

NWS vs. SPY

Last updated May 12, 2025

Compare and contrast key facts about News Corporation (NWS) and SPDR S&P 500 ETF (SPY).

SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NWS or SPY.

Correlation

The correlation between NWS and SPY is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

NWS vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in News Corporation (NWS) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

NWS:

17.04%

SPY:

20.02%

Max Drawdown

NWS:

-0.49%

SPY:

-55.19%

Current Drawdown

NWS:

-0.28%

SPY:

-7.65%

Returns By Period

NWS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

-3.42%

1M

5.69%

6M

-5.06%

1Y

9.73%

5Y*

16.26%

10Y*

12.24%

*Annualized

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Risk-Adjusted Performance

NWS vs. SPY — 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
SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for News Corporation (NWS) and SPDR S&P 500 ETF (SPY). 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.

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Dividends

NWS vs. SPY - Dividend Comparison

NWS's dividend yield for the trailing twelve months is around 0.61%, less than SPY's 1.27% yield.

TTM20242023202220212020201920182017201620152014
NWS
News Corporation		0.61%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF		1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

NWS vs. SPY - Drawdown Comparison

The maximum NWS drawdown since its inception was -0.49%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NWS and SPY. For additional features, visit the drawdowns tool.

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Volatility

NWS vs. SPY - Volatility Comparison

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