NWS vs. VOO
NWS (News Corporation) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, NWS returned 10.55%/yr vs 15.20%/yr for VOO. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
NWS vs. VOO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NWS achieves a 5.52% return, which is significantly lower than VOO's 10.87% return. Over the past 10 years, NWS has underperformed VOO with an annualized return of 10.55%, while VOO has yielded a comparatively higher 15.20% annualized return.
NWS
- 1D
- -0.83%
- 1M
- 6.46%
- 6M
- 2.14%
- YTD
- 5.52%
- 1Y
- -9.23%
- 3Y*
- 16.00%
- 5Y*
- 6.58%
- 10Y*
- 10.55%
VOO
- 1D
- 0.38%
- 1M
- 1.64%
- 6M
- 8.98%
- YTD
- 10.87%
- 1Y
- 21.75%
- 3Y*
- 20.31%
- 5Y*
- 13.16%
- 10Y*
- 15.20%
NWS vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NWS News Corporation | 5.52% | -2.01% | 19.18% | 41.02% | -17.20% | 27.73% | 24.46% | 27.44% | -29.47% | 42.83% |
VOO Vanguard S&P 500 ETF | 10.87% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between NWS and VOO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2013 | 0.55 |
Over the past year, the correlation between NWS and VOO has dropped to 0.24 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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. VOO — Risk / Return Rank
NWS
VOO
NWS vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for News Corporation (NWS) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -2.73 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.32 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 2.45 | -2.80 |
| Martin ratioReturn relative to average drawdown | -0.62 | 10.70 | -11.32 |
Loading charts...
Drawdowns
NWS vs. VOO - Drawdown Comparison
The maximum NWS drawdown since its inception was -51.84%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NWS and VOO.
Loading charts...
Drawdown Indicators
| NWS | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.84% | -33.99% | -17.85% |
Max Drawdown (1Y)Largest decline over 1 year | -26.84% | -8.90% | -17.94% |
Max Drawdown (3Y)Largest decline over 3 years | -26.84% | -18.69% | -8.15% |
Max Drawdown (5Y)Largest decline over 5 years | -36.90% | -24.52% | -12.38% |
Max Drawdown (10Y)Largest decline over 10 years | -51.84% | -33.99% | -17.85% |
Current DrawdownCurrent decline from peak | -10.83% | -0.74% | -10.09% |
Average DrawdownAverage peak-to-trough decline | -16.21% | -3.67% | -12.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.93% | 2.04% | +12.89% |
Volatility
NWS vs. VOO - Volatility Comparison
News Corporation (NWS) has a higher volatility of 9.16% compared to Vanguard S&P 500 ETF (VOO) at 3.86%. This indicates that NWS's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NWS | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.16% | 3.86% | +5.30% |
Volatility (6M)Calculated over the trailing 6-month period | 20.08% | 9.96% | +10.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.97% | 12.51% | +13.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.81% | 16.93% | +10.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.61% | 18.00% | +11.61% |
Dividends
NWS vs. VOO - Dividend Comparison
NWS's dividend yield for the trailing twelve months is around 0.64%, less than VOO's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NWS News Corporation | 0.64% | 0.67% | 0.66% | 0.78% | 1.08% | 0.89% | 1.13% | 1.38% | 1.73% | 1.20% | 1.69% | 0.72% |
VOO Vanguard S&P 500 ETF | 1.06% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
NWS and VOO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NWS has higher volatility (9.16%) compared to VOO (3.86%). In terms of maximum drawdown, NWS dropped -51.84% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.75 vs -0.36), 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 VOO
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