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

Correlation

The correlation between NWS and VOO is 0.58, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

NWS vs. VOO - Performance Comparison

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

100.00%150.00%200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
118.55%
301.32%
NWS
VOO

Key characteristics

Sharpe Ratio

NWS:

0.90

VOO:

0.32

Sortino Ratio

NWS:

1.43

VOO:

0.57

Omega Ratio

NWS:

1.19

VOO:

1.08

Calmar Ratio

NWS:

1.01

VOO:

0.32

Martin Ratio

NWS:

3.52

VOO:

1.42

Ulcer Index

NWS:

6.17%

VOO:

4.19%

Daily Std Dev

NWS:

24.00%

VOO:

18.73%

Max Drawdown

NWS:

-51.84%

VOO:

-33.99%

Current Drawdown

NWS:

-14.01%

VOO:

-13.85%

Returns By Period

In the year-to-date period, NWS achieves a -1.09% return, which is significantly higher than VOO's -9.88% return. Over the past 10 years, NWS has underperformed VOO with an annualized return of 8.28%, while VOO has yielded a comparatively higher 11.66% annualized return.


NWS

YTD

-1.09%

1M

-4.00%

6M

7.88%

1Y

21.76%

5Y*

28.03%

10Y*

8.28%

VOO

YTD

-9.88%

1M

-6.86%

6M

-9.35%

1Y

6.85%

5Y*

14.69%

10Y*

11.66%

*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. VOO — 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 8181
Overall Rank
The Sharpe Ratio Rank of NWS is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of NWS is 7878
Sortino Ratio Rank
The Omega Ratio Rank of NWS is 7676
Omega Ratio Rank
The Calmar Ratio Rank of NWS is 8585
Calmar Ratio Rank
The Martin Ratio Rank of NWS is 8282
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 5757
Overall Rank
The Sharpe Ratio Rank of VOO is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 5959
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. VOO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for NWS, currently valued at 0.90, compared to the broader market-2.00-1.000.001.002.003.00
NWS: 0.90
VOO: 0.32
The chart of Sortino ratio for NWS, currently valued at 1.43, compared to the broader market-6.00-4.00-2.000.002.004.00
NWS: 1.43
VOO: 0.57
The chart of Omega ratio for NWS, currently valued at 1.19, compared to the broader market0.501.001.502.00
NWS: 1.19
VOO: 1.08
The chart of Calmar ratio for NWS, currently valued at 1.01, compared to the broader market0.001.002.003.004.00
NWS: 1.01
VOO: 0.32
The chart of Martin ratio for NWS, currently valued at 3.52, compared to the broader market-5.000.005.0010.0015.0020.00
NWS: 3.52
VOO: 1.42

The current NWS Sharpe Ratio is 0.90, which is higher than the VOO Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of NWS and VOO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.90
0.32
NWS
VOO

Dividends

NWS vs. VOO - Dividend Comparison

NWS's dividend yield for the trailing twelve months is around 0.67%, less than VOO's 1.44% yield.


TTM20242023202220212020201920182017201620152014
NWS
News Corporation
0.67%0.66%0.78%1.08%0.89%1.13%1.38%1.73%1.20%1.69%0.72%0.00%
VOO
Vanguard S&P 500 ETF
1.44%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.01%
-13.85%
NWS
VOO

Volatility

NWS vs. VOO - Volatility Comparison

News Corporation (NWS) and Vanguard S&P 500 ETF (VOO) have volatilities of 13.28% and 13.31%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.28%
13.31%
NWS
VOO
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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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