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NWS vs. VUAA.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NWS and VUAA.DE is 0.41, 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.


-0.50.00.51.00.4

Performance

NWS vs. VUAA.DE - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
11.02%
8.12%
NWS
VUAA.DE

Key characteristics

Sharpe Ratio

NWS:

0.92

VUAA.DE:

2.11

Sortino Ratio

NWS:

1.37

VUAA.DE:

2.91

Omega Ratio

NWS:

1.17

VUAA.DE:

1.42

Calmar Ratio

NWS:

1.56

VUAA.DE:

3.27

Martin Ratio

NWS:

3.81

VUAA.DE:

14.20

Ulcer Index

NWS:

4.92%

VUAA.DE:

1.89%

Daily Std Dev

NWS:

20.51%

VUAA.DE:

12.72%

Max Drawdown

NWS:

-51.84%

VUAA.DE:

-33.67%

Current Drawdown

NWS:

-7.71%

VUAA.DE:

0.00%

Returns By Period

In the year-to-date period, NWS achieves a 6.15% return, which is significantly higher than VUAA.DE's 3.85% return.


NWS

YTD

6.15%

1M

3.79%

6M

11.02%

1Y

17.76%

5Y*

18.23%

10Y*

8.00%

VUAA.DE

YTD

3.85%

1M

0.48%

6M

17.39%

1Y

26.73%

5Y*

15.16%

10Y*

N/A

*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. VUAA.DE — 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 7575
Overall Rank
The Sharpe Ratio Rank of NWS is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of NWS is 6868
Sortino Ratio Rank
The Omega Ratio Rank of NWS is 6767
Omega Ratio Rank
The Calmar Ratio Rank of NWS is 8787
Calmar Ratio Rank
The Martin Ratio Rank of NWS is 7676
Martin Ratio Rank

VUAA.DE
The Risk-Adjusted Performance Rank of VUAA.DE is 8787
Overall Rank
The Sharpe Ratio Rank of VUAA.DE is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VUAA.DE is 8686
Sortino Ratio Rank
The Omega Ratio Rank of VUAA.DE is 8888
Omega Ratio Rank
The Calmar Ratio Rank of VUAA.DE is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VUAA.DE is 8989
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. VUAA.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for News Corporation (NWS) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). 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 0.80, compared to the broader market-2.000.002.000.801.78
The chart of Sortino ratio for NWS, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.006.001.222.46
The chart of Omega ratio for NWS, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.34
The chart of Calmar ratio for NWS, currently valued at 1.35, compared to the broader market0.002.004.006.001.352.66
The chart of Martin ratio for NWS, currently valued at 3.64, compared to the broader market-10.000.0010.0020.0030.003.6410.45
NWS
VUAA.DE

The current NWS Sharpe Ratio is 0.92, which is lower than the VUAA.DE Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of NWS and VUAA.DE, 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 Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
0.80
1.78
NWS
VUAA.DE

Dividends

NWS vs. VUAA.DE - Dividend Comparison

NWS's dividend yield for the trailing twelve months is around 0.62%, while VUAA.DE has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
NWS
News Corporation
0.62%0.66%0.78%1.08%0.89%1.13%1.38%1.73%1.20%1.69%0.72%
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
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. VUAA.DE - Drawdown Comparison

The maximum NWS drawdown since its inception was -51.84%, which is greater than VUAA.DE's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for NWS and VUAA.DE. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-7.71%
-0.77%
NWS
VUAA.DE

Volatility

NWS vs. VUAA.DE - Volatility Comparison

News Corporation (NWS) has a higher volatility of 8.15% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 3.17%. This indicates that NWS's price experiences larger fluctuations and is considered to be riskier than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
8.15%
3.17%
NWS
VUAA.DE
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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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