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NWSA vs. AMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NWSA vs. AMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in News Corporation (NWSA) and América Móvil, S.A.B. de C.V. (AMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NWSA achieves a 3.19% return, which is significantly lower than AMX's 22.59% return. Over the past 10 years, NWSA has underperformed AMX with an annualized return of 9.52%, while AMX has yielded a comparatively higher 10.57% annualized return.


NWSA

1D
3.03%
1M
5.50%
YTD
3.19%
6M
5.16%
1Y
-2.89%
3Y*
13.84%
5Y*
1.38%
10Y*
9.52%

AMX

1D
-0.78%
1M
-7.01%
YTD
22.59%
6M
16.24%
1Y
55.13%
3Y*
8.03%
5Y*
13.91%
10Y*
10.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NWSA vs. AMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NWSA
News Corporation
3.19%-4.48%13.03%36.41%-17.57%25.20%29.20%26.42%-28.99%43.68%
AMX
América Móvil, S.A.B. de C.V.
22.59%48.56%-20.36%4.60%-9.82%48.68%-6.62%15.01%-15.29%39.13%

Correlation

The correlation between NWSA and AMX is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2013

0.28

The correlation between NWSA and AMX shifts across timeframes, from -0.01 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NWSA:

$15.07B

AMX:

$76.59B

EPS

NWSA:

$2.97

AMX:

$29.05

PE Ratio

NWSA:

9.04

AMX:

0.87

PEG Ratio

NWSA:

0.08

AMX:

0.02

PS Ratio

NWSA:

1.69

AMX:

0.08

PB Ratio

NWSA:

1.76

AMX:

0.18

Total Revenue (TTM)

NWSA:

$9.03B

AMX:

$944.51B

Gross Profit (TTM)

NWSA:

$3.15B

AMX:

$453.55B

EBITDA (TTM)

NWSA:

$951.00M

AMX:

$383.46B

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Return for Risk

NWSA vs. AMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NWSA
NWSA Risk / Return Rank: 3535
Overall Rank
NWSA Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
NWSA Sortino Ratio Rank: 3030
Sortino Ratio Rank
NWSA Omega Ratio Rank: 3131
Omega Ratio Rank
NWSA Calmar Ratio Rank: 3838
Calmar Ratio Rank
NWSA Martin Ratio Rank: 3838
Martin Ratio Rank

AMX
AMX Risk / Return Rank: 8888
Overall Rank
AMX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
AMX Sortino Ratio Rank: 8989
Sortino Ratio Rank
AMX Omega Ratio Rank: 8787
Omega Ratio Rank
AMX Calmar Ratio Rank: 8686
Calmar Ratio Rank
AMX Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NWSA vs. AMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for News Corporation (NWSA) and América Móvil, S.A.B. de C.V. (AMX). 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.


NWSAAMXDifference
Sharpe ratioReturn per unit of total volatility

-2.27

Sortino ratioReturn per unit of downside risk

-3.13

Omega ratioGain probability vs. loss probability

1.00

1.38

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.10

3.61

-3.71

Martin ratioReturn relative to average drawdown

-0.20

9.84

-10.04

NWSA vs. AMX - Sharpe Ratio Comparison

The current NWSA Sharpe Ratio is -0.12, which is lower than the AMX Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of NWSA and AMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NWSAAMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

2.15

-2.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.54

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.37

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.32

-0.14

Drawdowns

NWSA vs. AMX - Drawdown Comparison

The maximum NWSA drawdown since its inception was -51.91%, smaller than the maximum AMX drawdown of -64.34%. Use the drawdown chart below to compare losses from any high point for NWSA and AMX.


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Drawdown Indicators


NWSAAMXDifference

Max Drawdown

Largest peak-to-trough decline

-51.91%

-64.34%

+12.43%

Max Drawdown (1Y)

Largest decline over 1 year

-27.81%

-15.36%

-12.45%

Max Drawdown (3Y)

Largest decline over 3 years

-27.81%

-36.73%

+8.92%

Max Drawdown (5Y)

Largest decline over 5 years

-43.46%

-38.08%

-5.38%

Max Drawdown (10Y)

Largest decline over 10 years

-50.63%

-44.45%

-6.18%

Current Drawdown

Current decline from peak

-13.14%

-7.59%

-5.55%

Average Drawdown

Average peak-to-trough decline

-18.29%

-24.12%

+5.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.58%

5.62%

+8.96%

Volatility

NWSA vs. AMX - Volatility Comparison

News Corporation (NWSA) has a higher volatility of 8.05% compared to América Móvil, S.A.B. de C.V. (AMX) at 4.61%. This indicates that NWSA's price experiences larger fluctuations and is considered to be riskier than AMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NWSAAMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.05%

4.61%

+3.44%

Volatility (6M)

Calculated over the trailing 6-month period

17.91%

20.24%

-2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

24.27%

25.86%

-1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.21%

25.73%

+1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.41%

29.01%

+0.40%

Dividends

NWSA vs. AMX - Dividend Comparison

NWSA's dividend yield for the trailing twelve months is around 0.75%, less than AMX's 2.19% yield.


PositionTTM20252024202320222021202020192018201720162015
AMX
América Móvil, S.A.B. de C.V.
2.19%2.68%3.59%2.83%4.41%1.88%2.49%2.29%2.24%1.91%2.27%8.55%
NWSA
News Corporation
0.75%0.77%0.73%0.81%1.10%0.90%1.11%1.41%1.76%1.23%1.75%0.75%

Financials

NWSA vs. AMX - Financials Comparison

This section allows you to compare key financial metrics between News Corporation and América Móvil, S.A.B. de C.V.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00B100.00B150.00B200.00B250.00B20222023202420252026
2.19B
236.84B
(NWSA) Total Revenue
(AMX) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NWSA and AMX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NWSA has higher volatility (8.05%) compared to AMX (4.61%). In terms of maximum drawdown, NWSA dropped -51.91% vs AMX's -64.34%.

AMX currently has the higher Sharpe Ratio (2.15 vs -0.12), 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.

Portfolio Optimizer

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