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NWSA vs. DG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NWSA and DG is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

NWSA vs. DG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in News Corporation (NWSA) and Dollar General Corporation (DG). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.03%
-41.37%
NWSA
DG

Key characteristics

Sharpe Ratio

NWSA:

0.84

DG:

-0.94

Sortino Ratio

NWSA:

1.34

DG:

-1.09

Omega Ratio

NWSA:

1.16

DG:

0.80

Calmar Ratio

NWSA:

1.32

DG:

-0.59

Martin Ratio

NWSA:

3.66

DG:

-1.39

Ulcer Index

NWSA:

4.70%

DG:

30.18%

Daily Std Dev

NWSA:

20.53%

DG:

44.50%

Max Drawdown

NWSA:

-51.91%

DG:

-70.90%

Current Drawdown

NWSA:

-7.54%

DG:

-70.66%

Fundamentals

Market Cap

NWSA:

$16.59B

DG:

$16.71B

EPS

NWSA:

$0.62

DG:

$6.06

PE Ratio

NWSA:

45.56

DG:

12.54

PEG Ratio

NWSA:

2.01

DG:

2.13

Total Revenue (TTM)

NWSA:

$10.16B

DG:

$40.17B

Gross Profit (TTM)

NWSA:

$5.80B

DG:

$11.44B

EBITDA (TTM)

NWSA:

$1.56B

DG:

$2.69B

Returns By Period

In the year-to-date period, NWSA achieves a 13.32% return, which is significantly higher than DG's -44.57% return. Over the past 10 years, NWSA has outperformed DG with an annualized return of 7.35%, while DG has yielded a comparatively lower 1.90% annualized return.


NWSA

YTD

13.32%

1M

-4.13%

6M

3.03%

1Y

18.79%

5Y*

15.92%

10Y*

7.35%

DG

YTD

-44.57%

1M

-3.41%

6M

-41.37%

1Y

-41.54%

5Y*

-12.99%

10Y*

1.90%

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Risk-Adjusted Performance

NWSA vs. DG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for News Corporation (NWSA) and Dollar General Corporation (DG). 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 NWSA, currently valued at 0.84, compared to the broader market-4.00-2.000.002.000.84-0.94
The chart of Sortino ratio for NWSA, currently valued at 1.34, compared to the broader market-4.00-2.000.002.004.001.34-1.09
The chart of Omega ratio for NWSA, currently valued at 1.16, compared to the broader market0.501.001.502.001.160.80
The chart of Calmar ratio for NWSA, currently valued at 1.32, compared to the broader market0.002.004.006.001.32-0.59
The chart of Martin ratio for NWSA, currently valued at 3.66, compared to the broader market0.0010.0020.003.66-1.39
NWSA
DG

The current NWSA Sharpe Ratio is 0.84, which is higher than the DG Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of NWSA and DG, 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 Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.84
-0.94
NWSA
DG

Dividends

NWSA vs. DG - Dividend Comparison

NWSA's dividend yield for the trailing twelve months is around 0.72%, less than DG's 3.19% yield.


TTM202320222021202020192018201720162015
NWSA
News Corporation
0.72%0.81%1.10%0.90%1.11%1.41%1.76%1.23%1.75%0.75%
DG
Dollar General Corporation
3.19%1.30%1.06%0.69%0.67%0.80%1.05%0.84%1.35%1.22%

Drawdowns

NWSA vs. DG - Drawdown Comparison

The maximum NWSA drawdown since its inception was -51.91%, smaller than the maximum DG drawdown of -70.90%. Use the drawdown chart below to compare losses from any high point for NWSA and DG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.54%
-70.66%
NWSA
DG

Volatility

NWSA vs. DG - Volatility Comparison

The current volatility for News Corporation (NWSA) is 4.19%, while Dollar General Corporation (DG) has a volatility of 9.31%. This indicates that NWSA experiences smaller price fluctuations and is considered to be less risky than DG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
4.19%
9.31%
NWSA
DG

Financials

NWSA vs. DG - Financials Comparison

This section allows you to compare key financial metrics between News Corporation and Dollar General Corporation. 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


Values in USD except per share items
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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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