NWSA vs. IAC

In the year-to-date period, NWSA achieves a 2.92% return, which is significantly higher than IAC's 1.61% return. Over the past 10 years, NWSA has underperformed IAC with an annualized return of 7.77%, while IAC has yielded a comparatively higher 10.31% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for News Corporation (NWSA) and IAC/InterActiveCorp (IAC). 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.

The current NWSA Sharpe Ratio is 0.25, which is higher than the IAC Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of NWSA and IAC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

NWSA's dividend yield for the trailing twelve months is around 0.71%, while IAC has not paid dividends to shareholders.

The maximum NWSA drawdown since its inception was -51.91%, smaller than the maximum IAC drawdown of -77.26%. Use the drawdown chart below to compare losses from any high point for NWSA and IAC.

The current volatility for News Corporation (NWSA) is 4.12%, while IAC/InterActiveCorp (IAC) has a volatility of 10.46%. This indicates that NWSA experiences smaller price fluctuations and is considered to be less risky than IAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between News Corporation and IAC/InterActiveCorp. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.