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

Performance

NWSA vs. IAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in News Corporation (NWSA) and IAC/InterActiveCorp (IAC). 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 0.15% return, which is significantly lower than IAC's 8.03% return. Over the past 10 years, NWSA has underperformed IAC with an annualized return of 9.36%, while IAC has yielded a comparatively higher 17.91% annualized return.


NWSA

1D
-1.36%
1M
0.97%
YTD
0.15%
6M
2.34%
1Y
-6.06%
3Y*
12.37%
5Y*
0.77%
10Y*
9.36%

IAC

1D
-1.45%
1M
-6.49%
YTD
8.03%
6M
15.25%
1Y
16.27%
3Y*
2.67%
5Y*
-16.33%
10Y*
17.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NWSA vs. IAC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NWSA
News Corporation
0.15%-4.48%13.03%36.41%-17.57%25.20%29.20%26.42%-28.99%43.68%
IAC
IAC/InterActiveCorp
8.03%34.76%-17.64%17.97%-66.03%3.75%132.14%36.10%49.69%88.73%

Correlation

The correlation between NWSA and IAC is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.45

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

0.48

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

0.37

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

0.37

The correlation between NWSA and IAC shifts across timeframes, from 0.37 (10 years) to 0.48 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

NWSA:

$2.97

IAC:

$0.68

PE Ratio

NWSA:

8.77

IAC:

61.85

PEG Ratio

NWSA:

0.08

IAC:

0.24

PS Ratio

NWSA:

1.64

IAC:

1.13

Total Revenue (TTM)

NWSA:

$9.03B

IAC:

$2.25B

Gross Profit (TTM)

NWSA:

$3.15B

IAC:

$1.45B

EBITDA (TTM)

NWSA:

$951.00M

IAC:

$374.00M

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Return for Risk

NWSA vs. IAC — Risk / Return Rank

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

NWSA
NWSA Risk / Return Rank: 3030
Overall Rank
NWSA Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
NWSA Sortino Ratio Rank: 2626
Sortino Ratio Rank
NWSA Omega Ratio Rank: 2626
Omega Ratio Rank
NWSA Calmar Ratio Rank: 3333
Calmar Ratio Rank
NWSA Martin Ratio Rank: 3333
Martin Ratio Rank

IAC
IAC Risk / Return Rank: 5454
Overall Rank
IAC Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IAC Sortino Ratio Rank: 5050
Sortino Ratio Rank
IAC Omega Ratio Rank: 5151
Omega Ratio Rank
IAC Calmar Ratio Rank: 5555
Calmar Ratio Rank
IAC Martin Ratio Rank: 5555
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. IAC - Risk-Adjusted Trends Comparison

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.


NWSAIACDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-1.02

Omega ratioGain probability vs. loss probability

0.98

1.12

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.22

0.67

-0.89

Martin ratioReturn relative to average drawdown

-0.42

1.39

-1.80

NWSA vs. IAC - Sharpe Ratio Comparison

The current NWSA Sharpe Ratio is -0.25, which is lower than the IAC Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of NWSA and IAC, 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


NWSAIACDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

0.50

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

-0.40

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.45

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.41

-0.23

Drawdowns

NWSA vs. IAC - Drawdown Comparison

The maximum NWSA drawdown since its inception was -51.91%, smaller than the maximum IAC drawdown of -76.60%. Use the drawdown chart below to compare losses from any high point for NWSA and IAC.


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Drawdown Indicators


NWSAIACDifference

Max Drawdown

Largest peak-to-trough decline

-51.91%

-76.60%

+24.69%

Max Drawdown (1Y)

Largest decline over 1 year

-27.81%

-24.36%

-3.45%

Max Drawdown (3Y)

Largest decline over 3 years

-27.81%

-41.11%

+13.30%

Max Drawdown (5Y)

Largest decline over 5 years

-43.46%

-74.56%

+31.10%

Max Drawdown (10Y)

Largest decline over 10 years

-50.63%

-76.60%

+25.97%

Current Drawdown

Current decline from peak

-15.70%

-64.15%

+48.45%

Average Drawdown

Average peak-to-trough decline

-18.29%

-27.50%

+9.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.55%

11.75%

+2.80%

Volatility

NWSA vs. IAC - Volatility Comparison

The current volatility for News Corporation (NWSA) is 7.67%, while IAC/InterActiveCorp (IAC) has a volatility of 14.52%. 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.


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Volatility by Period


NWSAIACDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.67%

14.52%

-6.85%

Volatility (6M)

Calculated over the trailing 6-month period

17.67%

22.70%

-5.03%

Volatility (1Y)

Calculated over the trailing 1-year period

24.08%

32.78%

-8.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.18%

41.33%

-14.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.40%

39.86%

-10.46%

Dividends

NWSA vs. IAC - Dividend Comparison

NWSA's dividend yield for the trailing twelve months is around 0.77%, while IAC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IAC
IAC/InterActiveCorp
0.00%21.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.26%
NWSA
News Corporation
0.77%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. IAC - Financials Comparison

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.


Quarterly
Annual

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


500.00M1.00B1.50B2.00B2.50B20222023202420252026
2.19B
422.89M
(NWSA) Total Revenue
(IAC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NWSA and IAC have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAC has higher volatility (14.52%) compared to NWSA (7.67%). In terms of maximum drawdown, NWSA dropped -51.91% vs IAC's -76.60%.

IAC currently has the higher Sharpe Ratio (0.50 vs -0.25), 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

Find the right allocation for NWSA and IAC

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