NWSA vs. NWS

In the year-to-date period, NWSA achieves a 2.27% return, which is significantly lower than NWS's 7.38% return. Over the past 10 years, NWSA has underperformed NWS with an annualized return of 7.59%, while NWS has yielded a comparatively higher 9.30% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for News Corporation (NWSA) and News Corporation (NWS). 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 0.60, which is lower than the NWS Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of NWSA and NWS, 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%, more than NWS's 0.61% yield.

The maximum NWSA drawdown since its inception was -51.91%, roughly equal to the maximum NWS drawdown of -51.84%. Use the drawdown chart below to compare losses from any high point for NWSA and NWS. For additional features, visit the drawdowns tool.

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