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

Performance

NWSA vs. NWS - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with NWSA having a -5.39% return and NWS slightly lower at -5.42%. Over the past 10 years, NWSA has underperformed NWS with an annualized return of 9.54%, while NWS has yielded a comparatively higher 10.53% annualized return.


NWSA

1D
-2.65%
1M
-4.94%
YTD
-5.39%
6M
-5.93%
1Y
-12.53%
3Y*
10.34%
5Y*
0.23%
10Y*
9.54%

NWS

1D
-2.89%
1M
-5.93%
YTD
-5.42%
6M
-6.25%
1Y
-13.77%
3Y*
14.52%
5Y*
3.98%
10Y*
10.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NWSA vs. NWS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NWSA
News Corporation
-5.39%-4.48%13.03%36.41%-17.57%25.20%29.20%26.42%-28.99%43.68%
NWS
News Corporation
-5.42%-2.01%19.18%41.02%-17.20%27.73%24.46%27.44%-29.47%42.83%

Correlation

The correlation between NWSA and NWS is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.95

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

0.96

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

0.96

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2013

0.96

The correlation between NWSA and NWS has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

Fundamentals

Market Cap

NWSA:

$13.82B

NWS:

$15.68B

EPS

NWSA:

$2.97

NWS:

$1.85

PE Ratio

NWSA:

8.29

NWS:

15.13

PEG Ratio

NWSA:

0.08

NWS:

0.36

PS Ratio

NWSA:

1.55

NWS:

1.81

PB Ratio

NWSA:

1.61

NWS:

1.83

Total Revenue (TTM)

NWSA:

$9.03B

NWS:

$8.80B

Gross Profit (TTM)

NWSA:

$3.15B

NWS:

$1.23B

EBITDA (TTM)

NWSA:

$951.00M

NWS:

$826.00M

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Return for Risk

NWSA vs. NWS — Risk / Return Rank

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

NWSA
NWSA Risk / Return Rank: 2222
Overall Rank
NWSA Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
NWSA Sortino Ratio Rank: 1919
Sortino Ratio Rank
NWSA Omega Ratio Rank: 1919
Omega Ratio Rank
NWSA Calmar Ratio Rank: 2626
Calmar Ratio Rank
NWSA Martin Ratio Rank: 2525
Martin Ratio Rank

NWS
NWS Risk / Return Rank: 2020
Overall Rank
NWS Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
NWS Sortino Ratio Rank: 1818
Sortino Ratio Rank
NWS Omega Ratio Rank: 1818
Omega Ratio Rank
NWS Calmar Ratio Rank: 2424
Calmar Ratio Rank
NWS Martin Ratio Rank: 2222
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. NWS - Risk-Adjusted Trends Comparison

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NWSANWSDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

0.93

0.92

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.45

-0.52

+0.06

Martin ratioReturn relative to average drawdown

-0.84

-0.95

+0.11

NWSA vs. NWS - Sharpe Ratio Comparison

The current NWSA Sharpe Ratio is -0.51, which is comparable to the NWS Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of NWSA and NWS, 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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Drawdowns

NWSA vs. NWS - Drawdown Comparison

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.


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Drawdown Indicators


NWSANWSDifference

Max Drawdown

Largest peak-to-trough decline

-51.91%

-51.84%

-0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-27.81%

-26.84%

-0.97%

Max Drawdown (3Y)

Largest decline over 3 years

-27.81%

-26.84%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-41.94%

-37.40%

-4.54%

Max Drawdown (10Y)

Largest decline over 10 years

-50.63%

-51.84%

+1.21%

Current Drawdown

Current decline from peak

-20.36%

-20.08%

-0.28%

Average Drawdown

Average peak-to-trough decline

-18.27%

-16.21%

-2.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.93%

14.45%

+0.48%

Volatility

NWSA vs. NWS - Volatility Comparison

News Corporation (NWSA) and News Corporation (NWS) have volatilities of 8.10% and 8.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NWSANWSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

8.34%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

18.59%

18.76%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

24.61%

25.13%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.24%

27.72%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.43%

29.68%

-0.25%

Dividends

NWSA vs. NWS - Dividend Comparison

NWSA's dividend yield for the trailing twelve months is around 0.81%, more than NWS's 0.72% yield.


PositionTTM20252024202320222021202020192018201720162015
NWS
News Corporation
0.72%0.67%0.66%0.78%1.08%0.89%1.13%1.38%1.73%1.20%1.69%0.72%
NWSA
News Corporation
0.81%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. NWS - Financials Comparison

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.


Quarterly
Annual

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


2.00B2.20B2.40B2.60B2.80B20222023202420252026
2.19B
2.19B
(NWSA) Total Revenue
(NWS) Total Revenue
Values in USD except per share items

Frequently Asked Questions


With a correlation of 0.93, NWSA and NWS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

NWS has higher volatility (8.34%) compared to NWSA (8.10%). In terms of maximum drawdown, NWSA dropped -51.91% vs NWS's -51.84%.

NWSA currently has the higher Sharpe Ratio (-0.51 vs -0.55), 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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