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

Performance

NWSA vs. NXPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in News Corporation (NWSA) and NXP Semiconductors N.V. (NXPI). 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 -5.39% return, which is significantly lower than NXPI's 49.69% return. Over the past 10 years, NWSA has underperformed NXPI with an annualized return of 9.54%, while NXPI has yielded a comparatively higher 16.40% 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%

NXPI

1D
3.18%
1M
2.14%
YTD
49.69%
6M
41.92%
1Y
57.61%
3Y*
21.67%
5Y*
12.10%
10Y*
16.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NWSA vs. NXPI - 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%
NXPI
NXP Semiconductors N.V.
49.69%6.39%-7.97%48.39%-29.21%44.83%26.60%75.73%-37.05%19.47%

Correlation

The correlation between NWSA and NXPI is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.33

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

0.45

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

0.42

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

0.40

Over the past year, the correlation between NWSA and NXPI has dropped to 0.17 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

NWSA:

$13.82B

NXPI:

$81.95B

EPS

NWSA:

$2.97

NXPI:

$10.45

PE Ratio

NWSA:

8.29

NXPI:

30.94

PEG Ratio

NWSA:

0.08

NXPI:

4.43

PS Ratio

NWSA:

1.55

NXPI:

6.51

PB Ratio

NWSA:

1.61

NXPI:

7.50

Total Revenue (TTM)

NWSA:

$9.03B

NXPI:

$12.61B

Gross Profit (TTM)

NWSA:

$3.15B

NXPI:

$6.92B

EBITDA (TTM)

NWSA:

$951.00M

NXPI:

$4.48B

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Return for Risk

NWSA vs. NXPI — 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

NXPI
NXPI Risk / Return Rank: 7878
Overall Rank
NXPI Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
NXPI Sortino Ratio Rank: 8080
Sortino Ratio Rank
NXPI Omega Ratio Rank: 7676
Omega Ratio Rank
NXPI Calmar Ratio Rank: 7979
Calmar Ratio Rank
NXPI Martin Ratio Rank: 7878
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. NXPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for News Corporation (NWSA) and NXP Semiconductors N.V. (NXPI). 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.


NWSANXPIDifference
Sharpe ratioReturn per unit of total volatility

-1.75

Sortino ratioReturn per unit of downside risk

-2.82

Omega ratioGain probability vs. loss probability

0.93

1.26

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.45

2.36

-2.81

Martin ratioReturn relative to average drawdown

-0.84

5.69

-6.53

NWSA vs. NXPI - Sharpe Ratio Comparison

The current NWSA Sharpe Ratio is -0.51, which is lower than the NXPI Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of NWSA and NXPI, 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. NXPI - Drawdown Comparison

The maximum NWSA drawdown since its inception was -51.91%, smaller than the maximum NXPI drawdown of -59.98%. Use the drawdown chart below to compare losses from any high point for NWSA and NXPI.


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Drawdown Indicators


NWSANXPIDifference

Max Drawdown

Largest peak-to-trough decline

-51.91%

-59.98%

+8.07%

Max Drawdown (1Y)

Largest decline over 1 year

-27.81%

-24.58%

-3.23%

Max Drawdown (3Y)

Largest decline over 3 years

-27.81%

-46.47%

+18.66%

Max Drawdown (5Y)

Largest decline over 5 years

-41.94%

-46.47%

+4.53%

Max Drawdown (10Y)

Largest decline over 10 years

-50.63%

-53.26%

+2.63%

Current Drawdown

Current decline from peak

-20.36%

-2.83%

-17.53%

Average Drawdown

Average peak-to-trough decline

-18.27%

-16.52%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.93%

10.16%

+4.77%

Volatility

NWSA vs. NXPI - Volatility Comparison

The current volatility for News Corporation (NWSA) is 8.10%, while NXP Semiconductors N.V. (NXPI) has a volatility of 17.61%. This indicates that NWSA experiences smaller price fluctuations and is considered to be less risky than NXPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NWSANXPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

17.61%

-9.51%

Volatility (6M)

Calculated over the trailing 6-month period

18.59%

37.78%

-19.19%

Volatility (1Y)

Calculated over the trailing 1-year period

24.61%

46.79%

-22.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.24%

41.55%

-14.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.43%

40.82%

-11.39%

Dividends

NWSA vs. NXPI - Dividend Comparison

NWSA's dividend yield for the trailing twelve months is around 0.81%, less than NXPI's 1.25% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
NXPI
NXP Semiconductors N.V.
1.25%1.87%1.95%1.77%2.14%0.99%0.94%0.98%0.68%0.00%0.00%0.00%

Financials

NWSA vs. NXPI - Financials Comparison

This section allows you to compare key financial metrics between News Corporation and NXP Semiconductors N.V.. 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


2.00B2.50B3.00B3.50B20222023202420252026
2.19B
3.18B
(NWSA) Total Revenue
(NXPI) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NWSA and NXPI have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NXPI has higher volatility (17.61%) compared to NWSA (8.10%). In terms of maximum drawdown, NWSA dropped -51.91% vs NXPI's -59.98%.

NXPI currently has the higher Sharpe Ratio (1.24 vs -0.51), 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 NXPI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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