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NWSA vs. NXPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NWSA and NXPI is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

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.

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
84.38%
491.44%
NWSA
NXPI

Key characteristics

Sharpe Ratio

NWSA:

0.28

NXPI:

-0.55

Sortino Ratio

NWSA:

0.57

NXPI:

-0.58

Omega Ratio

NWSA:

1.07

NXPI:

0.93

Calmar Ratio

NWSA:

0.31

NXPI:

-0.55

Martin Ratio

NWSA:

1.03

NXPI:

-1.25

Ulcer Index

NWSA:

6.34%

NXPI:

20.40%

Daily Std Dev

NWSA:

23.40%

NXPI:

46.13%

Max Drawdown

NWSA:

-51.91%

NXPI:

-59.98%

Current Drawdown

NWSA:

-15.49%

NXPI:

-41.21%

Fundamentals

Market Cap

NWSA:

$15.31B

NXPI:

$42.76B

EPS

NWSA:

$0.75

NXPI:

$9.73

PE Ratio

NWSA:

34.23

NXPI:

17.33

PEG Ratio

NWSA:

1.28

NXPI:

0.88

PS Ratio

NWSA:

1.49

NXPI:

3.39

PB Ratio

NWSA:

1.83

NXPI:

4.74

Total Revenue (TTM)

NWSA:

$7.39B

NXPI:

$9.49B

Gross Profit (TTM)

NWSA:

$5.94B

NXPI:

$5.28B

EBITDA (TTM)

NWSA:

$1.08B

NXPI:

$3.07B

Returns By Period

In the year-to-date period, NWSA achieves a -6.44% return, which is significantly higher than NXPI's -18.49% return. Both investments have delivered pretty close results over the past 10 years, with NWSA having a 6.46% annualized return and NXPI not far ahead at 6.51%.


NWSA

YTD

-6.44%

1M

-5.45%

6M

-2.29%

1Y

7.32%

5Y*

24.87%

10Y*

6.46%

NXPI

YTD

-18.49%

1M

-19.26%

6M

-26.87%

1Y

-25.63%

5Y*

15.27%

10Y*

6.51%

*Annualized

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Risk-Adjusted Performance

NWSA vs. NXPI — Risk-Adjusted Performance Rank

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

NWSA
The Risk-Adjusted Performance Rank of NWSA is 6363
Overall Rank
The Sharpe Ratio Rank of NWSA is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of NWSA is 5757
Sortino Ratio Rank
The Omega Ratio Rank of NWSA is 5656
Omega Ratio Rank
The Calmar Ratio Rank of NWSA is 6969
Calmar Ratio Rank
The Martin Ratio Rank of NWSA is 6767
Martin Ratio Rank

NXPI
The Risk-Adjusted Performance Rank of NXPI is 2323
Overall Rank
The Sharpe Ratio Rank of NXPI is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of NXPI is 2525
Sortino Ratio Rank
The Omega Ratio Rank of NXPI is 2626
Omega Ratio Rank
The Calmar Ratio Rank of NXPI is 2020
Calmar Ratio Rank
The Martin Ratio Rank of NXPI is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NWSA vs. NXPI - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for NWSA, currently valued at 0.28, compared to the broader market-2.00-1.000.001.002.003.00
NWSA: 0.28
NXPI: -0.55
The chart of Sortino ratio for NWSA, currently valued at 0.57, compared to the broader market-6.00-4.00-2.000.002.004.00
NWSA: 0.57
NXPI: -0.58
The chart of Omega ratio for NWSA, currently valued at 1.07, compared to the broader market0.501.001.502.00
NWSA: 1.07
NXPI: 0.93
The chart of Calmar ratio for NWSA, currently valued at 0.31, compared to the broader market0.001.002.003.004.00
NWSA: 0.31
NXPI: -0.55
The chart of Martin ratio for NWSA, currently valued at 1.03, compared to the broader market-5.000.005.0010.0015.0020.00
NWSA: 1.03
NXPI: -1.25

The current NWSA Sharpe Ratio is 0.28, which is higher than the NXPI Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of NWSA and NXPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.28
-0.55
NWSA
NXPI

Dividends

NWSA vs. NXPI - Dividend Comparison

NWSA's dividend yield for the trailing twelve months is around 0.78%, less than NXPI's 2.41% yield.


TTM2024202320222021202020192018201720162015
NWSA
News Corporation
0.78%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.
2.41%1.95%1.77%2.14%0.99%0.94%0.98%0.68%0.00%0.00%0.00%

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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.49%
-41.21%
NWSA
NXPI

Volatility

NWSA vs. NXPI - Volatility Comparison

The current volatility for News Corporation (NWSA) is 13.08%, while NXP Semiconductors N.V. (NXPI) has a volatility of 28.88%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
13.08%
28.88%
NWSA
NXPI

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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