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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.


-0.50.00.51.00.4

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.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
0.60%
-19.67%
NWSA
NXPI

Key characteristics

Sharpe Ratio

NWSA:

0.87

NXPI:

0.17

Sortino Ratio

NWSA:

1.39

NXPI:

0.47

Omega Ratio

NWSA:

1.17

NXPI:

1.06

Calmar Ratio

NWSA:

1.43

NXPI:

0.21

Martin Ratio

NWSA:

3.48

NXPI:

0.41

Ulcer Index

NWSA:

5.08%

NXPI:

14.81%

Daily Std Dev

NWSA:

20.40%

NXPI:

35.12%

Max Drawdown

NWSA:

-51.91%

NXPI:

-59.98%

Current Drawdown

NWSA:

-8.14%

NXPI:

-25.61%

Fundamentals

Market Cap

NWSA:

$16.16B

NXPI:

$54.74B

EPS

NWSA:

$0.62

NXPI:

$10.70

PE Ratio

NWSA:

44.24

NXPI:

20.13

PEG Ratio

NWSA:

1.96

NXPI:

1.17

Total Revenue (TTM)

NWSA:

$7.58B

NXPI:

$9.50B

Gross Profit (TTM)

NWSA:

$4.69B

NXPI:

$5.33B

EBITDA (TTM)

NWSA:

$1.09B

NXPI:

$3.53B

Returns By Period

In the year-to-date period, NWSA achieves a -0.40% return, which is significantly lower than NXPI's 3.61% return. Over the past 10 years, NWSA has underperformed NXPI with an annualized return of 7.60%, while NXPI has yielded a comparatively higher 11.66% annualized return.


NWSA

YTD

-0.40%

1M

-0.90%

6M

0.60%

1Y

17.21%

5Y*

14.23%

10Y*

7.60%

NXPI

YTD

3.61%

1M

2.41%

6M

-19.67%

1Y

3.03%

5Y*

11.72%

10Y*

11.66%

*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 7474
Overall Rank
The Sharpe Ratio Rank of NWSA is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of NWSA is 6969
Sortino Ratio Rank
The Omega Ratio Rank of NWSA is 6565
Omega Ratio Rank
The Calmar Ratio Rank of NWSA is 8585
Calmar Ratio Rank
The Martin Ratio Rank of NWSA is 7575
Martin Ratio Rank

NXPI
The Risk-Adjusted Performance Rank of NXPI is 5050
Overall Rank
The Sharpe Ratio Rank of NXPI is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of NXPI is 4545
Sortino Ratio Rank
The Omega Ratio Rank of NXPI is 4444
Omega Ratio Rank
The Calmar Ratio Rank of NXPI is 5656
Calmar Ratio Rank
The Martin Ratio Rank of NXPI is 5252
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 0.87, compared to the broader market-2.000.002.004.000.870.17
The chart of Sortino ratio for NWSA, currently valued at 1.39, compared to the broader market-4.00-2.000.002.004.006.001.390.47
The chart of Omega ratio for NWSA, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.06
The chart of Calmar ratio for NWSA, currently valued at 1.43, compared to the broader market0.002.004.006.001.430.21
The chart of Martin ratio for NWSA, currently valued at 3.48, compared to the broader market-10.000.0010.0020.0030.003.480.41
NWSA
NXPI

The current NWSA Sharpe Ratio is 0.87, which is higher than the NXPI Sharpe Ratio of 0.17. 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.87
0.17
NWSA
NXPI

Dividends

NWSA vs. NXPI - Dividend Comparison

NWSA's dividend yield for the trailing twelve months is around 0.73%, less than NXPI's 1.88% yield.


TTM2024202320222021202020192018201720162015
NWSA
News Corporation
0.73%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.
1.88%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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.14%
-25.61%
NWSA
NXPI

Volatility

NWSA vs. NXPI - Volatility Comparison

The current volatility for News Corporation (NWSA) is 4.28%, while NXP Semiconductors N.V. (NXPI) has a volatility of 7.69%. 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%AugustSeptemberOctoberNovemberDecember2025
4.28%
7.69%
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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