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

Performance

NWSA vs. NXST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in News Corporation (NWSA) and Nexstar Media Group, Inc. (NXST). 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 higher than NXST's -17.81% return. Over the past 10 years, NWSA has underperformed NXST with an annualized return of 9.54%, while NXST has yielded a comparatively higher 16.32% 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%

NXST

1D
-0.09%
1M
-13.07%
YTD
-17.81%
6M
-16.67%
1Y
-1.04%
3Y*
5.24%
5Y*
5.63%
10Y*
16.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NWSA vs. NXST - 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%
NXST
Nexstar Media Group, Inc.
-17.81%33.95%5.04%-7.52%18.37%40.95%-4.42%51.93%2.65%25.89%

Correlation

The correlation between NWSA and NXST is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.44

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

0.53

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

0.48

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

0.45

The correlation between NWSA and NXST shifts across timeframes, from 0.37 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NWSA:

$13.82B

NXST:

$5.11B

EPS

NWSA:

$2.97

NXST:

$5.37

PE Ratio

NWSA:

8.29

NXST:

30.54

PEG Ratio

NWSA:

0.08

NXST:

7.46K

PS Ratio

NWSA:

1.55

NXST:

0.99

Total Revenue (TTM)

NWSA:

$9.03B

NXST:

$5.11B

Gross Profit (TTM)

NWSA:

$3.15B

NXST:

$1.65B

EBITDA (TTM)

NWSA:

$951.00M

NXST:

$1.42B

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Return for Risk

NWSA vs. NXST — 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

NXST
NXST Risk / Return Rank: 3939
Overall Rank
NXST Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
NXST Sortino Ratio Rank: 3636
Sortino Ratio Rank
NXST Omega Ratio Rank: 3535
Omega Ratio Rank
NXST Calmar Ratio Rank: 4141
Calmar Ratio Rank
NXST Martin Ratio Rank: 4141
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. NXST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for News Corporation (NWSA) and Nexstar Media Group, Inc. (NXST). 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.


NWSANXSTDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

0.93

1.02

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.45

-0.03

-0.42

Martin ratioReturn relative to average drawdown

-0.84

-0.08

-0.76

NWSA vs. NXST - Sharpe Ratio Comparison

The current NWSA Sharpe Ratio is -0.51, which is lower than the NXST Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of NWSA and NXST, 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. NXST - Drawdown Comparison

The maximum NWSA drawdown since its inception was -51.91%, smaller than the maximum NXST drawdown of -96.66%. Use the drawdown chart below to compare losses from any high point for NWSA and NXST.


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Drawdown Indicators


NWSANXSTDifference

Max Drawdown

Largest peak-to-trough decline

-51.91%

-96.66%

+44.75%

Max Drawdown (1Y)

Largest decline over 1 year

-27.81%

-34.72%

+6.91%

Max Drawdown (3Y)

Largest decline over 3 years

-27.81%

-34.72%

+6.91%

Max Drawdown (5Y)

Largest decline over 5 years

-41.94%

-35.73%

-6.21%

Max Drawdown (10Y)

Largest decline over 10 years

-50.63%

-64.56%

+13.93%

Current Drawdown

Current decline from peak

-20.36%

-34.72%

+14.36%

Average Drawdown

Average peak-to-trough decline

-18.27%

-30.29%

+12.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.93%

13.11%

+1.82%

Volatility

NWSA vs. NXST - Volatility Comparison

News Corporation (NWSA) and Nexstar Media Group, Inc. (NXST) have volatilities of 8.10% and 8.00%, 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


NWSANXSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

8.00%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

18.59%

27.09%

-8.50%

Volatility (1Y)

Calculated over the trailing 1-year period

24.61%

33.63%

-9.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.24%

34.54%

-7.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.43%

39.74%

-10.31%

Dividends

NWSA vs. NXST - Dividend Comparison

NWSA's dividend yield for the trailing twelve months is around 0.81%, less than NXST's 4.54% 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%
NXST
Nexstar Media Group, Inc.
4.54%3.66%4.28%3.44%2.06%1.85%2.05%1.54%1.91%1.53%1.52%1.29%

Financials

NWSA vs. NXST - Financials Comparison

This section allows you to compare key financial metrics between News Corporation and Nexstar Media Group, Inc.. 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


1.00B1.50B2.00B2.50B20222023202420252026
2.19B
1.40B
(NWSA) Total Revenue
(NXST) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NWSA and NXST have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NWSA has higher volatility (8.10%) compared to NXST (8.00%). In terms of maximum drawdown, NWSA dropped -51.91% vs NXST's -96.66%.

NXST currently has the higher Sharpe Ratio (-0.03 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 NXST

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