NWSA vs. NYT

Last updated Jun 3, 2026

NWSA (News Corporation) and NYT (The New York Times Company) are both stocks. Both are in the Communication Services sector — NWSA in Broadcasting, NYT in Publishing. Over the past 10 years, NWSA returned 9.51%/yr vs 21.21%/yr for NYT. At a 0.45 correlation, their price movements are largely independent.

Performance

NWSA vs. NYT - Performance Comparison

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

Returns By Period

In the year-to-date period, NWSA achieves a 1.53% return, which is significantly lower than NYT's 8.96% return. Over the past 10 years, NWSA has underperformed NYT with an annualized return of 9.51%, while NYT has yielded a comparatively higher 21.21% annualized return.

NWSA

• 1D: -1.46%
• 1M: 0.65%
• YTD: 1.53%
• 6M: 4.41%
• 1Y: -5.23%
• 3Y*: 12.88%
• 5Y*: 1.31%
• 10Y*: 9.51%

NYT

• 1D: -1.27%
• 1M: -4.42%
• YTD: 8.96%
• 6M: 17.99%
• 1Y: 33.59%
• 3Y*: 28.23%
• 5Y*: 13.46%
• 10Y*: 21.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NWSA vs. NYT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NWSA News Corporation	1.53%	-4.48%	13.03%	36.41%	-17.57%	25.20%	29.20%	26.42%	-28.99%	43.68%
NYT The New York Times Company	8.96%	35.06%	7.33%	52.60%	-32.16%	-6.18%	61.92%	45.26%	21.35%	40.50%

Correlation

The correlation between NWSA and NYT is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (5Y) Calculated over the trailing 5-year period	0.51
Correlation (10Y) Calculated over the trailing 10-year period	0.44
Correlation (All Time) Calculated using the full available price history since Jun 20, 2013	0.45

The correlation between NWSA and NYT shifts across timeframes, from 0.34 (1 year) to 0.51 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap NWSA : $14.83B NYT : $12.32B
EPS NWSA : $2.97 NYT : $2.33
PE Ratio NWSA : 8.90 NYT : 32.32
PEG Ratio NWSA : 0.08 NYT : 2.16
PS Ratio NWSA : 1.66 NYT : 4.26
PB Ratio NWSA : 1.73 NYT : 6.15
Total Revenue (TTM) NWSA : $9.03B NYT : $2.90B
Gross Profit (TTM) NWSA : $3.15B NYT : $1.49B
EBITDA (TTM) NWSA : $951.00M NYT : $573.11M

Return for Risk

NWSA vs. NYT — Risk / Return Rank

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

NWSA

NWSA Risk / Return Rank: 30
NWSA Sharpe Ratio Rank: 31
NWSA Sortino Ratio Rank: 26
NWSA Omega Ratio Rank: 26
NWSA Calmar Ratio Rank: 33
NWSA Martin Ratio Rank: 33

NYT

NYT Risk / Return Rank: 76
NYT Sharpe Ratio Rank: 75
NYT Sortino Ratio Rank: 73
NYT Omega Ratio Rank: 75
NYT Calmar Ratio Rank: 78
NYT Martin Ratio Rank: 77

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. NYT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for News Corporation (NWSA) and The New York Times Company (NYT). 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.

	NWSA	NYT	Difference
Sharpe ratio Return per unit of total volatility	-0.22	1.18	-1.40
Sortino ratio Return per unit of downside risk	-0.14	1.95	-2.09
Omega ratio Gain probability vs. loss probability	0.98	1.27	-0.29
Calmar ratio Return relative to maximum drawdown	-0.21	2.46	-2.67
Martin ratio Return relative to average drawdown	-0.40	5.84	-6.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NWSA vs. NYT - Sharpe Ratio Comparison

The current NWSA Sharpe Ratio is -0.22, which is lower than the NYT Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of NWSA and NYT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NWSA	NYT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.22	1.18	-1.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.05	0.46	-0.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	0.69	-0.37
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.27	-0.09

Drawdowns

NWSA vs. NYT - Drawdown Comparison

The maximum NWSA drawdown since its inception was -51.91%, smaller than the maximum NYT drawdown of -92.09%. Use the drawdown chart below to compare losses from any high point for NWSA and NYT.

Drawdown Indicators

	NWSA	NYT	Difference
Max Drawdown Largest peak-to-trough decline	-51.91%	-92.09%	+40.18%
Max Drawdown (1Y) Largest decline over 1 year	-27.81%	-13.51%	-14.30%
Max Drawdown (3Y) Largest decline over 3 years	-27.81%	-19.67%	-8.14%
Max Drawdown (5Y) Largest decline over 5 years	-43.46%	-49.83%	+6.37%
Max Drawdown (10Y) Largest decline over 10 years	-50.63%	-49.93%	-0.70%
Current Drawdown Current decline from peak	-14.53%	-12.37%	-2.16%
Average Drawdown Average peak-to-trough decline	-18.29%	-32.19%	+13.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.52%	5.70%	+8.82%

Volatility

NWSA vs. NYT - Volatility Comparison

The current volatility for News Corporation (NWSA) is 7.74%, while The New York Times Company (NYT) has a volatility of 11.08%. This indicates that NWSA experiences smaller price fluctuations and is considered to be less risky than NYT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NWSA	NYT	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.74%	11.08%	-3.34%
Volatility (6M) Calculated over the trailing 6-month period	17.63%	19.44%	-1.81%
Volatility (1Y) Calculated over the trailing 1-year period	24.05%	28.62%	-4.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.18%	29.45%	-2.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.40%	30.71%	-1.31%

Dividends

NWSA vs. NYT - Dividend Comparison

NWSA's dividend yield for the trailing twelve months is around 0.76%, less than NYT's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NWSA News Corporation	0.76%	0.77%	0.73%	0.81%	1.10%	0.90%	1.11%	1.41%	1.76%	1.23%	1.75%	0.75%
NYT The New York Times Company	1.02%	0.97%	0.96%	0.86%	1.05%	0.56%	0.44%	0.59%	0.72%	0.86%	1.20%	1.19%

Financials

Frequently Asked Questions

Can I hold both NWSA and NYT in my portfolio?

NWSA and NYT have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NWSA or NYT?

NYT has higher volatility (11.08%) compared to NWSA (7.74%). In terms of maximum drawdown, NWSA dropped -51.91% vs NYT's -92.09%.

Which has better risk-adjusted returns?

NYT currently has the higher Sharpe Ratio (1.18 vs -0.22), 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.