NWSA vs. VOO
NWSA (News Corporation) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, NWSA returned 9.35%/yr vs 15.14%/yr for VOO. Their 0.55 correlation means they have sometimes moved together and sometimes differently.
Performance
NWSA vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, NWSA achieves a 5.95% return, which is significantly lower than VOO's 10.16% return. Over the past 10 years, NWSA has underperformed VOO with an annualized return of 9.35%, while VOO has yielded a comparatively higher 15.14% annualized return.
NWSA
- 1D
- -1.89%
- 1M
- 3.45%
- 6M
- 2.39%
- YTD
- 5.95%
- 1Y
- -4.54%
- 3Y*
- 12.52%
- 5Y*
- 3.20%
- 10Y*
- 9.35%
- ALL TIME*
- 5.68%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
NWSA News Corporation | $93.71M | $93.78M | $132.82M |
| $3.82B | $3.78B | $5.44B |
NWSA vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NWSA News Corporation | 5.95% | -4.48% | 13.03% | 36.41% | -17.57% | 25.20% | 29.20% | 26.42% | -28.99% | 43.68% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between NWSA and VOO is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2013 | 0.55 |
Over the past year, the correlation between NWSA and VOO has dropped to 0.19 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
NWSA vs. VOO — Risk / Return Rank
NWSA
VOO
NWSA vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for News Corporation (NWSA) and Vanguard S&P 500 ETF (VOO). 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.
| NWSA | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.74 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.28 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 2.21 | -2.40 |
| Martin ratioReturn relative to average drawdown | -0.34 | 9.44 | -9.78 |
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Drawdowns
NWSA vs. VOO - Drawdown Comparison
The maximum NWSA drawdown since its inception was -51.91%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NWSA and VOO.
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Drawdown Indicators
| NWSA | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.91% | -33.99% | -17.92% |
Max Drawdown (1Y)Largest decline over 1 year | -27.81% | -8.90% | -18.91% |
Max Drawdown (3Y)Largest decline over 3 years | -27.81% | -18.69% | -9.12% |
Max Drawdown (5Y)Largest decline over 5 years | -38.93% | -24.52% | -14.41% |
Max Drawdown (10Y)Largest decline over 10 years | -50.63% | -33.99% | -16.64% |
Current DrawdownCurrent decline from peak | -10.81% | -1.38% | -9.43% |
Average DrawdownAverage peak-to-trough decline | -18.23% | -3.67% | -14.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.55% | 2.08% | +13.47% |
Volatility
NWSA vs. VOO - Volatility Comparison
News Corporation (NWSA) has a higher volatility of 9.38% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that NWSA's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NWSA | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.38% | 3.54% | +5.84% |
Volatility (6M)Calculated over the trailing 6-month period | 20.92% | 10.10% | +10.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.35% | 12.82% | +13.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.46% | 16.93% | +10.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.41% | 18.01% | +11.40% |
Dividends
NWSA vs. VOO - Dividend Comparison
NWSA's dividend yield for the trailing twelve months is around 0.73%, less than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NWSA News Corporation | 0.73% | 0.77% | 0.73% | 0.81% | 1.10% | 0.90% | 1.11% | 1.41% | 1.76% | 1.23% | 1.75% | 0.75% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
NWSA and VOO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NWSA has higher volatility (9.38%) compared to VOO (3.54%). In terms of maximum drawdown, NWSA dropped -51.91% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs -0.20), 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.
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