NWSA vs. WLY

Last updated Jun 23, 2026

NWSA (News Corporation) and WLY (John Wiley & Sons) are both stocks. Both are in the Communication Services sector — NWSA in Broadcasting, WLY in Publishing. Over the past 3 years, NWSA returned 10.34%/yr vs 17.72%/yr for WLY. At a 0.44 correlation, their price movements are largely independent.

Performance

NWSA vs. WLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in News Corporation (NWSA) and John Wiley & Sons (WLY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NWSA achieves a -5.39% return, which is significantly lower than WLY's 48.25% 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%

WLY

• 1D: -3.66%
• 1M: 6.26%
• YTD: 48.25%
• 6M: 48.13%
• 1Y: 7.78%
• 3Y*: 17.72%
• 5Y*: —
• 10Y*: —

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

NWSA vs. WLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
NWSA News Corporation	-5.39%	-4.48%	13.03%	36.41%	-17.36%
WLY John Wiley & Sons	48.25%	-27.22%	42.19%	-17.53%	-22.85%

Correlation

The correlation between NWSA and WLY is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (All Time) Calculated using the full available price history since Apr 1, 2022	0.44

The correlation between NWSA and WLY shifts across timeframes, from 0.31 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap NWSA : $13.82B WLY : $2.40B
EPS NWSA : $2.97 WLY : $4.15
PE Ratio NWSA : 8.29 WLY : 10.83
PEG Ratio NWSA : 0.08 WLY : 0.09
PS Ratio NWSA : 1.55 WLY : 1.43
PB Ratio NWSA : 1.61 WLY : 0.92
Total Revenue (TTM) NWSA : $9.03B WLY : $1.68B
Gross Profit (TTM) NWSA : $3.15B WLY : $1.25B
EBITDA (TTM) NWSA : $951.00M WLY : $258.93M

Return for Risk

NWSA vs. WLY — Risk / Return Rank

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

NWSA

NWSA Risk / Return Rank: 22
NWSA Sharpe Ratio Rank: 19
NWSA Sortino Ratio Rank: 19
NWSA Omega Ratio Rank: 19
NWSA Calmar Ratio Rank: 26
NWSA Martin Ratio Rank: 25

WLY

WLY Risk / Return Rank: 47
WLY Sharpe Ratio Rank: 50
WLY Sortino Ratio Rank: 45
WLY Omega Ratio Rank: 45
WLY Calmar Ratio Rank: 48
WLY Martin Ratio Rank: 47

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. WLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for News Corporation (NWSA) and John Wiley & Sons (WLY). 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	WLY	Difference
Sharpe ratio: Return per unit of total volatility	-0.51	0.23	-0.74
Sortino ratio: Return per unit of downside risk	-0.57	0.58	-1.15
Omega ratio: Gain probability vs. loss probability	0.93	1.07	-0.14
Calmar ratio: Return relative to maximum drawdown	-0.45	0.23	-0.68
Martin ratio: Return relative to average drawdown	-0.84	0.43	-1.27

NWSA vs. WLY - Sharpe Ratio Comparison

The current NWSA Sharpe Ratio is -0.51, which is lower than the WLY Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of NWSA and WLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

NWSA vs. WLY - Drawdown Comparison

The maximum NWSA drawdown since its inception was -51.91%, which is greater than WLY's maximum drawdown of -43.95%. Use the drawdown chart below to compare losses from any high point for NWSA and WLY.

Drawdown Indicators

	NWSA	WLY	Difference
Max Drawdown Largest peak-to-trough decline	-51.91%	-43.95%	-7.96%
Max Drawdown (1Y) Largest decline over 1 year	-27.81%	-34.42%	+6.61%
Max Drawdown (3Y) Largest decline over 3 years	-27.81%	-43.27%	+15.46%
Max Drawdown (5Y) Largest decline over 5 years	-41.94%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-50.63%	—	—
Current Drawdown Current decline from peak	-20.36%	-10.53%	-9.83%
Average Drawdown Average peak-to-trough decline	-18.27%	-22.70%	+4.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.93%	18.25%	-3.32%

Volatility

NWSA vs. WLY - Volatility Comparison

The current volatility for News Corporation (NWSA) is 8.10%, while John Wiley & Sons (WLY) has a volatility of 8.94%. This indicates that NWSA experiences smaller price fluctuations and is considered to be less risky than WLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NWSA	WLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.10%	8.94%	-0.84%
Volatility (6M) Calculated over the trailing 6-month period	18.59%	24.20%	-5.61%
Volatility (1Y) Calculated over the trailing 1-year period	24.61%	33.97%	-9.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.24%	34.52%	-7.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.43%	34.52%	-5.09%

Dividends

NWSA vs. WLY - Dividend Comparison

NWSA's dividend yield for the trailing twelve months is around 0.81%, less than WLY's 3.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
WLY John Wiley & Sons	3.16%	4.63%	3.22%	4.40%	3.46%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both NWSA and WLY in my portfolio?

NWSA and WLY have a correlation of 0.31, 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 WLY?

WLY has higher volatility (8.94%) compared to NWSA (8.10%). In terms of maximum drawdown, NWSA dropped -51.91% vs WLY's -43.95%.

Which has better risk-adjusted returns?

WLY currently has the higher Sharpe Ratio (0.23 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.