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NWSGY vs. PRCOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NWSGY and PRCOX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

NWSGY vs. PRCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NWS Holdings Ltd ADR (NWSGY) and T. Rowe Price U.S. Equity Research Fund (PRCOX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NWSGY:

0.45

PRCOX:

0.68

Sortino Ratio

NWSGY:

1.22

PRCOX:

0.96

Omega Ratio

NWSGY:

1.19

PRCOX:

1.14

Calmar Ratio

NWSGY:

0.63

PRCOX:

0.62

Martin Ratio

NWSGY:

3.41

PRCOX:

2.32

Ulcer Index

NWSGY:

8.05%

PRCOX:

5.15%

Daily Std Dev

NWSGY:

47.93%

PRCOX:

20.10%

Max Drawdown

NWSGY:

-67.40%

PRCOX:

-58.69%

Current Drawdown

NWSGY:

-26.43%

PRCOX:

-3.89%

Returns By Period

In the year-to-date period, NWSGY achieves a 2.70% return, which is significantly higher than PRCOX's 0.48% return.


NWSGY

YTD

2.70%

1M

-2.41%

6M

1.30%

1Y

25.85%

3Y*

13.48%

5Y*

17.21%

10Y*

N/A

PRCOX

YTD

0.48%

1M

5.57%

6M

-1.59%

1Y

12.66%

3Y*

15.58%

5Y*

15.88%

10Y*

10.37%

*Annualized

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NWS Holdings Ltd ADR

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

NWSGY vs. PRCOX — Risk-Adjusted Performance Rank

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

NWSGY
The Risk-Adjusted Performance Rank of NWSGY is 7373
Overall Rank
The Sharpe Ratio Rank of NWSGY is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of NWSGY is 7070
Sortino Ratio Rank
The Omega Ratio Rank of NWSGY is 7474
Omega Ratio Rank
The Calmar Ratio Rank of NWSGY is 7575
Calmar Ratio Rank
The Martin Ratio Rank of NWSGY is 8080
Martin Ratio Rank

PRCOX
The Risk-Adjusted Performance Rank of PRCOX is 5151
Overall Rank
The Sharpe Ratio Rank of PRCOX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of PRCOX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of PRCOX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of PRCOX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of PRCOX is 5151
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.

NWSGY vs. PRCOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NWS Holdings Ltd ADR (NWSGY) and T. Rowe Price U.S. Equity Research Fund (PRCOX). 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.


The current NWSGY Sharpe Ratio is 0.45, which is lower than the PRCOX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of NWSGY and PRCOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

NWSGY vs. PRCOX - Dividend Comparison

NWSGY's dividend yield for the trailing twelve months is around 13.03%, more than PRCOX's 0.64% yield.


TTM20242023202220212020201920182017201620152014
NWSGY
NWS Holdings Ltd ADR
13.03%31.30%8.45%9.65%8.36%8.08%5.21%4.64%10.31%0.00%0.00%0.00%
PRCOX
T. Rowe Price U.S. Equity Research Fund
0.64%0.64%1.17%1.28%3.71%1.04%0.97%5.60%7.02%7.28%8.76%5.01%

Drawdowns

NWSGY vs. PRCOX - Drawdown Comparison

The maximum NWSGY drawdown since its inception was -67.40%, which is greater than PRCOX's maximum drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for NWSGY and PRCOX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

NWSGY vs. PRCOX - Volatility Comparison

NWS Holdings Ltd ADR (NWSGY) has a higher volatility of 7.50% compared to T. Rowe Price U.S. Equity Research Fund (PRCOX) at 4.78%. This indicates that NWSGY's price experiences larger fluctuations and is considered to be riskier than PRCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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