NWSGY vs. PRCOX

Last updated Jun 4, 2026

NWSGY (NWS Holdings Ltd ADR) is a stock, while PRCOX (T. Rowe Price U.S. Equity Research Fund) is Large Cap Blend Equities fund managed by T. Rowe Price. Over the past 5 years, NWSGY returned 9.62%/yr vs 14.72%/yr for PRCOX. At a 0.02 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, NWSGY achieves a 5.88% return, which is significantly lower than PRCOX's 12.08% return.

NWSGY

• 1D: 0.00%
• 1M: 0.00%
• YTD: 5.88%
• 6M: -10.89%
• 1Y: 17.98%
• 3Y*: 21.51%
• 5Y*: 9.62%
• 10Y*: —

PRCOX

• 1D: 0.28%
• 1M: 5.68%
• YTD: 12.08%
• 6M: 12.15%
• 1Y: 28.46%
• 3Y*: 23.19%
• 5Y*: 14.72%
• 10Y*: 16.17%

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

NWSGY vs. PRCOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NWSGY NWS Holdings Ltd ADR	5.88%	13.83%	31.61%	24.49%	-2.80%	7.46%	-36.90%	-36.93%	30.55%	-7.85%
PRCOX T. Rowe Price U.S. Equity Research Fund	12.08%	16.34%	26.41%	29.82%	-18.80%	28.06%	19.82%	33.04%	-4.73%	5.14%

Correlation

The correlation between NWSGY and PRCOX is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	-0.00
Correlation (5Y) Calculated over the trailing 5-year period	0.01
Correlation (All Time) Calculated using the full available price history since Oct 6, 2017	0.02

The correlation between NWSGY and PRCOX shifts across timeframes, from -0.00 (3 years) to 0.16 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

NWSGY vs. PRCOX — Risk / Return Rank

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

NWSGY

NWSGY Risk / Return Rank: 62
NWSGY Sharpe Ratio Rank: 58
NWSGY Sortino Ratio Rank: 50
NWSGY Omega Ratio Rank: 83
NWSGY Calmar Ratio Rank: 60
NWSGY Martin Ratio Rank: 61

PRCOX

PRCOX Risk / Return Rank: 69
PRCOX Sharpe Ratio Rank: 72
PRCOX Sortino Ratio Rank: 67
PRCOX Omega Ratio Rank: 63
PRCOX Calmar Ratio Rank: 67
PRCOX Martin Ratio Rank: 78

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.

NWSGY vs. PRCOX - Risk-Adjusted Trends 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.

	NWSGY	PRCOX	Difference
Sharpe ratio: Return per unit of total volatility	0.47	2.47	-1.99
Sortino ratio: Return per unit of downside risk	0.81	3.42	-2.60
Omega ratio: Gain probability vs. loss probability	1.34	1.44	-0.11
Calmar ratio: Return relative to maximum drawdown	0.85	3.16	-2.31
Martin ratio: Return relative to average drawdown	2.08	14.73	-12.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NWSGY vs. PRCOX - Sharpe Ratio Comparison

The current NWSGY Sharpe Ratio is 0.47, which is lower than the PRCOX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of NWSGY and PRCOX, 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

	NWSGY	PRCOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.47	2.47	-1.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.24	0.85	-0.62
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.00	0.57	-0.58

Drawdowns

NWSGY vs. PRCOX - Drawdown Comparison

The maximum NWSGY drawdown since its inception was -67.87%, which is greater than PRCOX's maximum drawdown of -53.96%. Use the drawdown chart below to compare losses from any high point for NWSGY and PRCOX.

Drawdown Indicators

	NWSGY	PRCOX	Difference
Max Drawdown Largest peak-to-trough decline	-67.87%	-53.96%	-13.91%
Max Drawdown (1Y) Largest decline over 1 year	-21.39%	-9.32%	-12.07%
Max Drawdown (3Y) Largest decline over 3 years	-35.09%	-19.39%	-15.70%
Max Drawdown (5Y) Largest decline over 5 years	-35.09%	-24.94%	-10.15%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.42%	—
Current Drawdown Current decline from peak	-17.94%	0.00%	-17.94%
Average Drawdown Average peak-to-trough decline	-41.40%	-9.18%	-32.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.70%	1.99%	+6.71%

Volatility

NWSGY vs. PRCOX - Volatility Comparison

The current volatility for NWS Holdings Ltd ADR (NWSGY) is 0.00%, while T. Rowe Price U.S. Equity Research Fund (PRCOX) has a volatility of 3.07%. This indicates that NWSGY experiences smaller price fluctuations and is considered to be less risky than PRCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NWSGY	PRCOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	3.07%	-3.07%
Volatility (6M) Calculated over the trailing 6-month period	34.34%	9.39%	+24.95%
Volatility (1Y) Calculated over the trailing 1-year period	38.28%	11.93%	+26.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.58%	17.34%	+24.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.80%	18.35%	+25.45%

Dividends

NWSGY vs. PRCOX - Dividend Comparison

NWSGY's dividend yield for the trailing twelve months is around 8.11%, more than PRCOX's 1.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NWSGY NWS Holdings Ltd ADR	8.11%	12.58%	32.61%	8.45%	9.61%	8.31%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PRCOX T. Rowe Price U.S. Equity Research Fund	1.05%	1.17%	0.64%	1.17%	1.28%	3.71%	1.04%	1.39%	5.60%	7.02%	7.28%	8.76%

Frequently Asked Questions

Can I hold both NWSGY and PRCOX in my portfolio?

NWSGY and PRCOX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NWSGY or PRCOX?

PRCOX has higher volatility (3.07%) compared to NWSGY (0.00%). In terms of maximum drawdown, NWSGY dropped -67.87% vs PRCOX's -53.96%.

Which has better risk-adjusted returns?

PRCOX currently has the higher Sharpe Ratio (2.47 vs 0.47), 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.