NWSGY vs. PRCOX

Last updated Apr 2, 2026

Compare and contrast key facts about NWS Holdings Ltd ADR (NWSGY) and T. Rowe Price U.S. Equity Research Fund (PRCOX).

PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994.

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.

NWSGY vs. PRCOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NWSGY NWS Holdings Ltd ADR	2.17%	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	-4.40%	16.97%	26.41%	29.82%	-18.80%	28.06%	19.82%	33.04%	-4.73%	5.14%

Returns By Period

In the year-to-date period, NWSGY achieves a 2.17% return, which is significantly higher than PRCOX's -4.40% return.

NWSGY

• 1D: 0.00%
• 1M: -13.27%
• YTD: 2.17%
• 6M: -0.74%
• 1Y: 6.20%
• 3Y*: 20.30%
• 5Y*: 10.60%
• 10Y*: —

PRCOX

• 1D: 3.03%
• 1M: -5.43%
• YTD: -4.40%
• 6M: -1.63%
• 1Y: 17.03%
• 3Y*: 19.27%
• 5Y*: 12.31%
• 10Y*: 14.64%

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

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: 48
NWSGY Sharpe Ratio Rank: 45
NWSGY Sortino Ratio Rank: 40
NWSGY Omega Ratio Rank: 57
NWSGY Calmar Ratio Rank: 46
NWSGY Martin Ratio Rank: 50

PRCOX

PRCOX Risk / Return Rank: 53
PRCOX Sharpe Ratio Rank: 47
PRCOX Sortino Ratio Rank: 52
PRCOX Omega Ratio Rank: 55
PRCOX Calmar Ratio Rank: 51
PRCOX Martin Ratio Rank: 63

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	0.15	0.97	-0.81
Sortino ratio Return per unit of downside risk	0.46	1.49	-1.02
Omega ratio Gain probability vs. loss probability	1.15	1.22	-0.07
Calmar ratio Return relative to maximum drawdown	0.29	1.29	-1.00
Martin ratio Return relative to average drawdown	0.92	6.07	-5.15
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 0.15, which is lower than the PRCOX Sharpe Ratio of 0.97. 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.

Sharpe Ratios by Period

	NWSGY	PRCOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.15	0.97	-0.81
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	0.72	-0.46
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.80	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.02	0.55	-0.56

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.

Dividends

NWSGY vs. PRCOX - Dividend Comparison

NWSGY's dividend yield for the trailing twelve months is around 8.40%, more than PRCOX's 1.80% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NWSGY NWS Holdings Ltd ADR	8.40%	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	1.80%	1.72%	0.64%	1.17%	1.28%	3.71%	1.04%	1.39%	5.60%	7.02%	7.28%	8.76%

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%	-12.19%	-9.20%
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	-20.82%	-6.57%	-14.25%
Average Drawdown Average peak-to-trough decline	-42.02%	-9.22%	-32.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.77%	2.59%	+4.18%

Volatility

NWSGY vs. PRCOX - Volatility Comparison

NWS Holdings Ltd ADR (NWSGY) has a higher volatility of 20.44% compared to T. Rowe Price U.S. Equity Research Fund (PRCOX) at 5.63%. 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.

Volatility by Period

	NWSGY	PRCOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.44%	5.63%	+14.81%
Volatility (6M) Calculated over the trailing 6-month period	37.82%	9.35%	+28.47%
Volatility (1Y) Calculated over the trailing 1-year period	41.17%	18.35%	+22.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.91%	17.33%	+24.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.35%	18.33%	+26.02%