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NXST vs. KLAC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NXST and KLAC is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

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Performance

NXST vs. KLAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nexstar Media Group, Inc. (NXST) and KLA Corporation (KLAC). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2025FebruaryMarchApril
-22.24%
17.21%
SNPS
ALTR

Key characteristics

Sharpe Ratio

NXST:

0.36

KLAC:

-0.06

Sortino Ratio

NXST:

0.73

KLAC:

0.21

Omega Ratio

NXST:

1.10

KLAC:

1.03

Calmar Ratio

NXST:

0.46

KLAC:

-0.08

Martin Ratio

NXST:

1.11

KLAC:

-0.15

Ulcer Index

NXST:

10.44%

KLAC:

17.15%

Daily Std Dev

NXST:

31.97%

KLAC:

43.50%

Max Drawdown

NXST:

-96.66%

KLAC:

-83.74%

Current Drawdown

NXST:

-6.87%

KLAC:

-22.57%

Fundamentals

Market Cap

NXST:

$5.55B

KLAC:

$91.19B

EPS

NXST:

$21.42

KLAC:

$23.75

PE Ratio

NXST:

8.49

KLAC:

28.89

PEG Ratio

NXST:

9.52

KLAC:

1.26

Total Revenue (TTM)

NXST:

$4.12B

KLAC:

$8.48B

Gross Profit (TTM)

NXST:

$2.80B

KLAC:

$5.14B

EBITDA (TTM)

NXST:

$1.68B

KLAC:

$3.58B

Returns By Period

In the year-to-date period, NXST achieves a 16.54% return, which is significantly higher than KLAC's 9.14% return. Over the past 10 years, NXST has underperformed KLAC with an annualized return of 14.92%, while KLAC has yielded a comparatively higher 30.63% annualized return.


NXST

YTD

16.54%

1M

5.15%

6M

13.52%

1Y

13.01%

5Y*

33.09%

10Y*

14.92%

KLAC

YTD

9.14%

1M

-0.72%

6M

-11.28%

1Y

-0.23%

5Y*

41.83%

10Y*

30.63%

*Annualized

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Nexstar Media Group, Inc.

KLA Corporation

Risk-Adjusted Performance

NXST vs. KLAC — Risk-Adjusted Performance Rank

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

NXST
The Risk-Adjusted Performance Rank of NXST is 6464
Overall Rank
The Sharpe Ratio Rank of NXST is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of NXST is 5959
Sortino Ratio Rank
The Omega Ratio Rank of NXST is 5959
Omega Ratio Rank
The Calmar Ratio Rank of NXST is 7272
Calmar Ratio Rank
The Martin Ratio Rank of NXST is 6565
Martin Ratio Rank

KLAC
The Risk-Adjusted Performance Rank of KLAC is 4747
Overall Rank
The Sharpe Ratio Rank of KLAC is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of KLAC is 4444
Sortino Ratio Rank
The Omega Ratio Rank of KLAC is 4444
Omega Ratio Rank
The Calmar Ratio Rank of KLAC is 4747
Calmar Ratio Rank
The Martin Ratio Rank of KLAC is 4949
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.

NXST vs. KLAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nexstar Media Group, Inc. (NXST) and KLA Corporation (KLAC). 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 chart of Sharpe ratio for SNPS, currently valued at -0.88, compared to the broader market-2.00-1.000.001.002.003.00
SNPS: -0.88
ALTR: 1.24
The chart of Sortino ratio for SNPS, currently valued at -1.12, compared to the broader market-6.00-4.00-2.000.002.004.00
SNPS: -1.12
ALTR: 1.98
The chart of Omega ratio for SNPS, currently valued at 0.86, compared to the broader market0.501.001.502.00
SNPS: 0.86
ALTR: 1.30
The chart of Calmar ratio for SNPS, currently valued at -0.88, compared to the broader market0.001.002.003.004.005.00
SNPS: -0.88
ALTR: 1.81
The chart of Martin ratio for SNPS, currently valued at -2.00, compared to the broader market-5.000.005.0010.0015.0020.00
SNPS: -2.00
ALTR: 5.59

The current NXST Sharpe Ratio is 0.36, which is higher than the KLAC Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of NXST and KLAC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.88
1.24
SNPS
ALTR

Dividends

NXST vs. KLAC - Dividend Comparison

NXST's dividend yield for the trailing twelve months is around 3.81%, more than KLAC's 0.92% yield.


Tickers have no history of dividend payments

Drawdowns

NXST vs. KLAC - Drawdown Comparison

The maximum NXST drawdown since its inception was -96.66%, which is greater than KLAC's maximum drawdown of -83.74%. Use the drawdown chart below to compare losses from any high point for NXST and KLAC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-37.53%
0
SNPS
ALTR

Volatility

NXST vs. KLAC - Volatility Comparison

The current volatility for Nexstar Media Group, Inc. (NXST) is NaN%, while KLA Corporation (KLAC) has a volatility of NaN%. This indicates that NXST experiences smaller price fluctuations and is considered to be less risky than KLAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
11.81%
0.49%
SNPS
ALTR

Financials

NXST vs. KLAC - Financials Comparison

This section allows you to compare key financial metrics between Nexstar Media Group, Inc. and KLA Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

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Recent discussions

How is Sharpe ratio calculated?

The highest sharpe ratio portfolioi in User portfolios holds only ultrashort treasuries and show a sharpe ratio of 7+. But my understanding is the Sharpe ratio is the return less the risk-free rate divided by the standard deviation of returns. But short-term treasuries ARE the risk free rate, so the Sharpe ratio should be zero since the risk free rate minus the risk free rate is zero. So are you simply ignoring the risk-free rate and dividing returns by the standard deviation???

Addendum:

Just input my portfolio and asked that your site optimize it for Sharpe ratio. I have ready cash in USFR, and ETF that holds US floating rate notes exclusively. The optimization recommended I put over 99% in USFR. However, the interest rate on floating rate notes is based on the three month treasury, so again, USFR has a Sharpe ratio of zero! Please correct this!

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December 12, 23 Posted in general
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Treynor Black model

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July 08, 24 Posted in general
246

Bonds (BND and/or BNDX) are greatly favored over stocks by the optimizer

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Maybe it's a message we all need to hear: invest in bond ETFs. Maybe I'm not using the tool correctly. Maybe there is something wrong with the tool.

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December 13, 23 Posted in general
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