PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NYT vs. INDEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NYT and INDEX is 0.49, 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.


-0.50.00.51.00.5

Performance

NYT vs. INDEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The New York Times Company (NYT) and Index Funds S&P 500 Equal Weight (INDEX). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
329.99%
158.35%
NYT
INDEX

Key characteristics

Sharpe Ratio

NYT:

0.75

INDEX:

2.00

Sortino Ratio

NYT:

1.09

INDEX:

2.66

Omega Ratio

NYT:

1.16

INDEX:

1.37

Calmar Ratio

NYT:

0.70

INDEX:

3.02

Martin Ratio

NYT:

2.51

INDEX:

12.85

Ulcer Index

NYT:

6.61%

INDEX:

1.97%

Daily Std Dev

NYT:

22.16%

INDEX:

12.65%

Max Drawdown

NYT:

-92.09%

INDEX:

-38.82%

Current Drawdown

NYT:

-6.97%

INDEX:

-4.38%

Returns By Period

In the year-to-date period, NYT achieves a 9.02% return, which is significantly lower than INDEX's 23.38% return.


NYT

YTD

9.02%

1M

1.65%

6M

4.34%

1Y

16.41%

5Y*

11.04%

10Y*

15.64%

INDEX

YTD

23.38%

1M

-1.49%

6M

7.10%

1Y

23.99%

5Y*

11.92%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NYT vs. INDEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The New York Times Company (NYT) and Index Funds S&P 500 Equal Weight (INDEX). 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.


Sharpe ratio
The chart of Sharpe ratio for NYT, currently valued at 0.75, compared to the broader market-4.00-2.000.002.000.752.00
The chart of Sortino ratio for NYT, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.001.092.66
The chart of Omega ratio for NYT, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.37
The chart of Calmar ratio for NYT, currently valued at 0.70, compared to the broader market0.002.004.006.000.703.02
The chart of Martin ratio for NYT, currently valued at 2.51, compared to the broader market-5.000.005.0010.0015.0020.0025.002.5112.85
NYT
INDEX

The current NYT Sharpe Ratio is 0.75, which is lower than the INDEX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of NYT and INDEX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.75
2.00
NYT
INDEX

Dividends

NYT vs. INDEX - Dividend Comparison

NYT's dividend yield for the trailing twelve months is around 0.95%, while INDEX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
NYT
The New York Times Company
0.95%0.86%1.05%0.56%0.44%0.59%0.72%0.86%1.20%1.19%1.21%0.25%
INDEX
Index Funds S&P 500 Equal Weight
0.00%1.56%1.21%1.09%1.53%1.61%1.82%1.15%1.15%1.19%0.00%0.00%

Drawdowns

NYT vs. INDEX - Drawdown Comparison

The maximum NYT drawdown since its inception was -92.09%, which is greater than INDEX's maximum drawdown of -38.82%. Use the drawdown chart below to compare losses from any high point for NYT and INDEX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.97%
-4.38%
NYT
INDEX

Volatility

NYT vs. INDEX - Volatility Comparison

The New York Times Company (NYT) has a higher volatility of 6.67% compared to Index Funds S&P 500 Equal Weight (INDEX) at 4.24%. This indicates that NYT's price experiences larger fluctuations and is considered to be riskier than INDEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.67%
4.24%
NYT
INDEX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab