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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%AugustSeptemberOctoberNovemberDecember2025
322.86%
157.66%
NYT
INDEX

Key characteristics

Sharpe Ratio

NYT:

0.51

INDEX:

2.11

Sortino Ratio

NYT:

0.79

INDEX:

2.81

Omega Ratio

NYT:

1.12

INDEX:

1.39

Calmar Ratio

NYT:

0.46

INDEX:

3.24

Martin Ratio

NYT:

1.58

INDEX:

13.00

Ulcer Index

NYT:

6.89%

INDEX:

2.09%

Daily Std Dev

NYT:

21.50%

INDEX:

12.87%

Max Drawdown

NYT:

-92.09%

INDEX:

-38.82%

Current Drawdown

NYT:

-8.51%

INDEX:

-2.03%

Returns By Period

In the year-to-date period, NYT achieves a -0.11% return, which is significantly lower than INDEX's 1.97% return.


NYT

YTD

-0.11%

1M

-2.08%

6M

-0.52%

1Y

10.26%

5Y*

9.88%

10Y*

16.82%

INDEX

YTD

1.97%

1M

2.25%

6M

8.81%

1Y

24.51%

5Y*

11.30%

10Y*

N/A

*Annualized

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 Rank

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

NYT
The Risk-Adjusted Performance Rank of NYT is 6161
Overall Rank
The Sharpe Ratio Rank of NYT is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of NYT is 5454
Sortino Ratio Rank
The Omega Ratio Rank of NYT is 5656
Omega Ratio Rank
The Calmar Ratio Rank of NYT is 6666
Calmar Ratio Rank
The Martin Ratio Rank of NYT is 6363
Martin Ratio Rank

INDEX
The Risk-Adjusted Performance Rank of INDEX is 8989
Overall Rank
The Sharpe Ratio Rank of INDEX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of INDEX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of INDEX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of INDEX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of INDEX is 9191
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.

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 0.51, compared to the broader market-2.000.002.004.000.512.11
The chart of Sortino ratio for NYT, currently valued at 0.79, compared to the broader market-4.00-2.000.002.004.000.792.81
The chart of Omega ratio for NYT, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.39
The chart of Calmar ratio for NYT, currently valued at 0.46, compared to the broader market0.002.004.006.000.463.24
The chart of Martin ratio for NYT, currently valued at 1.58, compared to the broader market-10.000.0010.0020.001.5813.00
NYT
INDEX

The current NYT Sharpe Ratio is 0.51, which is lower than the INDEX Sharpe Ratio of 2.11. 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.51
2.11
NYT
INDEX

Dividends

NYT vs. INDEX - Dividend Comparison

NYT's dividend yield for the trailing twelve months is around 1.00%, less than INDEX's 1.31% yield.


TTM20242023202220212020201920182017201620152014
NYT
The New York Times Company
1.00%0.96%0.86%1.05%0.56%0.44%0.59%0.72%0.86%1.20%1.19%1.21%
INDEX
Index Funds S&P 500 Equal Weight
1.31%1.34%1.56%1.21%1.09%1.53%1.61%1.82%1.15%1.15%1.19%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.51%
-2.03%
NYT
INDEX

Volatility

NYT vs. INDEX - Volatility Comparison

The New York Times Company (NYT) and Index Funds S&P 500 Equal Weight (INDEX) have volatilities of 4.91% and 5.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
4.91%
5.08%
NYT
INDEX
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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.

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