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NYT vs. MSEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NYT vs. MSEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The New York Times Company (NYT) and Middlesex Water Company (MSEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NYT achieves a 11.34% return, which is significantly higher than MSEX's 7.29% return. Over the past 10 years, NYT has outperformed MSEX with an annualized return of 21.49%, while MSEX has yielded a comparatively lower 5.45% annualized return.


NYT

1D
2.17%
1M
-8.13%
YTD
11.34%
6M
19.37%
1Y
39.54%
3Y*
29.54%
5Y*
14.13%
10Y*
21.49%

MSEX

1D
1.89%
1M
5.07%
YTD
7.29%
6M
4.21%
1Y
-2.46%
3Y*
-11.51%
5Y*
-7.23%
10Y*
5.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NYT vs. MSEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NYT
The New York Times Company
11.34%35.06%7.33%52.60%-32.16%-6.18%61.92%45.26%21.35%40.50%
MSEX
Middlesex Water Company
7.29%-1.65%-18.00%-15.19%-33.75%68.50%15.78%21.12%36.54%-4.92%

Correlation

The correlation between NYT and MSEX is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Mar 27, 1990

0.18

The correlation between NYT and MSEX shifts across timeframes, from 0.11 (1 year) to 0.22 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

NYT:

$2.33

MSEX:

$3.22

PE Ratio

NYT:

33.02

MSEX:

16.57

PEG Ratio

NYT:

2.21

MSEX:

2.72

PS Ratio

NYT:

4.35

MSEX:

3.66

Total Revenue (TTM)

NYT:

$2.90B

MSEX:

$199.11M

Gross Profit (TTM)

NYT:

$1.49B

MSEX:

$66.33M

EBITDA (TTM)

NYT:

$573.11M

MSEX:

$86.27M

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Return for Risk

NYT vs. MSEX — Risk / Return Rank

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

NYT
NYT Risk / Return Rank: 8080
Overall Rank
NYT Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
NYT Sortino Ratio Rank: 7979
Sortino Ratio Rank
NYT Omega Ratio Rank: 8181
Omega Ratio Rank
NYT Calmar Ratio Rank: 8282
Calmar Ratio Rank
NYT Martin Ratio Rank: 8181
Martin Ratio Rank

MSEX
MSEX Risk / Return Rank: 3636
Overall Rank
MSEX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MSEX Sortino Ratio Rank: 3333
Sortino Ratio Rank
MSEX Omega Ratio Rank: 3333
Omega Ratio Rank
MSEX Calmar Ratio Rank: 3838
Calmar Ratio Rank
MSEX Martin Ratio Rank: 3838
Martin Ratio Rank
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.

NYT vs. MSEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The New York Times Company (NYT) and Middlesex Water Company (MSEX). 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.


NYTMSEXDifference
Sharpe ratioReturn per unit of total volatility

+1.47

Sortino ratioReturn per unit of downside risk

+2.13

Omega ratioGain probability vs. loss probability

1.31

1.01

+0.30

Calmar ratioReturn relative to maximum drawdown

2.94

-0.12

+3.06

Martin ratioReturn relative to average drawdown

6.83

-0.20

+7.04

NYT vs. MSEX - Sharpe Ratio Comparison

The current NYT Sharpe Ratio is 1.39, which is higher than the MSEX Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of NYT and MSEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NYTMSEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

-0.08

+1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

-0.23

+0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.17

+0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.32

-0.05

Drawdowns

NYT vs. MSEX - Drawdown Comparison

The maximum NYT drawdown since its inception was -92.09%, which is greater than MSEX's maximum drawdown of -60.51%. Use the drawdown chart below to compare losses from any high point for NYT and MSEX.


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Drawdown Indicators


NYTMSEXDifference

Max Drawdown

Largest peak-to-trough decline

-92.09%

-60.51%

-31.58%

Max Drawdown (1Y)

Largest decline over 1 year

-13.51%

-21.04%

+7.53%

Max Drawdown (3Y)

Largest decline over 3 years

-19.67%

-44.52%

+24.85%

Max Drawdown (5Y)

Largest decline over 5 years

-49.83%

-60.51%

+10.68%

Max Drawdown (10Y)

Largest decline over 10 years

-49.93%

-60.51%

+10.58%

Current Drawdown

Current decline from peak

-10.46%

-51.39%

+40.93%

Average Drawdown

Average peak-to-trough decline

-32.19%

-12.85%

-19.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.80%

12.04%

-6.24%

Volatility

NYT vs. MSEX - Volatility Comparison

The New York Times Company (NYT) has a higher volatility of 7.49% compared to Middlesex Water Company (MSEX) at 5.07%. This indicates that NYT's price experiences larger fluctuations and is considered to be riskier than MSEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NYTMSEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.49%

5.07%

+2.42%

Volatility (6M)

Calculated over the trailing 6-month period

19.51%

18.07%

+1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

28.63%

30.19%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.44%

31.16%

-1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.70%

32.34%

-1.64%

Dividends

NYT vs. MSEX - Dividend Comparison

NYT's dividend yield for the trailing twelve months is around 1.00%, less than MSEX's 2.66% yield.


PositionTTM20252024202320222021202020192018201720162015
MSEX
Middlesex Water Company
2.66%2.74%2.50%1.92%1.50%1.16%1.44%1.54%1.71%2.15%1.88%2.92%
NYT
The New York Times Company
1.00%0.97%0.96%0.86%1.05%0.56%0.44%0.59%0.72%0.86%1.20%1.19%

Financials

NYT vs. MSEX - Financials Comparison

This section allows you to compare key financial metrics between The New York Times Company and Middlesex Water Company. 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


0.00200.00M400.00M600.00M800.00M20222023202420252026
712.24M
48.71M
(NYT) Total Revenue
(MSEX) Total Revenue
Values in USD except per share items

NYT vs. MSEX - Profitability Comparison

The chart below illustrates the profitability comparison between The New York Times Company and Middlesex Water Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
49.0%
0
Portfolio components
NYT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The New York Times Company reported a gross profit of 349.30M and revenue of 712.24M. Therefore, the gross margin over that period was 49.0%.

MSEX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Middlesex Water Company reported a gross profit of 0.00 and revenue of 48.71M. Therefore, the gross margin over that period was 0.0%.

NYT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The New York Times Company reported an operating income of 90.62M and revenue of 712.24M, resulting in an operating margin of 12.7%.

MSEX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Middlesex Water Company reported an operating income of 13.10M and revenue of 48.71M, resulting in an operating margin of 26.9%.

NYT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The New York Times Company reported a net income of 87.92M and revenue of 712.24M, resulting in a net margin of 12.3%.

MSEX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Middlesex Water Company reported a net income of 10.61M and revenue of 48.71M, resulting in a net margin of 21.8%.


Frequently Asked Questions


NYT and MSEX have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NYT has higher volatility (7.49%) compared to MSEX (5.07%). In terms of maximum drawdown, NYT dropped -92.09% vs MSEX's -60.51%.

NYT currently has the higher Sharpe Ratio (1.39 vs -0.08), 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.

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