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

Correlation

The correlation between NYT and NWSA is 0.46, 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. NWSA - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.82%
3.03%
NYT
NWSA

Key characteristics

Sharpe Ratio

NYT:

0.74

NWSA:

0.84

Sortino Ratio

NYT:

1.08

NWSA:

1.34

Omega Ratio

NYT:

1.16

NWSA:

1.16

Calmar Ratio

NYT:

0.70

NWSA:

1.32

Martin Ratio

NYT:

2.50

NWSA:

3.66

Ulcer Index

NYT:

6.59%

NWSA:

4.70%

Daily Std Dev

NYT:

22.16%

NWSA:

20.53%

Max Drawdown

NYT:

-92.09%

NWSA:

-51.91%

Current Drawdown

NYT:

-6.26%

NWSA:

-7.54%

Fundamentals

Market Cap

NYT:

$8.95B

NWSA:

$16.59B

EPS

NYT:

$1.69

NWSA:

$0.62

PE Ratio

NYT:

32.29

NWSA:

45.56

PEG Ratio

NYT:

2.11

NWSA:

2.01

Total Revenue (TTM)

NYT:

$2.54B

NWSA:

$10.16B

Gross Profit (TTM)

NYT:

$1.18B

NWSA:

$5.80B

EBITDA (TTM)

NYT:

$461.30M

NWSA:

$1.56B

Returns By Period

In the year-to-date period, NYT achieves a 9.85% return, which is significantly lower than NWSA's 13.32% return. Over the past 10 years, NYT has outperformed NWSA with an annualized return of 16.03%, while NWSA has yielded a comparatively lower 7.35% annualized return.


NYT

YTD

9.85%

1M

2.23%

6M

6.83%

1Y

17.50%

5Y*

11.22%

10Y*

16.03%

NWSA

YTD

13.32%

1M

-4.13%

6M

3.03%

1Y

18.79%

5Y*

15.92%

10Y*

7.35%

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. NWSA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The New York Times Company (NYT) and News Corporation (NWSA). 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 0.74, compared to the broader market-4.00-2.000.002.000.740.84
The chart of Sortino ratio for NYT, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.081.34
The chart of Omega ratio for NYT, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.16
The chart of Calmar ratio for NYT, currently valued at 0.70, compared to the broader market0.002.004.006.000.701.32
The chart of Martin ratio for NYT, currently valued at 2.50, compared to the broader market0.0010.0020.002.503.66
NYT
NWSA

The current NYT Sharpe Ratio is 0.74, which is comparable to the NWSA Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of NYT and NWSA, 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 Ratio1.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.74
0.84
NYT
NWSA

Dividends

NYT vs. NWSA - Dividend Comparison

NYT's dividend yield for the trailing twelve months is around 0.94%, more than NWSA's 0.72% yield.


TTM20232022202120202019201820172016201520142013
NYT
The New York Times Company
0.94%0.86%1.05%0.56%0.44%0.59%0.72%0.86%1.20%1.19%1.21%0.25%
NWSA
News Corporation
0.72%0.81%1.10%0.90%1.11%1.41%1.76%1.23%1.75%0.75%0.00%0.00%

Drawdowns

NYT vs. NWSA - Drawdown Comparison

The maximum NYT drawdown since its inception was -92.09%, which is greater than NWSA's maximum drawdown of -51.91%. Use the drawdown chart below to compare losses from any high point for NYT and NWSA. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.26%
-7.54%
NYT
NWSA

Volatility

NYT vs. NWSA - Volatility Comparison

The New York Times Company (NYT) has a higher volatility of 6.62% compared to News Corporation (NWSA) at 4.19%. This indicates that NYT's price experiences larger fluctuations and is considered to be riskier than NWSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.62%
4.19%
NYT
NWSA

Financials

NYT vs. NWSA - Financials Comparison

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