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

Correlation

The correlation between STT and NXST is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

STT vs. NXST - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
36.40%
3.07%
STT
NXST

Key characteristics

Sharpe Ratio

STT:

1.54

NXST:

0.19

Sortino Ratio

STT:

2.17

NXST:

0.48

Omega Ratio

STT:

1.29

NXST:

1.06

Calmar Ratio

STT:

1.20

NXST:

0.24

Martin Ratio

STT:

7.15

NXST:

0.72

Ulcer Index

STT:

4.46%

NXST:

8.46%

Daily Std Dev

STT:

20.73%

NXST:

32.71%

Max Drawdown

STT:

-82.26%

NXST:

-96.66%

Current Drawdown

STT:

-3.97%

NXST:

-19.83%

Fundamentals

Market Cap

STT:

$28.93B

NXST:

$5.01B

EPS

STT:

$6.38

NXST:

$17.23

PE Ratio

STT:

15.47

NXST:

9.37

PEG Ratio

STT:

0.66

NXST:

0.52

Total Revenue (TTM)

STT:

$16.78B

NXST:

$5.22B

Gross Profit (TTM)

STT:

$16.34B

NXST:

$2.41B

EBITDA (TTM)

STT:

$3.01B

NXST:

$2.02B

Returns By Period

In the year-to-date period, STT achieves a 28.36% return, which is significantly higher than NXST's 5.38% return. Over the past 10 years, STT has underperformed NXST with an annualized return of 4.78%, while NXST has yielded a comparatively higher 14.34% annualized return.


STT

YTD

28.36%

1M

2.19%

6M

36.10%

1Y

31.90%

5Y*

7.54%

10Y*

4.78%

NXST

YTD

5.38%

1M

-5.00%

6M

3.07%

1Y

3.65%

5Y*

9.22%

10Y*

14.34%

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

STT vs. NXST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Corporation (STT) and Nexstar Media Group, Inc. (NXST). 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 STT, currently valued at 1.54, compared to the broader market-4.00-2.000.002.001.540.19
The chart of Sortino ratio for STT, currently valued at 2.17, compared to the broader market-4.00-2.000.002.004.002.170.48
The chart of Omega ratio for STT, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.06
The chart of Calmar ratio for STT, currently valued at 1.20, compared to the broader market0.002.004.006.001.200.24
The chart of Martin ratio for STT, currently valued at 7.15, compared to the broader market-5.000.005.0010.0015.0020.0025.007.150.72
STT
NXST

The current STT Sharpe Ratio is 1.54, which is higher than the NXST Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of STT and NXST, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.54
0.19
STT
NXST

Dividends

STT vs. NXST - Dividend Comparison

STT's dividend yield for the trailing twelve months is around 2.92%, less than NXST's 4.27% yield.


TTM20232022202120202019201820172016201520142013
STT
State Street Corporation
2.92%3.41%3.09%2.34%2.86%2.50%2.82%1.64%1.85%1.99%1.48%1.42%
NXST
Nexstar Media Group, Inc.
4.27%3.44%2.06%1.85%2.05%1.54%1.91%1.53%1.52%1.29%1.16%0.86%

Drawdowns

STT vs. NXST - Drawdown Comparison

The maximum STT drawdown since its inception was -82.26%, smaller than the maximum NXST drawdown of -96.66%. Use the drawdown chart below to compare losses from any high point for STT and NXST. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.97%
-19.83%
STT
NXST

Volatility

STT vs. NXST - Volatility Comparison

State Street Corporation (STT) and Nexstar Media Group, Inc. (NXST) have volatilities of 5.97% and 5.79%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
5.97%
5.79%
STT
NXST

Financials

STT vs. NXST - Financials Comparison

This section allows you to compare key financial metrics between State Street Corporation and Nexstar Media Group, Inc.. 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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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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