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STT vs. NXST
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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STT vs. NXST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STT
State Street Corporation
-1.26%35.54%30.18%3.54%-13.75%31.03%-4.76%29.35%-33.97%27.84%
NXST
Nexstar Media Group, Inc.
-10.23%33.95%5.04%-7.52%18.37%40.95%-4.42%51.93%2.65%25.89%

Fundamentals

Market Cap

STT:

$36.05B

NXST:

$5.48B

EPS

STT:

$10.23

NXST:

$3.56

PE Ratio

STT:

12.37

NXST:

50.73

PEG Ratio

STT:

1.26

NXST:

12.39K

PS Ratio

STT:

1.61

NXST:

1.12

Total Revenue (TTM)

STT:

$22.65B

NXST:

$4.95B

Gross Profit (TTM)

STT:

$10.25B

NXST:

$1.80B

EBITDA (TTM)

STT:

$4.10B

NXST:

$1.52B

Returns By Period

In the year-to-date period, STT achieves a -1.26% return, which is significantly higher than NXST's -10.23% return. Over the past 10 years, STT has underperformed NXST with an annualized return of 11.01%, while NXST has yielded a comparatively higher 17.75% annualized return.


STT

1D
2.54%
1M
-1.60%
YTD
-1.26%
6M
10.61%
1Y
45.59%
3Y*
22.39%
5Y*
11.67%
10Y*
11.01%

NXST

1D
-2.35%
1M
-27.96%
YTD
-10.23%
6M
-6.93%
1Y
4.70%
3Y*
5.55%
5Y*
8.20%
10Y*
17.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

STT vs. NXST — Risk / Return Rank

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

STT
STT Risk / Return Rank: 8585
Overall Rank
STT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
STT Sortino Ratio Rank: 7979
Sortino Ratio Rank
STT Omega Ratio Rank: 8282
Omega Ratio Rank
STT Calmar Ratio Rank: 8686
Calmar Ratio Rank
STT Martin Ratio Rank: 8989
Martin Ratio Rank

NXST
NXST Risk / Return Rank: 4646
Overall Rank
NXST Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
NXST Sortino Ratio Rank: 4141
Sortino Ratio Rank
NXST Omega Ratio Rank: 4141
Omega Ratio Rank
NXST Calmar Ratio Rank: 4747
Calmar Ratio Rank
NXST Martin Ratio Rank: 5252
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.

STT vs. NXST - Risk-Adjusted Trends 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.


STTNXSTDifference

Sharpe ratio

Return per unit of total volatility

1.60

0.13

+1.47

Sortino ratio

Return per unit of downside risk

1.99

0.43

+1.56

Omega ratio

Gain probability vs. loss probability

1.30

1.06

+0.24

Calmar ratio

Return relative to maximum drawdown

2.91

0.22

+2.69

Martin ratio

Return relative to average drawdown

10.12

0.83

+9.29

STT vs. NXST - Sharpe Ratio Comparison

The current STT Sharpe Ratio is 1.60, which is higher than the NXST Sharpe Ratio of 0.13. 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.


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Sharpe Ratios by Period


STTNXSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

0.13

+1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.24

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.45

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.23

+0.06

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.


Dividends

STT vs. NXST - Dividend Comparison

STT's dividend yield for the trailing twelve months is around 2.53%, less than NXST's 4.11% yield.


TTM20252024202320222021202020192018201720162015
STT
State Street Corporation
2.53%2.42%2.18%3.41%3.09%2.34%2.86%2.50%2.82%1.64%1.85%1.99%
NXST
Nexstar Media Group, Inc.
4.11%3.66%4.28%3.44%2.06%1.85%2.05%1.54%1.91%1.53%1.52%1.29%

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.


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Drawdown Indicators


STTNXSTDifference

Max Drawdown

Largest peak-to-trough decline

-82.26%

-96.66%

+14.40%

Max Drawdown (1Y)

Largest decline over 1 year

-15.92%

-28.71%

+12.79%

Max Drawdown (5Y)

Largest decline over 5 years

-41.45%

-35.73%

-5.72%

Max Drawdown (10Y)

Largest decline over 10 years

-59.59%

-64.56%

+4.97%

Current Drawdown

Current decline from peak

-7.14%

-28.71%

+21.57%

Average Drawdown

Average peak-to-trough decline

-20.57%

-30.35%

+9.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

7.68%

-3.09%

Volatility

STT vs. NXST - Volatility Comparison

The current volatility for State Street Corporation (STT) is 7.96%, while Nexstar Media Group, Inc. (NXST) has a volatility of 15.97%. This indicates that STT experiences smaller price fluctuations and is considered to be less risky than NXST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STTNXSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.96%

15.97%

-8.01%

Volatility (6M)

Calculated over the trailing 6-month period

18.89%

26.28%

-7.39%

Volatility (1Y)

Calculated over the trailing 1-year period

28.60%

36.21%

-7.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.48%

34.17%

-3.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.94%

39.73%

-6.79%

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


1.00B2.00B3.00B4.00B5.00B6.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
5.61B
1.29B
(STT) Total Revenue
(NXST) Total Revenue
Values in USD except per share items

STT vs. NXST - Profitability Comparison

The chart below illustrates the profitability comparison between State Street Corporation and Nexstar Media Group, Inc. 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%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober00
Portfolio components
STT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, State Street Corporation reported a gross profit of 0.00 and revenue of 5.61B. Therefore, the gross margin over that period was 0.0%.

NXST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Nexstar Media Group, Inc. reported a gross profit of 0.00 and revenue of 1.29B. Therefore, the gross margin over that period was 0.0%.

STT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, State Street Corporation reported an operating income of 918.00M and revenue of 5.61B, resulting in an operating margin of 16.4%.

NXST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Nexstar Media Group, Inc. reported an operating income of 242.00M and revenue of 1.29B, resulting in an operating margin of 18.8%.

STT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, State Street Corporation reported a net income of 747.00M and revenue of 5.61B, resulting in a net margin of 13.3%.

NXST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Nexstar Media Group, Inc. reported a net income of -166.00M and revenue of 1.29B, resulting in a net margin of -12.9%.